The objectives of the section are to provide a continuing, specialized focus within INFORMS on the topic of financial services, with the aim of identifying current and potential problems and contributions to their solutions; to lead in the development, dissemination, and implementation of knowledge, basic and applied research and technologies in the area of finance and financial services; and to promote high professional standards and integrity in all work done in the field.
Winner of Student Paper Competition 2021:
Title: The Adoption of Blockchain-Based Decentralized Exchanges Author: Ruizhe Jia
Honorable Mention:
Title: While Stability Lasts: A Stochastic Model of Stablecoins Author: Ariah Klages-Mundt
Thanks to the Judges Panel:
John Birge john.birge@chicagobooth.edu, Hobart W. Williams Distinguished Service Professor or Operations Management, The University of Chicago Booth School of Business
Chanaka Edirisinghe edirin@rpi.edu, Acting Dean, Kay and Jackson Tai '72 Chaired Professor in Quantitative Finance, Lally School of Management, Rensselaer
Mark S Squillante mss@us.ibm.com, Distinguished Research Staff Member and the Manager of Foundations of Probability, Dynamics and Control within Mathematical Sciences, IBM Thomas J. Watson Research Center
Bruno Biais biaisb@hec.fr Professor HEC Paris
Abstract Submission Information and Deadline for the INFORMS 2022:
Best Student Paper Competition: Call For Papers
Submissions are requested for the Informs-Section on Finance Best Student Paper Competition
Updates coming soon.....
Student complete papers are due by XXXXXX, and should be sent to XXXXXXX
1. The student entrant must be a member of the Finance Section on the date of submission.
2. The paper must not have won a prize (1st-2nd) in a previous INFORMS Finance student paper competition.
3 A student may submit no more than one paper to the competition.
4. The paper must represent original research conducted primarily by the student and not have been published elsewhere. (It is OK if the paper is under review for a conference/journal.)
5. Some assistance by other research (such as the student's faculty advisor) is permitted, and the paper may be co-authored with them, as long as the student is
the FIRST author.
6. The main body of the paper should be at most 25 pages long, excluding references and technical appendices, using Management Science style requirements.
7. The topic of the paper should be aligned with the research interests of the INFORMS Finance Section, and synergistic with the topics covered in the invited sessions at the INFORMS Finance Annual meetings. Topics of interest include, but are not limited to, portfolio selection, machine learning in finance, networks and systemic risk, financial technology (e.g. Blockchain and cryptocurrency applications), market liquidity and frictions, financial econometrics, algorithmic trading and market microstructure, commodities markets, credit risk and fixed income modeling.
8. If your paper is selected among finalists, you will be asked to present your paper in the Finance Student Paper session at the INFORMS annual meeting in Maryland. This does NOT preclude you from presenting your paper in other sessions at the INFORMS annual meeting.
9. Winners and honorable mentions will be awarded at the Finance Section business meeting at the 2021 INFORMS Annual Meeting.
The Student paper competition has always attracted excellent papers over the years. Winners and honorable mentions have published their papers in top journals of the field.
Previous Winners:
2020:
Winner:
Michael Mark Ecole Polytechnique F´ed´erale de Lausanne |
A Reinforcement-Learning Approach to Credit Collections
Honorable Mention:
Rohit Arora University of Texas |
Extreme yet Plausible: Choosing Scenarios to Stress Test Financial Institutions
2019:
Title: Non-Concave Portfolio Optimization without the Concavification Principle
Authors: Shuaijie Qian
Title: Pitfalls of Bitcoin's Proof-of-Work: R&D Arms Race and Mining Centralization
Author: Humoud Alsabah
2018:
First Prize: Philippe Casgrain, Algorithmic Trading with Partial Information: A Mean Field Game Approach
University of Toronto, Toronto, ON, Canada.
2017:
First place: Allen Cheng, Columbia University: Clearinghouse Default Waterfalls: Risk-sharing, Incentives, and Systemic Risk
Second place: Yi Zhang, University of Chicago: Default Risk Premia and a Non-Linear Asset Pricing Model
2016:
First Place: Shomesh E Chaudhuri
Second Place: Likuan Qin
2015: