A nice surprise awaited Dr. John O’Brien in the Department of Accounting and Finance when he returned to the UCC campus last week. Cork University Business School students filled the top three places in the CFA European Quant Awards.
The students were investigating applications of Machine Learning for Finance and based in the State Street Advanced Technology Centre in UCC.
The CFA Quant Awards are run by CFA Societies across Europe and are open to postgraduate students applying quantitative methods to analyse Financial Markets.
Unfortunately, the awards ceremony was first postponed and then cancelled due to Covid, but it was great to finally see the trophies arrive.
Without further ado, we are delighted to announce the 2019 winners of Quant Awards.
The winners for this year’s competition are as follows:
1st PRIZE: €2,000 + CFA Program Exam registration
Sophie Emerson, University College Cork, Ireland
Investor regime analysis using self-organising maps and hierarchical clustering
2nd PRIZE: €1,000 + CFA Program Exam registration
Ruairí Kennedy, University College Cork, Ireland
Dynamic regime-based asset allocation using international equity flow data
3rd PRIZE: €500 + CFA Program Exam registration (for each joint winner)
3rd place received the same marks and David Luke O'Shea received a joint 3rd prize.
David Luke O'Shea, University College Cork, Ireland
Using artificial neural networks to predict returns one period ahead with market flow data.
Many thanks to all at CFA Society Ireland for their incredible work in running the competition.