SIAG/FME Code Quest 2023

DeFi & RoboAdvising Challenge

Sponsored by World Business Chicago and SIAM | Organized by SIAG/FME

About the Event

The SIAG/FME Code Quest is a programming challenge dedicated to solving mathematical and finance modeling problems using computational tools. Its primary objective is to inspire and harness the problem-solving capabilities of students around the world. The competition invites individuals and teams to collaborate and devise innovative solutions that not only tackle real-world challenges but also advance the frontiers of financial engineering. By promoting teamwork, creativity, and practicality, the quest aims to create a vibrant community where diverse perspectives converge to engineer efficient and inventive financial solutions.

The Quest, as a standalone event, originated from the SIAM Financial Mathematics & Engineering 2021 Student Programming Competition, as part of the SIAM FM21 conference.

The 2023 Quest combines two FinTech themes: Decentralized Finance (DeFi) and Automated Asset Management (RoboAdvising).

For additional information, please refer to [Challenge], [Registration], and [Important Dates].

Prizes

The winning team receives the grand prize of 3,000 USD. Two runner-up teams receive 1,000 USD each.

Congratulations to team QuantHub (Daniele Maria Di Nosse and Federico Gatta from Scuola Normale Superiore di Pisa ) for grabbing the first place 3,000USD prize. As well, congratulations to teams FloorF (Boubacar Bangoura, Nitya Afambo, ETHZ and Yuan Chen, University of Vienna) and team Blanco (Milo Grillo, Konstantins Starovoitovs, Humboldt University in Berlin and Vladislav Cherepanov, University of Oxford) for their honorable mentions worth 1,000 USD each.

Final Round

100+ teams from around the world signed up for the SIAG/FME Code Quest 2023. Meet the top 5 competing in the final round for three prizes:

APAM

Han Yong Wunrow, Columbia University

Yan Cheng, Columbia University

Hongjin Wang, Columbia University

Blanco (winner - honorable mention)

Milo Grillo, Humboldt University in Berlin

Konstantins Starovoitovs, Humboldt University in Berlin

Vladislav Cherepanov, University of Oxford

Floor F (winner - honorable mention)

Boubacar Bangoura, ETHZ

Nitya Afambo, ETHZ

Yuan Chen, University of Vienna

QuantHub (winner - grand prize)

Daniele Maria Di Nosse Scuola Normale Superiore di Pisa

Federico Gatta Scuola Normale Superiore di Pisa

UW Goose

Michelle Ko University of Waterloo

Kyu Min Shim University of Waterloo

Max Chen University of Waterloo

The final round will take place online during SIAG/FME virtual seminar, on March 14, 2024, 1PM-2:30PM (EST). Each team will have a 10 minutes presentation, and the winners will be announced shortly after. All are invited, the event is free and open to the public. Registration is required due to security reasons.