The 2018 Nicola Bruti Liberati Prize has been awarded to Omar EL EUCH. Omar El Euch got his PhD at École Polytechnique in 2018, where he worked on Rough Volatility, the connection between micro/macro scales, and Maker/Taker fees.
Marko's thesis covered models of dynamic trading with price impact.
Submitted thesis were evaluated by the Committee: Prof. Damir Filipovic, Prof. Jan Kallsen, Prof. Masaaki Kijima, Prof. Ronnie Sircar, Prof. Emilio Barucci.
The ceremony was held at Politecnico di Milano, at the presence of the Nicola Bruti Liberati family, and the Politecnico di Milano representatives.