Scottish Financial Risk Academy,

Room EMB 1.12,

Earl Mountbatten Building,

Riccarton Campus,

Heriot-Watt University,

Edinburgh, Scotland, UK EH14 4AS

Programme Coordinator

Stephen Marshall

office: 0131 451 8440

email: stephen.marshall@hw.ac.uk

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© 2018 by Prof. Gareth W. Peters on behalf of the SFRA. Proudly created with Wix.com

SFRA Colloquium 2019

and

HW-UoE-ISM Workshop

.

The 2019 SFRA Colloquium will present topics on methodological and computational aspects of Data Science, Machine Learning and their applications and developments within Financial Risk, Financial Mathematics and Insurance.

Dates:  

  • SFRA Colloquium 4th Feb 2019.  

  • Conference dinner (open to speakers and presenters only) - 6:30pm reception and 7pm dinner 4th Feb 2019 - at former resident of Adam Smith http://www.panmurehouse.org/

  • HW-UoE-ISM Workshop 5th and 6th Feb 2019. 

Location:

The main colloquium and the workshop will take place at the International Centre for Mathematical Sciences (ICMS) in Edinburgh (see url: http://www.icms.org.uk/ )

Travel instructions to get to the ICMS (see url: http://www.icms.org.uk/visitingICMS.php

Registration:

All participants, speakers and those intending to follow some talks will be required to register for the purpose of space management.

For the purpose of catering the event - we charge a small fee for general attendance which is as follows - and includes attendance at the conference, certificate of attendance, coffee and tea as well as buffet lunch.

  • Day 1 only Colloquium Attendance £35 

  • Day 1-3 Colloquium and Workshop £75

  • Students and HW - UoE staff registration is FREE

Conference Registration -- NOTE REGISTRATION IS NOW CLOSED

(please note you will be notified after registration if your successful and payment occurs on the day)

-- Due to a high demand to attend this workshop - we have had to close registration as all places are now filled.

 

Many registrations have been placed on a waiting list and we have contacted those already provided with a space to check they will attend all aspects of the workshop. If there are any additional spots we will work down the short listed registrations to provide them a spot as we are able.

 

We thank you for your interest in this workshop and hope that if you missed out this year, you will join us next year!

Colloquium Plan and Timings:

The colloquium speaker slots and timings is available in this link SPEAKER_PLAN 

Accommodation:

There are numerous accommodation options in Edinburgh city center.

Some examples 3 or 4 star hotels are below.

 

Organizer:

Contact the colloquium and workshop organizer for any questions

Prof. Gareth W. Peters (g.peters@hw.ac.uk). 

 

For ICMS related questions/facility questions and IT please contact

Dawn Wasley
Knowledge Transfer Officer
telephone 0131 650 9817
email: dawn.wasley@icms.org.uk

Colloquium Speakers

.  

Presentation1OReilly.jpg

Presentation Title, Abstract and Bio: O'Reilly

Presentation Slides

Head of Analytics at Club Vita LLP

Conor O'Reilly

LaurantPic.jpg

Webpage: EBRD

Presentation Title, Abstract and Bio: Laurent

Deputy Treasurer & Head of Funding

EBRD

Isabelle Laurent

MontsPic.jpg

Webpage: Barcellona

Presentation Title, Abstract & Bio: Guillen

Presentation Slides

Universitat de Barcelona

Prof. Montserrat Guillen

GaryPic.jpg

Webpage: Strathclyde

Presentation Title, Abstract and Bio: Koop

Presentation Slides

Strathclyde Business School

Prof. Gary Koop

ckiw3SmallCrop.jpg

Webpage: UoE

Presentation Title, Abstract and Bio: Williams

Presentation Slides (1, 2)

University of Edinburgh

Prof. Chris Williams

Panmure House Conference Dinner Speaker

CM_547 - John.jpg

Webpage: IFoA

President-elect of the IFoA

 

Head of Guided Outcomes Delivery Hymans Robertson

John Taylor

Workshop Speakers

CDonnelly.jpg

Heriot-Watt

Dr. Catherine Donnelly

Presentation Title, Abstract and Bio: Donnelly

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University College London

Dr. Andrea Macrina

Presentation Title, Abstract and Bio: Macrina

download.jpg

University of Edinburgh

Dr. Lukas Szpruch

Presentation Title, Abstract and Bio: Szpruch

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University of Edinburgh

Prof. Johnathan Crook

Presentation Title, Abstract and Bio: Crook

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Heriot-Watt

Prof. Andrew Cairns

Presentation Title, Abstract and Bio: Cairns

20180220_161550[1].jpg

Institute of Statistical Mathematics

Dr. Daisuke Murakami

Presentation Title, Abstract and Bio: Murakami

00525.jpeg

Japan Advanced Institute of Science and Technology

Prof. Le Minh Nguyen

Presentation Title, Abstract and Bio: Nguyen

Jing-Yao.jpg

Heriot-Watt

Dr. Jing Yao

Presentation Title, Abstract and Bio: Yao

Antonio.jpg

University College London

Dr. Antonio Dalessandro

Presentation Title, Abstract and Bio: Dalessandro

20170612_190040[1].jpg

Heriot-Watt

Prof. Gareth W. Peters

Presentation Title, Abstract and Bio: Peters

Shevchenko.Pavel2_small.jpg

Maquarie University

Prof. Pavel Shevchenko

Presentation Title, Abstract and Bio: Shevchenko

Bagnarosa.jpg

ESC Rennes

Prof. Guillaume Bagnarosa

Presentation Title, Abstract and Bio: Bagnarosa

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University of Edinburgh

Dr. Miguel De Carvalho

Presentation Title, Abstract and Bio: DeCarvalho

citations.jpg

Institute of Statistical Mathematics

Prof. Tomoko Matsui

Presentation Title, Abstract and Bio: Matsui

amos.jpg

University of Edinburgh

Prof. Amos Storkey

Presentation Title, Abstract and Bio: Storkey

Sarah_Mathieson1.jpg

Institute and Faculty of Actuaries

IFoA

Sarah Mathieson

Presentation Title, Abstract and Bio: Mathieson

University of Technology Sydney

Dr. Dorota Toczydlowska

Presentation Title, Abstract and Bio: dtoczydlowska

Funding Sources and Sponsors
A special thank you goes to the sponsors of this workshop and grant agencies
  • Institute of Statistical Mathematics, Tokyo, Japan and ROIS for sponsoring several participant speakers. In particular to Prof. Tomoko Matsui for facilitating the grant to fund this research activity.
  • Heriot-Watt University Actuarial Mathematics and Statistics for sponsorship of conference dinner and catering
  • Panmure House (Heriot-Watt) for access to facilities for conference dinner
  • International Center for Mathematical Science - Bayes Center for access to facilities for hosting the meeting.