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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.

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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. 

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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/ )

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

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Registration:

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

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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)

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-- 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!

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Colloquium Plan and Timings:

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

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Accommodation:

There are numerous accommodation options in Edinburgh city center.

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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

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Conor O'Reilly

Head of Analytics at Club Vita LLP

Presentation Title, Abstract and Bio: O'Reilly

Presentation Slides

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Isabelle Laurent

Deputy Treasurer & Head of Funding

EBRD

Webpage: EBRD​

Presentation Title, Abstract and Bio: Laurent

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Prof. Ariane Chapelle

​Presentation Title, Abstract and Bio: Chapelle

Presentation Slides

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Prof. Montserrat Guillen

Universitat de Barcelona

Webpage: Barcellona​

Presentation Title, Abstract & Bio: Guillen

Presentation Slides

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Prof. Gary Koop

Strathclyde Business School

Webpage: Strathclyde​

Presentation Title, Abstract and Bio: Koop

Presentation Slides

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Prof. Chris Williams

University of Edinburgh

Webpage: UoE​

Presentation Title, Abstract and Bio: Williams

Presentation Slides (1, 2)

Panmure House Conference Dinner Speaker

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John Taylor

President-elect of the IFoA

 

Head of Guided Outcomes Delivery Hymans Robertson

Webpage: IFoA​

Workshop Speakers

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Dr. Catherine Donnelly

Heriot-Watt

Presentation Title, Abstract and Bio: Donnelly

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Dr. Andrea Macrina

University College London

Presentation Title, Abstract and Bio: Macrina

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Dr. Lukas Szpruch

University of Edinburgh

Presentation Title, Abstract and Bio: Szpruch

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Prof. Johnathan Crook

University of Edinburgh

Presentation Title, Abstract and Bio: Crook

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Prof. Andrew Cairns

Heriot-Watt

Presentation Title, Abstract and Bio: Cairns

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Dr. Daisuke Murakami

Institute of Statistical Mathematics

Presentation Title, Abstract and Bio: Murakami

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Prof. Le Minh Nguyen

Japan Advanced Institute of Science and Technology

Presentation Title, Abstract and Bio: Nguyen

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Dr. Jing Yao

Heriot-Watt

​Presentation Title, Abstract and Bio: Yao

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Dr. Antonio Dalessandro

University College London

​Presentation Title, Abstract and Bio: Dalessandro

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Prof. Gareth W. Peters

Heriot-Watt

Presentation Title, Abstract and Bio: Peters

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Prof. Pavel Shevchenko

Maquarie University

Presentation Title, Abstract and Bio: Shevchenko

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Prof. Guillaume Bagnarosa

ESC Rennes

Presentation Title, Abstract and Bio: Bagnarosa

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Dr. Miguel De Carvalho

University of Edinburgh

Presentation Title, Abstract and Bio: DeCarvalho

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Prof. Tomoko Matsui

Institute of Statistical Mathematics

Presentation Title, Abstract and Bio: Matsui

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Prof. Amos Storkey

University of Edinburgh

Presentation Title, Abstract and Bio: Storkey

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Sarah Mathieson

Institute and Faculty of Actuaries

IFoA

Presentation Title, Abstract and Bio: Mathieson

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Dr. Dorota Toczydlowska

University of Technology Sydney

Presentation Title, Abstract and Bio: dtoczydlowska

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Dr. Lara Neira

InRobin

Presentation Title, Abstract and Bio: Neira (InRobin)

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.
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