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SFRA Colloquium 2019


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.


  • 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

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


The main colloquium and the workshop will take place at the International Centre for Mathematical Sciences (ICMS) in Edinburgh (see url: )

Travel instructions to get to the ICMS (see url:


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 


There are numerous accommodation options in Edinburgh city center.

Some examples 3 or 4 star hotels are below.



Contact the colloquium and workshop organizer for any questions

Prof. Gareth W. Peters ( 


For ICMS related questions/facility questions and IT please contact

Dawn Wasley
Knowledge Transfer Officer
telephone 0131 650 9817

Colloquium Speakers



Conor O'Reilly

Head of Analytics at Club Vita LLP

Presentation Title, Abstract and Bio: O'Reilly

Presentation Slides


Isabelle Laurent

Deputy Treasurer & Head of Funding


Webpage: EBRD

Presentation Title, Abstract and Bio: Laurent


Prof. Ariane Chapelle

Presentation Title, Abstract and Bio: Chapelle

Presentation Slides


Prof. Montserrat Guillen

Universitat de Barcelona

Webpage: Barcellona

Presentation Title, Abstract & Bio: Guillen

Presentation Slides


Prof. Gary Koop

Strathclyde Business School

Webpage: Strathclyde

Presentation Title, Abstract and Bio: Koop

Presentation Slides


Prof. Chris Williams

University of Edinburgh

Webpage: UoE

Presentation Title, Abstract and Bio: Williams

Presentation Slides (1, 2)

Panmure House Conference Dinner Speaker

CM_547 - John.jpg

John Taylor

President-elect of the IFoA


Head of Guided Outcomes Delivery Hymans Robertson

Webpage: IFoA

Workshop Speakers


Dr. Catherine Donnelly


Presentation Title, Abstract and Bio: Donnelly


Dr. Andrea Macrina

University College London

Presentation Title, Abstract and Bio: Macrina


Dr. Lukas Szpruch

University of Edinburgh

Presentation Title, Abstract and Bio: Szpruch


Prof. Johnathan Crook

University of Edinburgh

Presentation Title, Abstract and Bio: Crook


Prof. Andrew Cairns


Presentation Title, Abstract and Bio: Cairns


Dr. Daisuke Murakami

Institute of Statistical Mathematics

Presentation Title, Abstract and Bio: Murakami


Prof. Le Minh Nguyen

Japan Advanced Institute of Science and Technology

Presentation Title, Abstract and Bio: Nguyen


Dr. Jing Yao


Presentation Title, Abstract and Bio: Yao


Dr. Antonio Dalessandro

University College London

Presentation Title, Abstract and Bio: Dalessandro


Prof. Gareth W. Peters


Presentation Title, Abstract and Bio: Peters


Prof. Pavel Shevchenko

Maquarie University

Presentation Title, Abstract and Bio: Shevchenko


Prof. Guillaume Bagnarosa

ESC Rennes

Presentation Title, Abstract and Bio: Bagnarosa


Dr. Miguel De Carvalho

University of Edinburgh

Presentation Title, Abstract and Bio: DeCarvalho


Prof. Tomoko Matsui

Institute of Statistical Mathematics

Presentation Title, Abstract and Bio: Matsui


Prof. Amos Storkey

University of Edinburgh

Presentation Title, Abstract and Bio: Storkey


Sarah Mathieson

Institute and Faculty of Actuaries


Presentation Title, Abstract and Bio: Mathieson


Dr. Dorota Toczydlowska

University of Technology Sydney

Presentation Title, Abstract and Bio: dtoczydlowska


Dr. Lara Neira


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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