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


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

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



Presentation Title, Abstract and Bio: O'Reilly

Presentation Slides

Head of Analytics at Club Vita LLP

Conor O'Reilly


Webpage: EBRD

Presentation Title, Abstract and Bio: Laurent

Deputy Treasurer & Head of Funding


Isabelle Laurent


Webpage: Barcellona

Presentation Title, Abstract & Bio: Guillen

Presentation Slides

Universitat de Barcelona

Prof. Montserrat Guillen


Webpage: Strathclyde

Presentation Title, Abstract and Bio: Koop

Presentation Slides

Strathclyde Business School

Prof. Gary Koop


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



Dr. Catherine Donnelly

Presentation Title, Abstract and Bio: Donnelly


University College London

Dr. Andrea Macrina

Presentation Title, Abstract and Bio: Macrina


University of Edinburgh

Dr. Lukas Szpruch

Presentation Title, Abstract and Bio: Szpruch


University of Edinburgh

Prof. Johnathan Crook

Presentation Title, Abstract and Bio: Crook



Prof. Andrew Cairns

Presentation Title, Abstract and Bio: Cairns


Institute of Statistical Mathematics

Dr. Daisuke Murakami

Presentation Title, Abstract and Bio: Murakami


Japan Advanced Institute of Science and Technology

Prof. Le Minh Nguyen

Presentation Title, Abstract and Bio: Nguyen



Dr. Jing Yao

Presentation Title, Abstract and Bio: Yao


University College London

Dr. Antonio Dalessandro

Presentation Title, Abstract and Bio: Dalessandro



Prof. Gareth W. Peters

Presentation Title, Abstract and Bio: Peters


Maquarie University

Prof. Pavel Shevchenko

Presentation Title, Abstract and Bio: Shevchenko


ESC Rennes

Prof. Guillaume Bagnarosa

Presentation Title, Abstract and Bio: Bagnarosa


University of Edinburgh

Dr. Miguel De Carvalho

Presentation Title, Abstract and Bio: DeCarvalho


Institute of Statistical Mathematics

Prof. Tomoko Matsui

Presentation Title, Abstract and Bio: Matsui


University of Edinburgh

Prof. Amos Storkey

Presentation Title, Abstract and Bio: Storkey


Institute and Faculty of Actuaries


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.