SFRA 2019 Colloquium and International Workshop on Machine Learning for Risk and Insurance

04 - 06 February 2019

ICMS, The Bayes Centre, 47 Potterrow, Edinburgh EH8 9BT

ICMS will host a Colloquium and International Workshop on Machine Learning for Risk and Insurance for the Scottish Financial Risk Academy (SFRA)
This workshop gives provides some of the organisation details and the link to registration.  If you wish more detail on the scientific programme and/or speaker details please see the SFRA webpage for this event. 


Scientific Organiser: Gareth Peters (Heriot-Watt University)


The event is split into 2 parts, the SFRA Colloquium and 2019 Workshop



SFRA Colloquium 4th February 2019 (Monday)
Location:  ICMS Lecture Theatre (5.10), level 5, The Bayes Centre, 47 Potterrow, Edinburgh, EH8 9BT


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.


Colloquium Speakers include

  • Conor O’Reilly (Club Vita LLP)
  • Isabelle Laurent (EBRD)
  • Bruce Harrison (Blackrock)
  • Montserrat Guillen (Universitat de Barcelona)
  • Gary Koop (Strathclyde Business School)
  • Chris Williams (University of Edinburgh)


2019  International Workshop on Machine Learning for Risk and Insurance 5-6 February 2019 (Tuesday, Wednesday)
Location:  ICMS Seminar Room (5.02), level 5, The Bayes Centre, 47 Potterrow, Edinburgh, EH8 9BT


Workshop Speakers include

  • Catherine Donnelly (Heriot-Watt University)
  • Andrea Macrina (UCL)
  • Lukasz Spruch (University of Edinburgh)
  • Johnathan Crook (University of Edinburgh)
  • Andrew Cairns (Heriot-Watt University)
  • Daisuke Murakami (Institute of Statistical Mechanics)
  • Le Minh Nguyen (Japan Advanced Institute of Science and Technology)
  • Jing Yao (Heriot Watt University)
  • Antonio Dalessandro (UCL)
  • Gareth W. Peters (Heriot-Watt University)
  • Pavel Shevchenko (Maquarie University)
  • Guillaume Bagnarosa (ESC Rennes
  • Miguel De Carvalho (University of Edinburgh)
  • Tomoko Matsui (Institute of Statistical Mechanics)
  • Amos Storkey (University of Edinburgh)
  • Sarah Mathieson (Institute and Faculty of Actuaries)
  • Dorota Toczydlowska (University of Technology Sydney)

Application form
All participants, speakers and those intending to follow some talks will be required to register via the application form.
The fees for the event are shown below.

  • Day 1 only Colloquium Attendance £35 
  • Day 1-3 Colloquium and Workshop £75

Due to the high volume of applications, Registration is now CLOSED.


We you will be contacted regarding payment of the registration fee after you have completed the appliction form.


Due to limited funding/space the conference dinner is only open to speakers/organisers.


Funding Sources and Sponsors
The organisers wish to thank the funders/sponsors for this meeting.  These include:

  • Institute of Statistical Mathematics, Tokyo, Japan and ROIS for sponsoring several participant speakers. In particular to Tomoko Matsui for facilitating the grant to fund this research activity.
  • Heriot-Watt University Actuarial Mathematics and Statistics for sponsorship of conference dinner and contribution towards catering costs.
  • Panmure House (Heriot-Watt) for access to facilities for conference dinner

Contact Details
For scientific content and programme queries, please contact Gareth Peters (g.peters@hw.ac.uk)
For arrangements/logistic information etc, please contact Dawn Wasley, (dawn.wasley@icms.org.uk)