LAST UPDATED: 01/08/2012 -

Please see new address at UCL Department of Statistics.




Conference / Special Session Organisation

  • ICORES - 2013- 2nd International Conference on Operations Research and Enterprise Systems - Portugal (programme committee)
  • ORS - 2013 -  Annual International Conference on Operations Research and Statistics (ORS), Singapore (programme committee)
  • MCQMC-2012 - 10th international conference on Monte Carlo and Quasi Monte Carlo, Sydney, Australia (Co - organisor).
  • CAMSAP - 2011 - 4th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing - Puerto Rico (invited special session speaker - Financial Mathematics)
  • ICORES - 2012- 1st International Conference on Operations Research and Enterprise Systems - Portugal (programme committee)
  • CFE-2011 5th CSDA International Conference on Computational and Financial Econometrics - London (invited special session speaker)
  • AIStatistics - 2011 (programme committee)
  • AIStatistics - 2010 (programme committee)

Invited Seminars



  • Sequential Monte Carlo Methods and Efficient Simulation in Finance - Invited Speaker, Ecole Polytechnique, Paris, France - October 2012.
  • Closed Form Solutions to Loss Distributional Approach Insurance and Risk Models via Properties of Convolutional Semi-groups for sub-exponential Severity Models - Invited Speaker, National University of Singapore (NUS) - August 2012.
  • Generalized Interference Models in Doubly Stochastic Poisson Random Fields for Wideband Communications. - Invited Speaker, Institute of Statistical Mathematics (ISM) - August 2012.
  • Risk: Modelling, Optimization and Inference - Invited Speaker, University of New South Wales, Sydney, Australia - July 2012.
  • Advanced Statistics Symposium - Invited Keynote Speaker (unable to attend) CMAR, Hobart, Commonwealth Scientific and Industrial Research Organisation - March 2012.
  • Particle Markov Chain Monte Carlo methods for Commodity Models - Seminar, National University of Singapore, 2012.
  • Particle Markov Chain Monte Carlo methods for Commodity Models - Seminar, Institute of Statistical Mathematics - Tokyo Japan, 2011.
  • Particle Markov Chain Monte Carlo methods for Commodity Models - Seminar, Computational Financial Econometrics CFE- London School of Economics, 2011.

Conferences, Workshops Attended / Presented At...

  • Telecom Lille - University of Lille, France - research invited visit - 2011 (Nov-Dec).
  • CSIRO Marine Sciences - CMIS - Hobart, Tasmania, Sept. - 2010
  • Institute of Statistical Mathematics - Tokyo, Japan, July - 2010.
  • Techfest Commonwealth Scientific and Industrial Research Organisation, CMIS - Tasmania, March. 2010
  • Commonwealth Scientific and Industrial Research Organisation, CMIS - Fisheries Group - Tasmania, Feb. 2010
  • Australasian Actuarial Education and Research Symposium, Sydney, 2009.
  • Credit Modelling Forum - Oliver Wyman, Sydney, NSW, 2009.
  • SAMSI Transition Workshop for Program on Sequential Monte Carlo Methods, SAMSI, North Carolina, Nov. 2009.
  • Workshop for International Computing and Economics, University of Technology, Sydney, 2009.
  • Institute of Statistical Mathematics - Tokyo, Japan, 2009.
  • RiskLab - ETH Zurich, Switzerland, 2008
  • Statistical and Applied Mathematical Sciences Institute SAMSI -  North Carolina, US, 2008.
  • International Society for Bayesian Analysis - Hamilton Island, 2008
  • AMRA CSIRO meeting Melbourne, 2008.
  • MCMSki + AdapSki, Bormio, Italy, 2008 (Young Investigator Travel Award)
  • Quantitative Methods in Finance, Sydney, Australia, 2007
  • Spring Bayes - Coolangatta, Queensland, Australia, Sept. 2007
  • Austega - Webinar: E-Conference Chair on "Quantifying Operational Risk using Internal Data, Relevant External Data and Expert Opinions" - Sydney, Sept. 2007
  • CSIRO -Techfest Quantifying and Managing Risk - Melbourne, Monash, 2007
  • CSIRO - short course "Statistics of Extremes in Climate Change" - Melbourne, Monash, 2007
  • Statistical Society of Australia SSAI - We are Young and We Count, ANU Canberra, 2007
  • Complex Systems Beyond the Metaphor, Sydney, UNSW 2007
  • Quantitative Methods in Finance, Manly, Sydney, Australia, 2006
  • Alan Brace - UTS Financial Mathematics Invited Lecture Series (BGM - Interest Rate Models) 2 semesters
  • CSIRO - Extreme Risk Modelling workshop (Paul Embrechts) 2006
  • Spring Bayes, Brisbane, Australia, 2006
  • Operational Risk Master Class (Sangri la Sydney 2006)
  • Conference On Electronic Commerce and Game Theory, Vancouver, Canada, 2005
  • Machine Learning Summer School, Berder Island, France, 2004
  • Bernoulli 67th Annual Meeting of the Institute of Mathematical Statistics, Barcelona, 2004