AISB Convention 2015

The AISB Convention is an annual conference covering the range of AI and Cognitive Science, organised by the Society for the Study of Artificial Intelligence and Simulation of Behaviour. The 2015 Convention will be held at the Uni...


Yasemin Erden on BBC

AISB Committee member, and Philosophy Programme Director and Lecturer, Dr Yasemin J. Erden interviewed for the BBC on 29 October 2013. Speaking on the Today programme for BBC Radio 4, as well as the Business Report for BBC world N...


Mark Bishop on BBC ...

Mark Bishop, Chair of the Study of Artificial Intelligence and the Simulation of Behaviour, appeared on Newsnight to discuss the ethics of ‘killer robots’. He was approached to give his view on a report raising questions on the et...


AISB YouTube Channel

The AISB has launched a YouTube channel: ( The channel currently holds a number of videos from the AISB 2010 Convention. Videos include the AISB round t...


Lighthill Debates

The Lighthill debates from 1973 are now available on YouTube. You need to a flashplayer enabled browser to view this YouTube video  



AISB opportunities Bulletin Item

EPSRC/Barclays research scholarship - Brunel Business School

EPSRC CASE Studentship on Measuring Catastrophic Risk
Brunel Business School and Barclays Bank
Studentship: A tax-free stipend at the EPSRC standard rate (12,600 in 2007/8, updated annually) + 1000 per annum enhancement + University fees (3,235 in 2007/8) 

Applications are invited for a research studentship in the field of risk modelling and analysis, leading to the award of a PhD degree from Brunel Business School. The post is funded for three and a half years, by the EPSRC CASE programme in partnership with Barclays Bank. The successful candidate will acquire practical experience at the Operational Risk Division of Barclays Bank and join two interdisciplinary research centres at Brunel.

The wide range of risk exposures of financial institutions makes it possible to decompose catastrophic risk into its components. Contributing factors may involve extreme shifts in interest rates, exchange rates, equity prices, commodity prices, credit quality or operational performance.

1. The project will focus first on estimating an overall measure of catastrophic risk, and then decomposing with attention to the operational risk component. It will be investigated whether operational risk events are more likely to cause catastrophic losses.

2. Modelling and evaluating the operational component of the catastrophic risk measure will involve statistical and computational techniques, within an effective approximate-reasoning framework. Metaheuristics will adapt the solution algorithm to the complexity of the problem.

3. This top-down analysis can contribute to calibrating bottom-up operational risk models.

The successful candidate will be an enthusiastic and self-motivated person who has an enquiring and rigorous approach to research. Relevant work experience will be considered as an advantage. The interdisciplinary project requires a background in some of the following areas: computational finance, financial engineering, operations research, statistics, mathematics, computer science. For details of the research group see  and  

The studentship is subject to the EPSRC rules for eligibility. UK applicants, or EU applicants who have been in the UK for the three years preceding the start of the project, are awarded the full studentship. Other EU applicants are awarded a tax-free stipend of 6,000 per annum plus University fees. The funding further provides for attending international conferences. Non-EU citizens are not eligible.

Closing Date for Applications: 15 June 2007

For further details please contact Dr Antoaneta Serguieva at 

Applications should be addressed to the Assistant School Manager, Operations and Research, Brunel Business School, Uxbridge UB8 3PH, UK, email  

Applications should include a CV, a covering letter, the name and addresses of two referees, the transcripts of your degrees and the University application form. A form can be downloaded from  Applicants must arrange for their referees to send references directly to the Assistant School Manager for Operations and Research (email is sufficient) by the closing date. Reference forms can be downloaded from