Patrick McSharry

Head of Catastrophe Risk Financing, Smith School, University of Oxford

Patrick McSharry is a Professor at the Department of Electrical and Computer Engineering, Carnegie Mellon University, Director of the World Bank funded African Centre of Excellence in Data Science (ACE-DS) in Rwanda and Member of the Kigali Collaborative Research Centre. Patrick is affiliated with the Oxford Man Institute of Quantitative Finance, the Mathematical Institute, the Centre for Doctoral Training in Cyber Security and the Oxford Internet Institute. He is a Fellow of the Royal Statistical Society, Senior Member of the IEEE and Senior Academic Member of the Willis Research Network and advises on working groups for insurance, open data and big data. Patrick was a Royal Academy of Engineering Research Fellow and held two Marie Curie Fellowships (UK and Spain). He takes a multidisciplinary approach to developing quantitative techniques for data science, decision-making and risk management. His research focuses on big data, forecasting, predictive analytics, machine learning and the analysis of human behaviour. He has published over 100 peer-reviewed papers and three books including the "Big Data Revolution", participated in knowledge exchange programs and consults for national and international government agencies and the insurance, finance, agriculture, energy, telecoms, environment, education and healthcare sectors. Patrick received a first class honours BA in Theoretical Physics and an MSc in Engineering from Trinity College Dublin and a DPhil in Mathematics from Oxford University


Published Research

Lau, A. and McSharry, P. (2010). Approaches for multi-step density forecasts with application to aggregated wind power. Annals of Applied Statistics. 4 (3). 1311-1341.