Generative AI Modelling for Extreme Events 2025

Extreme events—such as market crashes, wildfires, unprecedented flooding, intense hurricanes, and extreme heatwaves—cause major disruptions across societal and ecological systems.

The Generative AI Modelling for Extreme Events (GAME) 2025 workshop aims to stimulate discussion on generative AI models for extreme events and to promote the exploration of novel directions in this emerging area.

Extreme Value Theory (EVT) provides a robust mathematical framework, drawing on Karamata’s theory of regular variation and asymptotic principles, to estimate the risks of such events by extrapolating into the tails of a distribution—beyond the limits of available data. While particular emphasis on this workshop will be placed on EVT-inspired approaches, a multidisciplinary outlook will be strongly encouraged.

The origins of AI can be traced back to the 1920s and 1930s, with foundational contributions from Gödel and Turing in logic and theoretical computer science; interestingly, EVT emerged in a similar period, shaped by pioneering work from Fisher and Tippett. Despite these parallel beginnings, meaningful intersections between the two fields have only recently begun to emerge. This workshop seeks to contribute to this growing convergence, with a particular emphasis on aspects related with generative AI for extremes.

Chair: Miguel de Carvalho; Chair of Statistical Data Science and GAIL Fellow 

GAME 2026

GAME 2025 was the first workshop on generative AI modelling for extreme events. Following its success, the next edition — GAME 2026 — is scheduled to take place in Bologna, Italy.

Friday

Vianey Palacios Ramirez (Newcastle University)

Michaël Allouche (Kaiko)

Emma Simpson (University College London)

Olivier Pasche (University of Geneva)

Miguel de Carvalho (University of Edinburgh)

Clemente Ferrer (Universidad Técnica Federico Santa María)

Jordan Richards (University of Edinburgh)

Lambert De Monte (University of Edinburgh)

 

Saturday

Chenglei Hu (Glasgow University)

Amanda Lenzi (University of Edinburgh)

Stéphane Lhaut (Université Catholique de Louvain)

Luca Trapin (University of Bologna)

 


Friday

08:45–09:15 Registration

09:15–09:30 Opening

09:30–10:00 Vianey Palacios Ramirez (Newcastle University)

10:00–10:30 Michaël Allouche (Kaiko)

10:30–11:00 Coffee break

11:00–11:30 Emma Simpson (University College London)

11:30–12:00 Olivier Pasche (University of Geneva)

 

12:00–13:30 lunch break (Brainstorm over pizza)

 

13:30–14:00 Miguel de Carvalho (University of Edinburgh)

14:00–14:30 Clemente Ferrer (Universidad Técnica Federico Santa María)

14:30–15:00 Coffee break

15:00–15:30 Jordan Richards (University of Edinburgh)

15:30–16:00 Lambert De Monte (University of Edinburgh)

16:00–16:45 Brainstorm session

 

Saturday

10:15–10:45 Chenglei Hu (Glasgow University)

10:45–11:15 Amanda Lenzi (University of Edinburgh)

11:15–11:45 Coffee break

11:45–12:15 Stéphane Lhaut (Université Catholique de Louvain)

12:15–12:45 Luca Trapin (University of Bologna)

12:45–12:55 Closing thoughts


This event is funded and organized under the auspices of the Generative AI Laboratory. We gratefully acknowledge the partnership with the Royal Society of Edinburgh, the Edinburgh Centre for Financial Innovations, and the Glasgow–Edinburgh Extremes Network.  

Partners

The Royal Society of Edinburgh's logo
The logo of the Glasgow-Edinburgh Extremes Network
A logo fro the Edinburgh Centre for Financial Innovatins.