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Osian Shelley

I am a third year PhD student under the supervision of Martin HerdegenLink opens in a new window and Gechun LiangLink opens in a new window. My research lies in the fields of mathematical finance and stochastic control. Specifically, my work aims to better understand the effects of transaction taxes in general equilibrium models. Through such study, my research has expanded to include theoretical work related to ergodic stochastic control, along with investigations into the vague convergence of real measures. I also have a keen interest in the application of machine learning techniques.

Preprints & Publications

  • (with M. Herdegen and G. Liang) On vague and weak convergence for signed measures
    Preprint, 2022. [arxiv]
  • (with M. Herdegen and G. Liang) A Tauberian theorem for signed measures
    Preprint, 2022. [arxiv]
  • (with M. Herdegen and G. Liang) Transaction taxes in a general equilibrium model
    Working paper, 2022.

Education

  • 2019-present: PhD, Mathematics and Statistics, University of Warwick
  • 2018-2019: MSc, Mathematics and Statistics, University of Warwick
  • 2014-2015: Erasmus year, Mathematics, TU-Berlin
  • 2012-2017: MMATH, Mathematics, University of Warwick

Talks

  • May 2022: A Tauberian Theorem for Generalised Signed Measures, Warwick Postgraduate Seminar, University of Warwick
  • April 2022: A Tauberian Theorem for Generalised Signed Measures, London-Oxford-Warwick Financial Mathematics Workshop, University of Warwick
  • July 2021: Transaction tax in a general equilibrium model, 10th General AMaMeF Conference, University of Padova /Online
  • April 2021: Transaction tax in a general equilibrium model, British Applied Maths Colloquim, Glasgow/Online
  • September 2020: Transaction tax in a general equilibrium model, European summer school in Financial Mathematics, University of Vienna
  • November 2019: Transaction Costs, Boon or Bust?, SPAAM seminar series, University of Warwick
  • May 2019: Summation by parts, MASDOC annual retreat, Borth

Teaching

2021/2022
2020/2021
2019/2020
2017/2018
  • First-year student supervisor

Other

  • I'm the current secretary of the MASDOC Staff Student Liaison Committee.
  • I am a student rep. for the Mathematics department's Athena Swan Committee.
  • I'm was the chair of the Staff-Graduate Student Liaison Committee (2020-2021).

Email: o.d.shelley(at)warwick.ac.uk
Office: D2.08, Zeeman Building