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Osian Shelley

I am a second year PhD student working in Stochastic Finance under the supervision of Martin Herdegen and Gechun Liang. My interests mainly lie in probability theory, stochastic finance and machine learning. These are currently being explored via applications of ergodic stochastic optimal control to transaction tax schemes.

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

  • 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

Conferences/Workshops

  • September 2021 - Alan Turing Data Study Group (facilitator and participant), London/Online
  • June 2021 - 10th General AMaMeF Conference, University of Padova /Online
  • June 2021 - Summer school on Distributed Control, Luminy/Online
  • April 2021 - British Applied Maths Colloquium, Glasgow/Online
  • January 2021 - Ergodicity Economics, London Mathematical Laboratory
  • September 2020 - European summer school in Financial Mathematics, University of Vienna
  • June 2020 - Fractional Calculus and Fractional Stochastic Calculus, with Applications, Burnel University London
  • May 2020 - Ergodicty: Six different viewpoints workshop, University of Warwick
  • November 2019 - Market Microstructure, The CFM-Imperial Workshop, HSBC London

Teaching

2021/2022
  • Lecturer for Fundamental Tools - Probability (week zero of Term 1)
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: B0.24, Zeeman Building