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Department of Statistics

Adriana Ocejo Monge


I am generally interested in probability theory. My current interests are:

  • Levy Processes.
  • Stochastic Control.
  • Optimal Stopping problems.
  • Stochastic Finance.

Preprints

I have actively participated in the groups:

and attend regular meetings and seminars such as

See my talks in seminars and reading groups.

Teaching and public engagement

My tutorials can be seen here.

Beyond research, I am committed to improve my teaching practice. To this end, I am on the process of getting the PGA Teaching & Learning in Higher Education award. The following workshops are part of the programme.

  • Enhancing skills in small group teaching- 5 hrs workshop, 7 February 2013.
  • Reflecting on your teaching and reflective writing- 2hrs workshop, 22 February 2013.
  • Lecturing, assessment and research-based learning -5hrs workshop, 19 April 2013.
  • Teaching outside your specialism -1.5hrs workshop, 16 May 2013.
  • Teaching for creativity: Sciences - 2.5hrs workshop, 17 July 2013.
  • Teaching inclusively -2.5 hrs workshop, 16 August 2013.

Also, I am a Warwick PGR Ambassador aiming to share my experience of being a postgraduate student. Part of my contribution has been:

  • Helping with the Postgraduate Open Day,
  • Sharing My PhD in 60 seconds (this was during my first year and it's aimed to a broad audience),
  • Participating in the PG Hub Postgraduate Photo Competition to "encapsulate" my PhD (academia and life) in an image. My picture was one of the twelve winners (runner-up).
  • PGR Lunches talk- "Knowing when to stop. Probability: the science of chance" (Talk). March 2013.
  • Participating in the Images of Research Photography competition with the picture titled "Saddle point" (winner).

Conferences/ courses

  • Topics in Probability - Short Course, Mathematical Institute, University of Oxford (3-8 April 2011).
  • Random Structures and Dynamics -UK Easter Probability Meeting, University of Oxford (11-14 April 2011).
  • 47th Gregynog Statistical Conference, Wales (15-17 April 2011).
  • 35th Conference on Stochastic Processes and their Applications, Mexico (19-23 June 2011).
  • Summer School in Financial Mathematics/ Workshop on Stochastic Methods in Financial Markets, Slovenia (22 Aug-03 Sept 2011).
  • Workshop- Topics in Control, University of Warwick, UK (30 Nov- 2 Dec 2011) Poster presented.
  • Probability, Control and Finance: a Conference in Honor of Ioannis Karatzas. Columbia University, New York (June 2012) Poster presented.
  • 35th Annual Research Students' Conference in Probability and Statistics, University of Southampton (July 2012) Talk presented.
  • EPSRC Symposium Workshop - Optimal stopping, optimal control and finance (July 2012) Poster presented.
  • School and Conference on Control and Games, University of Warwick, UK (7-10 May 2013).
  • UK Mathematical Finance Workshop, King's College, London (3-4 June 2013).
  • Recent Trends in Stochastic Analysis Conference, University of British Columbia, Canada (22-26 July 2013).
  • 36th Conference on Stochastic Processes and their Applications, University of Boulder, Colorado (29 July- 2 Aug) Talk presented.

Presentations in conferences/workshops

  • Dec, 2011- Workshop- Topics in Control, University of Warwick- "Regularity properties of optimal stopping values arising from stochastic volatility models" (Poster).
  • June 2012- Probability, Control and Finance: a Conference in Honor of Ioannis Karatzas, Columbia University- "Monotonicity of the value function for a two-dimensional optimal stopping problem" (Poster).
  • July 2012- EPSRC Symposium Workshop - Optimal stopping, optimal control and finance- (Same poster).
  • July 2012- 35th Annual Research Students' Conference in Probability and Statistics, University of Southampton- "Regularity properties in two-dimensional optimal stopping problems and a game
    against nature" (Talk).
  • July 31, 2013- 36th Conference on Stochastic Processes and their Applications, University of Boulder, Colorado- "On a zero-sum game of stopping and control" (Talk).

Talks in seminars and reading groups at Warwick

A.Ocejo


A dot Ocejo-Monge at warwick dot ac dot uk

Room C1.03

Department of Statistics

University of Warwick

Coventry CV4 7AL, UK

Curriculum Vitae






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