معرفی
Osian Shelley is a Lecturer in Mathematics and Statistics at the University of Warwick. His research focuses on mathematical finance, stochastic control, and measure theory, particularly analyzing transaction taxes in general equilibrium models and exploring ergodic stochastic control. He holds a PhD in Mathematics and Statistics from the University of Warwick (2023), preceded by an MSc (Distinction) in Mathematics and Statistics (2019) and an MMATH degree (First Class) from the same institution (2017). Shelley has presented his work at conferences including SIAM Financial Engineering, German Probability and Statistics Days, and the European Summer School in Financial Mathematics.
Education:
- PhD, Mathematics and Statistics, University of Warwick (2019-2023)
- MSc (Distinction), Mathematics and Statistics, University of Warwick (2018-2019)
- MMATH (First), Mathematics, University of Warwick (2012-2017)
- Erasmus Year in Mathematics, TU-Berlin (2014-2015)
Research Interests:
- Transaction tax modeling in heterogeneous agent economies
- Ergodic stochastic control applications in finance
- Convergence properties of signed measures
- Machine learning techniques in financial mathematics
Teaching Roles:
- Lecturer for Fundamental Tools - Probability (2020/2021 - 2023/2024)
- Teaching Assistant for Stochastic Calculus, Functional Analysis, and Measure Theory
Professional Activities:
- Secretary, MASDOC Staff-Student Liaison Committee (2019-2023)
- Student Representative, Mathematics Department Athena Swan Committee (2020-2021)
