Graduated in December 2003
Olga Streltchenko received a PhD in Computer Science from UMBC in Decmber 2003. As part of her dissertation, she developed a unified methodology for financial market simulation with emphasis on separation of market operations and agent decision support. This methodology served as a foundation for MAFiMSi, the Multi-Agent Financial Market Simulator, which allowed us to implement the first, to the best of our knowledge, multi-agent simulation of a derivatives market.
- O. Streltchenko, Y. Yesha, and T. Finin, "Multi-agent simulation of financial markets", InBook, Formal Modeling in Electronic Commerce: Representation, Inference, and Strategic Interaction, December 2004, 2730 downloads, 8 citations.
- O. Streltchenko, "Exploring Trading Dynamics in a Derivative Securities Market of Heterogeneous Agents", PhdThesis, University of Maryland, Baltimore County, December 2003.
- O. Streltchenko, "Exploring Trading Dynamics in a Derivative Securities Market of Heterogeneous Agents", PhdThesis, UMBC, December 2003.