Olga Streltchenko

Role: Other
Affiliation: Other
Email: streltch AT cs DOT umbc DOT edu
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.

Author of 3 resources

  1. Olga Streltchenko, Yelena Yesha, Tim Finin, "Multi-agent simulation of financial markets", InBook, Formal Modeling in Electronic Commerce: Representation, Inference, and Strategic Interaction, December 01, 2004, 1657 downloads, 6 citations.
  2. Olga Streltchenko, "Exploring Trading Dynamics in a Derivative Securities Market of Heterogeneous Agents", PhdThesis, University of Maryland, Baltimore County, December 31, 2003.
  3. Olga Streltchenko, "Exploring Trading Dynamics in a Derivative Securities Market of Heterogeneous Agents", PhdThesis, UMBC, December 10, 2003.