Olga Biedova
Assistant Professor of Business Analytics
Office Hours: MW: 11.00 am - 12:30 pm (face-to-face) Th: 10:00 am - 12:00 pm (via Zoom)
Phone: 843.953.9647
E-mail: biedovao@cofc.edu
Curriculum Vitae: Download
Education
Bentley University- Waltham, Massachusetts
Ph.D., in Business Administration (Concentration in Business Analytics), Spring 2020
National Technical University of Ukraine "Kiev Polytechnic Institute"-Kyiv, Ukraine
M.S., Information and Communication Systems Security, 2015
National Technical University of Ukraine "Kiev Polytechnic Institute"-Kyiv, Ukraine
B.S., Information and Communication Systems Security, 2013
Research Interests
- Business analytics
- Quantitative Finance
- Information Management
- Statistical Modeling
RESEARCH PROJECTS
- Bankruptcy Prediction with logistic regression
- Workplace Employment Relations Analysis with EFA, CFA, and SEM.
- The Effect of MassGrad Program on High School Dropout Rates with the regression discontinuity and diff-in-diff analysis.
SKILLS AND COMPETENCIES
- Machine Learning
- Predictive Analytics
- Data Visulization
- Data Mining
- Classification
- Dimensionality Reduction
- Statistics
- Bootstrapping
- Clustering
Courses Taught
- Computer-Based Decision Modeling
- Management Information Systems
- Business Statistics
- Managerial Statistics (MBA)
Honors and Awards
- Bentley Doctoral Fellowship 2015-Present
PROFESSIONAL MEMBERSHIPS
- Decision Sciences Institute 2020 -Present
- American Statistical Association 2019 -Present
- INFORMS 2016- Present
- Data Analytics Research Team (DART)
PROFESSIONAL SERVICE
-
Reviewer Hawaii International Conference on System Sciences 2018-Present
Publications
DISSERTATION TITLE
Portfolio Insurance Strategies. Parameter Optimization and Comparison Study.
PAPERS
Biedova, O. and Steblovskaya, V. 2020. "Multiplier Optimization for Constant Proportion Portfolio Insurance (CPPI) Strategy". International Journal of Theoretical and Applied Finance
WORKING PAPERS
Biedova, O., 2019. "Volatility Target Portfolio Insurance (VTPI) Strategy." Working paper. Status: manuscript preparation.
Biedova, 0., Steblovskaya, V., Wallbaum, K. 2019. "Comparison Study of Portfolio Insurance Strategies." Working paper. Status: manuscript preparation.
CONFERENCES
Biedova, O., Steblovskaya, V., Wallbaum, K. (2019).2019 INFORMS Annual Meeting, Seattle, WA, "Comparison Study of Portfolio Insurance Strategies: CPPI versus VTPI".
Biedova, 0., Steblovskaya, V., (2019). 5th Symposium on Quantitative Finance and Risk Analysis (QFRA 2019), KOS, Greece, " Volatility Target Portfolio Insurance (VTPI) Strategy".
Biedova, 0., Steblovskaya, V., (2019). Analytics without Borders, Bentley University, Bryant University and Tufts University, Bryant University, Smithfield, RI, "Volatility Target Portfolio Insurance NTPI) Strategy".
Biedova, 0., Steblovskaya, V., Wallbaum, K. (2018). 4th Symposium on Quantitative Finance and Risk Analysis (QFRA 2018), Mykonos, Greece, "Comparison Study of Capital Protection Risk Management Strategies".
Biedova, 0., Steblovskaya, V., Wallbaum, K. (2018). Analytics without Borders, Bentley University and Bryant University, Bentley University, Waltham, MA, "Parameter Optimization for Constant Proportion Portfolio Insurance (CPPI) Investment".
SEMINARS
Biedova, 0., (2018). The Mathematical Sciences Department, Bentley University, Waltham, MA, "Comparison Study of Capital Protection Risk Management Strategies".
POSTER SESSIONS
Biedova, O. and Steblovskaya, V. (2019). Annual Research Showcase, Bentley University, Bentley University, Waltham, MA, "Volatility Target Portfolio Insurance (VTPI) Strategy '
Biedova, O. and Steblovskaya, V. (2018). Annual Research Showcase, Bentley University, Bentley University, Waltham, MA, "Volatility Target Portfolio Insurance (VTPI): VolTarget Linked Investment Product with a Guarantee".