Olga Biedova

Assistant Professor of Business Analytics

Address: Beatty 314
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".