Marion Charles (Chuck) Lane is a graduate in Spring 2017. He received his bachelor’s degree in mathematics from the University of Tennessee, Knoxville, and his master’s degrees in Computer Science from the UTK and in Information Technology from UNC Charlotte. His interest is applying complex systems and agent based modeling to traffic management.
His dissertation project is entitled “Simulation of Traffic Grids Using Agent Based Modeling.”
Felesia is a graduate on Spring 2016 with her dissertation topic, “Communities of Purpose”. Her research explores the use of complexity theory and network science to enhance community organizations that address societal problems. Additionally, Felesia collaborates with the Virtual Identity, Community, and Entitativity (VICE) Research Group which investigates the role of entitativity in online groups.
Personal website: www.felesiastukes.com
Zheyuan Su is a graduate on Spring 2017 with his dissertation topic, "Application of Complex Adaptive Systems in Portfolio Management".
Abstract: Simulation-based methods are becoming a promising research tool in financial markets. A general Complex Adaptive System can be tailored to different application scenarios. Based on the current research, we built two models that would benefit portfolio management by utilizing Complex Adaptive Systems (CAS) in Agent-based Modeling (ABM) approach. Models include performing sector rotations in GICS classified sectors and releasing single stock (Bank of America) trading signals in the US stock market. The multi-agent models are implemented using the Netlogo framework. Both models utilize historical data and produce returns that exceed benchmark returns, which are Buy and Hold strategies on S&P 500 Index and Bank of America stock respectively.
Personal Website: https://www.linkedin.com/in/zheyuansu