Pregled po projektu: Algoritmi dubokog podržanog učenja za upravljanje rizicima (DREAM) (MB: IP-2019-04-5241)
Pronađeno 6 radova
-
1.Gašperov, Bruno; Begušić, Stjepan; Posedel Šimović, Petra; Kostanjčar, ZvonkoReinforcement Learning Approaches to Optimal Market Making // Mathematics, 9 (2021), 21; 2689, 22 doi:10.3390/math9212689 (međunarodna recenzija, članak, znanstveni)
-
2.Gašperov, Bruno; Kostanjčar, ZvonkoMarket Making With Signals Through Deep Reinforcement Learning // IEEE access, 9 (2021), 61611-61622 doi:10.1109/ACCESS.2021.3074782 (međunarodna recenzija, članak, znanstveni)
-
3.Begušić, StjepanEstimation of latent factors from high-dimensional financial time series based on unsupervised learning, 2021., doktorska disertacija, Zagreb
-
4.Merćep, Andro; Mrčela, Lovre; Birov, Matija; Kostanjčar, ZvonkoDeep Neural Networks for Behavioral Credit Rating // Entropy (Basel. Online), 23 (2021), 1; 27, 18 doi:10.3390/e23010027 (međunarodna recenzija, članak, znanstveni)
-
5.Gašperov, Bruno; Šarić, Fredi; Begušić, Stjepan; Kostanjčar, ZvonkoAdaptive rolling window selection for minimum variance portfolio estimation based on reinforcement learning // 2020 43rd International Convention on Information, Communication and Electronic Technology (MIPRO)
Opatija, Hrvatska: IEEE, 2020. 20166276, 5 doi:10.23919/mipro48935.2020.9245435 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), ostalo) -
6.Begušić, Stjepan; Kostanjčar, ZvonkoCluster-Specific Latent Factor Estimation in High-Dimensional Financial Time Series // IEEE Access, 8 (2020), 164365-164379 doi:10.1109/ACCESS.2020.3021898 (međunarodna recenzija, članak, znanstveni)
