Pregled po projektu: Algoritmi dubokog podržanog učenja za upravljanje rizicima (DREAM) (MB: IP-2019-04-5241)
Pronađeno 8 radova
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1.Kovačević, Tomislav; Goluža, Sven; Merćep, Andro; Kostanjčar, ZvonkoEffect of labeling algorithms on financial performance metrics // 2022 45th Jubilee International Convention on Information, Communication and Electronic Technology (MIPRO) - proceedings / Skala, Karolj (ur.).
Rijeka: Croatian Society for Information, Communication and Electronic Technology - MIPRO, 2022. str. 980-984 doi:10.23919/MIPRO55190.2022.9803522 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni) -
2.Gašperov, Bruno; Kostanjčar, ZvonkoDeep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model // IEEE Control Systems Letters, 6 (2022), 2485-2490 doi:10.1109/lcsys.2022.3166446 (međunarodna recenzija, članak, znanstveni)
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3.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)
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4.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)
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5.Begušić, StjepanEstimation of latent factors from high-dimensional financial time series based on unsupervised learning, 2021., doktorska disertacija, Zagreb
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6.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)
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7.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) -
8.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)
