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Slika profila

Stjepan Begušić

33306

Stjepan

Begušić

doc. dr. sc.

Naziv Uloga Akcije
Algoritmi dubokog podržanog učenja za upravljanje rizicima suradnik
Razvoj karijera mladih istraživača - izobrazba novih doktora znanosti, mentor Z. Kostanjčar suradnik
Naziv Akcije
Bauman, Tessa; Gašperov, Bruno; Begušić, Stjepan; Kostanjčar, Zvonko Deep Reinforcement Learning for Robust Goal-Based Wealth Management // Artificial Intelligence Applications and Innovations. Zagreb: Springer, 2023. str. 69-80 doi: https://doi.org/10.1007/978-3-031-34111-3_7
Šarić, Fredi; Begušić, Stjepan; Merćep, Andro; Kostanjčar, Zvonko Statistical arbitrage portfolio construction based on preference relations // Expert systems with applications, 238 (2023), Part C; 121906, 13. doi: https://doi.org/10.1016/j.eswa.2023.121906
Kovačević, Tomislav; Merćep, Andro; Begušić, Stjepan; Kostanjčar, Zvonko Optimal Trend Labeling in Financial Time Series // IEEE access, 11 (2023), 83822-83832. doi: 10.1109/ACCESS.2023.3303283
Žignić, Lucija ; Begušić, Stjepan ; Kostanjčar, Zvonko Estimating the Block-Diagonal Idiosyncratic Covariance in High- Dimensional Factor Models // 2022 International Conference on Software, Telecommunications and Computer Networks (SoftCOM). Institute of Electrical and Electronics Engineers (IEEE), 2022. str. 1-6 doi: 10.23919/softcom55329.2022.9911372
Begušić, Stjepan Estimation of latent factors from high-dimensional financial time series based on unsupervised learning / Kostanjčar, Zvonko (mentor); Zagreb, Fakultet elektrotehnike i računarstva, . 2021
Gašperov, Bruno ; Begušić, Stjepan ; Posedel Šimović, Petra ; Kostanjčar, Zvonko Reinforcement Learning Approaches to Optimal Market Making // Mathematics, 9 (2021), 21; 2689, 22. doi: 10.3390/math9212689
Begušić, Stjepan ; Kostanjčar, Zvonko Cluster-Specific Latent Factor Estimation in High-Dimensional Financial Time Series // IEEE access, 8 (2020), 164365-164379. doi: 10.1109/ACCESS.2020.3021898
Gašperov, Bruno ; Šarić, Fredi ; Begušić, Stjepan ; Kostanjčar, Zvonko Adaptive rolling window selection for minimum variance portfolio estimation based on reinforcement learning // 2020 43rd International Convention on Information, Communication and Electronic Technology (MIPRO). Institute of Electrical and Electronics Engineers (IEEE), 2020. doi: 10.23919/mipro48935.2020.9245435
Keranović, Vanessa ; Begušić, Stjepan ; Kostanjčar, Zvonko Estimating the Number of Latent Factors in High-Dimensional Financial Time Series // 2020 International Conference on Software, Telecommunications and Computer Networks (SoftCOM). Institute of Electrical and Electronics Engineers (IEEE), 2020. doi: 10.23919/softcom50211.2020.9238229
Begušić, Stjepan ; Kostanjčar, Zvonko Cluster-Based Shrinkage of Correlation Matrices for Portfolio Optimization // 2019 11th International Symposium on Image and Signal Processing and Analysis (ISPA). Dubrovnik, 2019. str. 301-305 doi: 10.1109/ISPA.2019.8868482
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