Pregled po CROSBI profilu: Zvonko Kostanjčar (CROSBI Profil: 21150, MBZ: 255413)
Pronađeno 83 radova
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1.Sovilj, Siniša; Tkalec, Marina; Pripužić, Dominik; Kostanjčar, ZvonkoModelling National Economic System: A Case of the Croatian Economy // South East European Journal of Economics and Business, 18 (2023), 1; 115-144 doi:10.2478/jeb-2023-0009 (međunarodna recenzija, članak, znanstveni)
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2.Ljubičić, Karmela; Merćep, Andro; Kostanjčar, ZvonkoChurn prediction methods based on mutual customer interdependence // Journal of Computational Science, 67 (2023), 101940, 10 doi:10.1016/j.jocs.2022.101940 Izvorni jezik rada (na kojem je rad napisan): (međunarodna recenzija, članak, znanstveni)
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3.Žignić, Lucija; Begušić, Stjepan; Kostanjčar, ZvonkoEstimating the Block-Diagonal Idiosyncratic Covariance in High- Dimensional Factor Models // 2022 International Conference on Software, Telecommunications and Computer Networks (SoftCOM)
Split, Hrvatska: Institute of Electrical and Electronics Engineers (IEEE), 2022. str. 1-6 doi:10.23919/softcom55329.2022.9911372 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni) -
4.Mercep, Andro; Kovacevic, Tomislav; Bauman, Tessa; Kostanjcar, ZvonkoDefault Prediction Using Consumption Data // 2022 International Conference on Computing, Networking, Telecommunications & Engineering Sciences Applications (CoNTESA)
Skopje, Sjeverna Makedonija: Institute of Electrical and Electronics Engineers (IEEE), 2022. str. 11-16 doi:10.1109/contesa57046.2022.10011333 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni) -
5.Gašperov, BrunoDeep reinforcement learning for market making with time- varying order arrival intensities, 2022., doktorska disertacija, Fakultet elektrotehnike i računarstva, Zagreb
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6.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) -
7.Ljubičić, Karmela; Merćep, Andro; Kostanjčar, ZvonkoAnalysis of Complex Customer Networks: A Real-World Banking Example // MIPRO 2022 Proceedings / Skala, Karolj (ur.).
Rijeka: GRAFIK, 2022. str. 357-362 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni) -
8.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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9.Jurišić, Dražen; Lacković, Igor; Kostanjčar, ZvonkoVideo snimke predavanja iz Električnih Krugova FER-3
Zagreb: Fakultet elektrotehnike i računarstva Sveučilišta u Zagrebu, 2021 -
10.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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11.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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12.Begušić, StjepanEstimation of latent factors from high-dimensional financial time series based on unsupervised learning, 2021., doktorska disertacija, Zagreb
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13.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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14.Kovačević, Tomislav; Mrčela, Lovre; Merćep, Andro; Kostanjčar, ZvonkoImpact of Look-Back Period on Soil Temperature Estimation Using Machine Learning Models // 2020 IEEE International Instrumentation and Measurement Technology Conference (I2MTC)
Dubrovnik, Hrvatska: Institute of Electrical and Electronics Engineers (IEEE), 2020. str. 1-6 doi:10.1109/i2mtc43012.2020.9128504 (poster, međunarodna recenzija, sažetak, ostalo) -
15.Kovacevic, Tomislav; Mrcela, Lovre; Mercep, Andro; Kostanjcar, ZvonkoModeling Agricultural Production Activities Using Weather and Soil Parameters // 43nd International Convention on Information and Communication Technology, Electronics and Microelectronics (MIPRO 2020)
Opatija, Hrvatska: Institute of Electrical and Electronics Engineers (IEEE), 2020. str. 228-232 doi:10.23919/mipro48935.2020.9245246 (poster, međunarodna recenzija, sažetak, ostalo) -
16.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: Institute of Electrical and Electronics Engineers (IEEE), 2020. 20166276, 5 doi:10.23919/mipro48935.2020.9245435 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), ostalo) -
17.Keranović, Vanessa; Begušić, Stjepan; Kostanjčar, ZvonkoEstimating the Number of Latent Factors in High-Dimensional Financial Time Series // 2020 International Conference on Software, Telecommunications and Computer Networks (SoftCOM)
Hvar, Hrvatska: Institute of Electrical and Electronics Engineers (IEEE), 2020. 20114528, 5 doi:10.23919/softcom50211.2020.9238229 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), ostalo) -
18.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)
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19.Begušić, Stjepan; Kostanjčar, ZvonkoCluster-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 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), ostalo) -
20.Begušić, Stjepan; Keranović, Vanessa; Jeren, Branko; Kostanjčar, ZvonkoOn the predictive power of statistical factor models // International Conference on Quantitative Finance - Forecasting Financial Markets
Venecija, Italija, 2019. (predavanje, međunarodna recenzija, neobjavljeni rad, znanstveni) -
21.Mrčela, Lovre; Merćep, Andro; Ljubičić, Karmela; Birov, Matija; Kostanjčar, ZvonkoDeep self-normalizing networks for credit risk assessment // Robust Techniques in Quantitative Finance
Oxford, Ujedinjeno Kraljevstvo, 2018. str. 1-5 (poster, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni) -
22.Begušić, Stjepan; Kostanjčar, Zvonko; Kovač, Dejan; Stanley, H. Eugene; Podobnik, BorisInformation Feedback in Temporal Networks as a Predictor of Market Crashes // Complexity, 2018 (2018), 1-13 doi:10.1155/2018/2834680 (međunarodna recenzija, članak, znanstveni)
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23.Puljiz, Mate; Begušić, Stjepan; Kostanjčar, ZvonkoMarket Microstructure and Order Book Dynamics in Cryptocurrency Exchanges // Crypto Valley Conference on Blockchain Technology, Zug, Switzerland, 2018.
Zug, Švicarska, 2018. str. 1-4 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni) -
24.Begušić, Stjepan; Kostanjčar, Zvonko; Stanley, H. Eugene; Podobnik, BorisScaling properties of extreme price fluctuations in Bitcoin markets // Physica. A, Statistical mechanics and its applications, 510 (2018), 400-406 doi:10.1016/j.physa.2018.06.131 (međunarodna recenzija, članak, znanstveni)
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25.Mrčela, LovreAnaliza vremenskih serija zasnovana na kompleksnim mrežama, 2017., diplomski rad, Fakultet elektrotehnike i računarstva, Zagreb
