Pregled po CROSBI profilu: Tea Šestanović (CROSBI Profil: 31385, MBZ: 334725)
Pronađeno 33 radova
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1.Aljinović, Zdravka; Šestanović, Tea; Škrabić Perić, BlankaA New Evidence of the Relationship between Cryptocurrencies and other Assets from the COVID- 19 Crisis // Ekonomický časopis, 70 (2022), 7-8; 603-621 doi:10.31577/ekoncas.2022.07-8.03 (međunarodna recenzija, članak, znanstveni)
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2.Šestanović, TeaBitcoin Price Direction Forecasting Using Neural Networks // Proceedings of the 16 th International Symposium on Operational Research in Slovenia, SOR'21 / Drobne, S. ; Zadnik Stirn, L. ; Kljajić Borštnar, M. ; Povh, J. ; Žerovnik, J. (ur.).
Ljubljana: Slovenian Society INFORMATIKA – Section for Operational Research,, 2021. str. 557-562 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni) -
3.Šestanović, Tea; Arnerić, JosipCan recurrent neural networks predict inflation in euro zone as good as professional forecasters? // Mathematics, 9 (2021), 19; 2486, 13 doi:10.3390/math9192486 (međunarodna recenzija, članak, znanstveni)
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4.Šestanović, Tea; Babić, ZoranPROBABILITY DISTRIBUTION SELECTION USING PROMETHEE GDSS METHOD // Zbornik radova Veleučilišta u Šibeniku, 15 (2021), 1-2; 75-91 doi:10.51650/ezrvs.15.1-2.5 (recenziran, članak, znanstveni)
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5.Aljinović, Zdravka; Marasović, Branka; Šestanović, TeaCryptocurrency Portfolio Selection—A Multicriteria Approach // Mathematics, 9 (2021), 14; 1677, 21 doi:10.3390/math9141677 (međunarodna recenzija, članak, znanstveni)
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6.Šestanović, Tea; Arnerić, JosipNeural network structure identification in inflation forecasting // Journal of forecasting, 39 (2020), 6; 935-952 doi:10.1002/for.2698 (međunarodna recenzija, članak, znanstveni)
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7.Babić, Zoran; Šestanović, Tea; Perić, TunjoA hybrid MCDM approach for evaluation of Croatian counties // Lean transformation and digitalization of Serbian industry : proceeding / Slović, D. ; Stojanović, D. (ur.).
Beograd: University of Belgrade, Faculty of Organizational Sciences, 2019. str. 426-432 (predavanje, recenziran, cjeloviti rad (in extenso), znanstveni) -
8.Šestanović, TeaJordan neural network for inflation forecasting // Croatian Operational Research Review, 10 (2019), 1; 23-33 doi:10.17535/crorr.2019.0003 (međunarodna recenzija, članak, znanstveni)
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9.Šestanović, Tea; Arnerić , Josip; Aljinović, ZdravkaNon-structural approach to implied moments extraction // The 2nd International Statistical Conference in Croatia - ISCCRO 2018
Opatija, Hrvatska, 2018. (predavanje, međunarodna recenzija, neobjavljeni rad, znanstveni) -
10.Šestanović, Tea; Arnerić, Josip; Aljinović, ZdravkaNon-structural approach to implied moments extraction // Ekonomska istraživanja, 31 (2018), 1; 1923-1939 doi:10.1080/1331677x.2018.1530607 (međunarodna recenzija, članak, znanstveni)
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11.Arnerić, Josip; Poklepović, Tea; Wen Teai, JuinNeural network approach in forecasting realized variance using high-frequency data // Business systems research, 9 (2018), 2; 18-34 doi:10.2478/bsrj-2018-0016 (međunarodna recenzija, članak, znanstveni)
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12.Pečarić, Mario; Poklepović, Tea; Čobanov, DarioZnačaj valutnog odbora u odnosu na druge tečajne režime u održavanju fiskalne discipline i gospodarskog rasta na primjeru odabranih posttranzicijskih zemalja // Financije. Teorija i suvremena pitanja. / Koški, Dražen ; Karačić, Domagoj ; Sajter, Domagoj (ur.).
Osijek: Ekonomski fakultet Sveučilišta Josipa Jurja Strossmayera u Osijeku, 2018. str. 253-276 -
13.Šestanović, Tea; Arnerić, Josip; Škrabić Perić, BlankaRealized variance forecasting with high-frequency data // The 2nd International Conference on Global Research Issues in Social Sciences, Management and Applied Business - GRSMAB 2017
Cape Town, Južnoafrička Republika, 2017. (predavanje, međunarodna recenzija, neobjavljeni rad, znanstveni) -
14.Poklepović, TeaIdentifikacija strukture neuronske mreže u mjerenju očekivane inflacije, 2017., doktorska disertacija, Ekonomski fakultet, Split
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15.Arnerić, Josip; Poklepović, TeaNonlinear Extension of Asymmetric GARCH Model within Neural Network Framework // Computer Science & Information Technology (CS & IT), 6 (2016), 6; 101-111 doi:10.5121/csit.2016.60609 (međunarodna recenzija, članak, znanstveni)
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16.Poklepović, Tea; Aljinović, Zdravka; Rozga, AnteMoments Extractin from Implied Probability Distribution: Nonstructural Approach // Proceedings of the 02nd International Conference on Business Management and Economics - 02nd ICBME 2016 / Global Academic Research Institute Publication Department (ur.).
Colombo: Global Academic Research Institute Publication Department, 2016. str. 1-23 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni) -
17.Arnerić, Josip; Aljinović, Zdravka; Poklepović, TeaExtraction of market expectations from risk- neutral density // Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 33 (2015), 2; 235-256 doi:10.10.18045/zbefri.2015.2.235 (međunarodna recenzija, članak, znanstveni)
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18.Arnerić, Josip; Lolić, Ivana; Poklepović, TeaAlgorithms for Maximum Likelihood Estimation of GARCH Models // Proceedings of the 13th International Symposium on Operational Research, SOR 2015, Bled, Slovenia, September 23-25, 2015 / Zadnik Stirn, L ; Žerovnik, J. ; Kljajić Borštar, M. ; Drobne, S. (ur.).
Ljubljana: Slovenian Society Informatika - Section for Operational Research, 2015. str. 273-278 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni) -
19.Poklepović, Tea; Aljinović, Zdravka; Matković, MarioEfficient Frontier - Comparing Different Volatility Estimators // International journal of mathematical analysis, 9 (2015), 4; 148-155 (podatak o recenziji nije dostupan, članak, znanstveni)
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20.Arnerić, Josip; Poklepović, Tea; Aljinović, ZdravkaGARCH based artificial neural networks in forecasting conditional variance of stock returns // Croatian operational research review, 5 (2014), 2; 329-343 doi:10.17535/crorr.2014.0017 (međunarodna recenzija, članak, znanstveni)
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21.Poklepović, Tea; Babić, ZoranStock selection using a hybrid MCDM approach // Croatian operational research review, 5 (2014), 2; 273-290 (međunarodna recenzija, članak, znanstveni)
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22.Marasović, Branka; Aljinović, Zdravka; Poklepović, TeaNumerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing // International Journal of Social Management Economics and Business Engineering, 8 (2014), 4; 1016-1024 (domaća recenzija, članak, znanstveni)
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23.Vidović, Jelena; Poklepović, Tea; Aljinović, ZdravkaHow to Measure Illiquidity on European Emerging Stock Markets? // Business systems research, 5 (2014), 3; 67-81 doi:10.2478/bsrj-2014-0020 (podatak o recenziji nije dostupan, članak, znanstveni)
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24.Jurun, Elza; Piplica, Damir; Poklepović, TeaInflation and Unemployment Rates as Indicators of the Transition European Union Countries Monetary Policy Orientation // International Journal of Social, Human Science and Engineering, 8 (2014), 3; 88-94 (podatak o recenziji nije dostupan, članak, znanstveni)
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25.Poklepović, Tea; Aljinović, Zdravka; Marasović, BrankaThe Ability of Forecasting the Term Structure of Interest Rates Based On Nelson-Siegel and Svensson Model // International Journal of Social, Human Science and Engineering, 8 (2014), 3; 81-87 (podatak o recenziji nije dostupan, članak, znanstveni)