Pregled po CROSBI profilu: Stjepan Begušić (CROSBI Profil: 33700, MBZ: 357236)
Pronađeno 18 radova
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1.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) -
2.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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3.Begušić, StjepanEstimation of latent factors from high-dimensional financial time series based on unsupervised learning, 2021., doktorska disertacija, Zagreb
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4.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) -
5.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) -
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)
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7.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) -
8.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) -
9.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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10.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) -
11.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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12.Mrčela, Lovre; Merćep, Andro; Begušić, Stjepan; Kostanjčar, ZvonkoPortfolio optimization using preference relation based on statistical arbitrage // International Conference on Smart Systems and Technologies (SST), Osijek, Croatia, 2017.
Osijek, Hrvatska, 2017. str. 161-165 doi:10.1109/SST.2017.8188688 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni) -
13.Begušić, Stjepan; Kostanjčar, Zvonko; Podobnik, BorisPredictive Power of Complexity Theory in Financial Markets // 1st International Scientific Conference on Economics in a Changing World, Umag, Croatia, 2017.
Umag, Hrvatska, 2017. str. 1-1 (predavanje, međunarodna recenzija, sažetak, znanstveni) -
14.Begušić, Stjepan; Kostanjčar, ZvonkoInformation Flow Networks of Financial Time Series // 8th Conference on Complex Networks, CompleNet 2017
Dubrovnik, 2017. str. 1-1 (predavanje, međunarodna recenzija, sažetak, znanstveni) -
15.Kostanjčar, Zvonko; Begušić, Stjepan; Stanley, H. Eugene; Podobnik, BorisEstimating Tipping Points in Feedback-Driven Financial Networks // IEEE Journal of Selected Topics in Signal Processing, 10 (2016), 6; 1040-1052 doi:10.1109/JSTSP.2016.2593099 (međunarodna recenzija, članak, znanstveni)
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16.Kostanjčar, Zvonko; Begušić, Stjepan; Stanley, H. Eugene; Podobnik, BorisA Network-Based Approach to Modeling Market Bubbles and Crashes // 7th International Conference on Information Technologies and Information Society
Novo Mesto, 2015. (predavanje, međunarodna recenzija, sažetak, znanstveni) -
17.Kostanjčar, Zvonko; Begušić, Stjepan; Stanley, H. Eugene; Podobnik, BorisDoes bargaining dynamics inherently cause market bubbles and crashes? // 7th General Advanced Mathematical Methods in Finance and Swissquote Conference
Lausanne, 2015. (poster, međunarodna recenzija, sažetak, znanstveni) -
18.Begušić, Stjepan; Nygaard Urup, Daniel; Kolonić, Jasmina; Holbæk Pedersen, Henrik; Wang, Wei; Raulefs, Ronald; Lomholt Jakobsen, Morten; Steinbock, Gerhard; Pedersen, TroelsWireless Indoor Positioning Relying on Observations of Received Power and Mean Delay // IEEE International Conference on Communications
Budimpešta, Mađarska, 2013. str. 74-78 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
