Pregled po CROSBI profilu: Bruno Gašperov (CROSBI Profil: 39337, OBAD: -356463)
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1.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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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.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)