Pregled po projektu: Algoritmi za mjerenje sustavskog rizika (ASYRMEA) (MB: HRZZ-UIP-2014-09-5349)
Pronađeno 10 radova
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1.Begušić, StjepanEstimation of latent factors from high-dimensional financial time series based on unsupervised learning, 2021., doktorska disertacija, Zagreb
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2.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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3.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) -
4.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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5.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) -
6.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) -
7.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) -
8.Skračić, Kristian; Pale, Predrag; Kostanjčar, ZvonkoAuthentication approach using one-time challenge generation based on user behavior patterns captured in transactional data sets // Computers & security, 67 (2017), 107-121 doi:10.1016/j.cose.2017.03.002 (međunarodna recenzija, članak, znanstveni)
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9.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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10.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)
