Na FER-u postoji više zaposlenika s imenom




    dr. sc. Bruno Gašperov

    Viši asistent, Zavod za elektroniku, mikroelektroniku, računalne i inteligentne sustave

    Funkcija: Zavodski suradnik

    Lokacija:
    D-158
    Telefon:
    Telefon kućni:
    E-mail:
    E-mail
    Otvori profil na Google Scholar Otvori profil na ResearchGate

    Gašperov, Bruno, and Zvonko Kostanjčar. "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model." IEEE Control Systems Letters (2022).

    Gašperov, Bruno, and Zvonko Kostanjčar. "Market Making With Signals Through Deep Reinforcement Learning." IEEE Access 9 (2021): 61611-61622.

    Gašperov, Bruno, et al. "Reinforcement Learning Approaches to Optimal Market Making." Mathematics 9.21 (2021): 2689.

    Gašperov, Bruno, et al. "Adaptive rolling window selection for minimum variance portfolio estimation based on reinforcement learning." 2020 43rd International Convention on Information, Communication and Electronic Technology (MIPRO). IEEE, 2020.

    Životopis

    • Guest editor: Algorithms (Special Issue "Algorithms in Evolutionary Reinforcement Learning")

    • Reviewing experience: journals (Expert Systems with Applications, IEEE Access, PLOS One, Sustainability), conferences (IEEE Conference on Decision and Control)

    • Universidad Politécnica de Madrid - international experts external panel member (evaluation of PhD theses)

    Nastava

    Sveučilišni diplomski

    Kompetencije

    • Computational and artificial intelligence
      Machine learning Statistical learning Prediction methods Neural networks
    • Mathematics
      Optimization Probability Bayes methods Sampling methods Stochastic processes
    • Computational and artificial intelligence
      Machine learning Statistical learning Prediction methods Neural networks

    Profesionalni interesi i članstva

    SIGEVO, the ACM Special Interest Group on Genetic and Evolutionary Computation.