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    Bruno Gašperov, mag. math.

    Zavodski suradnik, Zavod za elektroniku, mikroelektroniku, računalne i inteligentne sustave

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    D-158
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    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.

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    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