Na FER-u postoji više zaposlenika s imenom
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
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Guest editor: Algorithms (Special Issue "Algorithms in Evolutionary Reinforcement Learning")
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Reviewing experience: journals (Expert Systems with Applications, IEEE Access, PLOS One, Sustainability), conferences (IEEE Conference on Decision and Control)
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Universidad Politécnica de Madrid - international experts external panel member (evaluation of PhD theses)
Nastava
Sveučilišni diplomski
- Financijska matematika (Seminar)
Kompetencije
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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.