dr. sc. Bruno Gašperov

Senior assistant, Department of Electronic Systems and Information Processing

Function: Research associate

Latest updates (!):

12 June 2023 - became a guest co-editor for the special issue "Algorithms in Evolutionary Reinforcement Learning", Algorithms journal

 

| 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

Teaching

University graduate

Competences

  • 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