dr. sc. Bruno Gašperov

External associate, Department of Electronic Systems and Information Processing

Function: Research associate

Location:
D-158
Public phone number:
Internal phone number:
E-mail:
E-mail
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ECF: A C＋＋ framework for evolutionary computation

Jakobovic, Domagoj; Durasevic, Marko; Picek, Stjepan; Gasperov, Bruno
2024.
SoftwareX

Deep Reinforcement Learning for Goal-Based Investing Under Regime-Switching

Bauman, Tessa; Goluža, Sven; Gašperov, Bruno; Kostanjčar, Zvonko
2024.

Leveraging More of Biology in Evolutionary Reinforcement Learning

Gašperov, Bruno ; Đurasević, Marko ; Jakobović, Domagoj
2024.

Deep Reinforcement Learning for Robust Goal-Based Wealth Management

Bauman, Tessa; Gašperov, Bruno; Begušić, Stjepan; Kostanjčar, Zvonko
2024.

On Evolvability and Behavior Landscapes in Neuroevolutionary Divergent Search

Gašperov, Bruno; Đurasević, Marko
2023.

A New Angle: On Evolving Rotation Symmetric Boolean Functions

Carlet, Claude; Đurasević, Marko; Gasperov, Bruno; Jakobovic, Domagoj; Mariot, Luca; Picek, Stjepan
2023.

A Search for Nonlinear Balanced Boolean Functions by Leveraging Phenotypic Properties

Gašperov, Bruno; Đurasević, Marko; Jakobović, Domagoj
2023.

Finding Near-Optimal Portfolios with Quality-Diversity

Gašperov, Bruno; Đurasević, Marko; Jakobovic, Domagoj
2023.

Deep Reinforcement Learning for Robust Goal-Based Wealth Management

Bauman, Tessa; Gašperov, Bruno; Begušić, Stjepan; Kostanjčar, Zvonko
2023.

Deep reinforcement learning for market making with time- varying order arrival intensities

Gašperov, Bruno
2022.

Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model

Gašperov, Bruno ; Kostanjčar, Zvonko
2022.
IEEE control systems letters

Reinforcement Learning Approaches to Optimal Market Making

Gašperov, Bruno ; Begušić, Stjepan ; Posedel Šimović, Petra ; Kostanjčar, Zvonko
2021.
Mathematics

Market Making With Signals Through Deep Reinforcement Learning

Gašperov, Bruno ; Kostanjčar, Zvonko
2021.
IEEE access

Adaptive rolling window selection for minimum variance portfolio estimation based on reinforcement learning

Gašperov, Bruno ; Šarić, Fredi ; Begušić, Stjepan ; Kostanjčar, Zvonko
2020.

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