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
- Mathematics of Finance (Seminar)
Competences
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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