dr. sc. Stjepan Begušić

Senior assistant, Department of Electronic Systems and Information Processing

Reinforcement Learning Approaches to Optimal Market Making

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

Estimation of latent factors from high-dimensional financial time series based on unsupervised learning

Begušić, Stjepan
2021.

Cluster-Specific Latent Factor Estimation in High-Dimensional Financial Time Series

Begušić, Stjepan ; Kostanjčar, Zvonko
2020.
IEEE Access

Estimating the Number of Latent Factors in High-Dimensional Financial Time Series

Keranović, Vanessa ; Begušić, Stjepan ; Kostanjčar, Zvonko
2020.
2020 International Conference on Software, Telecommunications and Computer Networks (SoftCOM)

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

Gašperov, Bruno ; Šarić, Fredi ; Begušić, Stjepan ; Kostanjčar, Zvonko
2020.
2020 43rd International Convention on Information, Communication and Electronic Technology (MIPRO)

On the predictive power of statistical factor models

Begušić, Stjepan ; Keranović, Vanessa ; Jeren, Branko ; Kostanjčar, Zvonko
2019.
International Conference on Quantitative Finance - Forecasting Financial Markets

Cluster-Based Shrinkage of Correlation Matrices for Portfolio Optimization

Begušić, Stjepan ; Kostanjčar, Zvonko
2019.
2019 11th International Symposium on Image and Signal Processing and Analysis (ISPA)

Scaling properties of extreme price fluctuations in Bitcoin markets

Begušić, Stjepan ; Kostanjčar, Zvonko ; Stanley, H. Eugene ; Podobnik, Boris
2018.
Physica. A, Statistical mechanics and its applications

Market Microstructure and Order Book Dynamics in Cryptocurrency Exchanges

Puljiz, Mate ; Begušić, Stjepan ; Kostanjčar, Zvonko
2018.
Crypto Valley Conference on Blockchain Technology

Information Feedback in Temporal Networks as a Predictor of Market Crashes

Begušić, Stjepan ; Kostanjčar, Zvonko ; Kovač, Dejan ; Stanley, H. Eugene ; Podobnik, Boris
2018.
Complexity

Information Flow Networks of Financial Time Series

Begušić, Stjepan ; Kostanjčar, Zvonko
2017.
8th Conference on Complex Networks, CompleNet 2017

Predictive Power of Complexity Theory in Financial Markets

Begušić, Stjepan ; Kostanjčar, Zvonko ; Podobnik, Boris
2017.
1st International Scientific Conference on Economics in a Changing World

Portfolio optimization using preference relation based on statistical arbitrage

Mrčela, Lovre ; Merćep, Andro ; Begušić, Stjepan ; Kostanjčar, Zvonko
2017.
2017 International Conference on Smart Systems and Technologies (SST)

Estimating Tipping Points in Feedback-Driven Financial Networks

Kostanjčar, Zvonko ; Begušić, Stjepan ; Stanley, H. Eugene ; Podobnik, Boris
2016.
IEEE Journal of Selected Topics in Signal Processing

Does bargaining dynamics inherently cause market bubbles and crashes?

Kostanjčar, Zvonko ; Begušić, Stjepan ; Stanley, H. Eugene ; Podobnik, Boris
2015.
7th General Advanced Mathematical Methods in Finance and Swissquote Conference

A Network-Based Approach to Modeling Market Bubbles and Crashes

Kostanjčar, Zvonko ; Begušić, Stjepan ; Stanley, H. Eugene ; Podobnik, Boris
2015.
7th International Conference on Information Technologies and Information Society

Wireless Indoor Positioning Relying on Observations of Received Power and Mean Delay

Begušić, Stjepan ; Nygaard Urup, Daniel ; Kolonić, Jasmina ; Holbæk Pedersen, Henrik ; Wang, Wei ; Raulefs, Ronald ; Lomholt Jakobsen, Morten ; Steinbock, Gerhard ; Pedersen, Troels
2013.
IEEE International Conference on Communications 2013

Competences

  • Computational and artificial intelligence
    Machine learning Computational intelligence
  • Mathematics
    Statistics Covariance matrices Dimensionality reduction Time series analysis
  • Engineering management
    Asset management Econometrics Stock markets