izv. prof. dr. sc. Zvonko Kostanjčar

Associate professor, Department of Electronic Systems and Information Processing

Location:
Public phone number:
6129-970
Internal phone number:
470

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

Modelling National Economic System: A Case of the Transition Economy

Sovilj, Siniša ; Tkalec, Marina ; Pripužić, Dominik ; Kostanjčar, Zvonko ;
2021.
Computer Science and Information Systems

Deep Neural Networks for Behavioral Credit Rating

Merćep, Andro ; Mrčela, Lovre ; Birov, Matija ; Kostanjčar, Zvonko
2021.
Entropy (Basel. Online)

Videos of lectures in Electrical Circuits FER-3

Jurišić, Dražen ; Lacković, Igor ; Kostanjčar, Zvonko
2020.

Modeling Agricultural Production Activities Using Weather and Soil Parameters

Kovacevic, Tomislav ; Mrcela, Lovre ; Mercep, Andro ; Kostanjcar, Zvonko
2020.
2020 43rd International Convention on Information, Communication and Electronic Technology (MIPRO)

Impact of Look-Back Period on Soil Temperature Estimation Using Machine Learning Models

Kovačević, Tomislav ; Mrčela, Lovre ; Merćep, Andro ; Kostanjčar, Zvonko
2020.
2020 IEEE International Instrumentation and Measurement Technology Conference (I2MTC)

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

Deep self-normalizing networks for credit risk assessment

Mrčela, Lovre ; Merćep, Andro ; Ljubičić, Karmela ; Birov, Matija ; Kostanjčar, Zvonko
2018.
Robust Techniques in Quantitative Finance

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)

Authentication approach using one-time challenge generation based on user behavior patterns captured in transactional data sets

Skračić, Kristian ; Pale, Predrag ; Kostanjčar, Zvonko
2017.
Computers & security

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

Modelling the Relationship Between Developed Equity Markets and Emerging Equity Markets

Kostanjčar, Zvonko ; Juretić, Željan ; Jeren, Branko
2014.
IEEE Computational Intelligence for Financial Engineering and Economics 2014

Emergence of power-law and two-phase behaviour in financial market fluctuations

Kostanjčar, Zvonko ; Jeren, Branko
2013.
Advances in complex systems

Impact of uncertainty in expected return estimation on stock price volatility

Kostanjčar, Zvonko ; Jeren, Branko ; Juretić, Željan
2012.
Physica. A, Statistical mechanics and its applications

Development of Pyramidia : an integrative e-learning multimedia tool

Pale, Predrag ; Miletić, Ivan ; Kostanjčar, Zvonko ; Pandžić, Hrvoje ; Jeren, Branko
2011.
International journal of electrical engineering education

Online vs. written multiple-choice questions tests: accuracy and usefulness

Petković, Tomislav ; Kostanjčar, Zvonko ; Sović, Ana
2010.
International Journal of Intelligent Defence Support Systems

Model of discrete dynamics of asset price relations based on the minimal arbitrage principle

Kostanjčar, Zvonko ; Hengster-Movrić, Kristian ; Jeren, Branko
2010.
Central european journal of physics

Model of two-phase behaviour in complex systems based on the theory of Gibbs states

Kostanjčar, Zvonko
2010.

Relationship between bid-ask spreads and fluctuations in market prices

Kostanjčar, Zvonko ; Jeren, Branko
2010.
Econophysics Colloquium 2010

Video lectures - Signals and systems

Seršić, Damir ; Sović, Ana ; Kostanjčar, Zvonko ; Petković, Tomislav ; Jeren, Branko
2010.

A Novel Product Development - Key Issues for Success

Kalinić, Hrvoje ; Kostanjčar, Zvonko ; Jeren, Branko
2010.
Journal of Economic Computation and Economic Cybernetics Studies and Research

On-line vs. written multiple-choice questions tests: accuracy and usefulness

Petković, Tomislav ; Kostanjčar, Zvonko ; Sović, Ana
2009.
32.nd international convention on information and communication technology, electronics and microelectronics

Particle Filters in Decision Making Problems under Uncertainty

Kostanjčar, Zvonko : Jeren, Branko : Cerovec, Jurica
2009.
Automatika : časopis za automatiku, mjerenje, elektroniku, računarstvo i komunikacije

Equilibrium states on compact metric spaces

Kostanjčar, Zvonko
2008.

A Rich Content Self Study Tool

Pale, Predrag ; Kostanjčar, Zvonko ; Miletić, Ivan ; Pandžić, Hrvoje ; Jeren, Branko
2008.
EUNIS 2008 VISION IT - Vision for IT in higher education

Signals and systems - Assignments

Kostanjčar, Zvonko ; Petković, Tomislav ; Sović, Ana ; Jeren, Branko
2007.

Signals and Systems Laboratory Exercise

Petković, Tomislav ; Kostanjčar, Zvonko ; Sović, Ana ; Jeren, Branko
2007.

Pyramidia – An Integrative E-learning Tool

Pale, Predrag ; Miletić, Ivan ; Kostanjčar, Zvonko ; Pandžić, Hrvoje ; Jeren, Branko
2007.
EUROCON 2007 : The IEEE International Conference on Computer as a Tool

Signals and Systems Laboratory Exercise

Petković, Tomislav ; Kostanjčar, Zvonko ; Budišić, Marko ; Jeren, Branko
2006.

Signals and systems - Multiple Choice Quiz

Petković, Tomislav ; Sović, Ana ; Kostanjčar, Zvonko ; Jeren, Branko
2006.

E-Mail System for Automatic Hoax Recognition

Petković, Tomislav ; Kostanjčar, Zvonko ; Pale, Predrag
2005.
MIPRO CIS - Inteligentni sustavi

Using ICT for transfer of knowledge with application in solving technical science problems

Lugarić, Luka ; Kostanjčar, Zvonko ; Petković, Tomislav
2005.
Međunarodni skup MIPRO (28 ; 2005)

Tmil-O-Mat 02 - Web based teaching assistant for electrical network theory

Mijat, Neven ; Kostanjčar, Zvonko ; Jurišić, Dražen ; Studenti
2004.

Electrical circuits - Multiple Choice Quiz

Jurišić, Dražen ; Kostanjčar, Zvonko ; Mijat, Neven
2004.

Tmil-O-Mat - Web based teaching assistant for electrical network theory

Mijat, Neven ; Kostanjčar, Zvonko ; Jurišić, Dražen ; Studenti
2003.

Analysis of computer server log files

Kostanjčar, Zvonko
2002.

Practical Examples Used Information and Communication Technologies in Study of Signals and Systems

Aleksić-Maslać, Karmela ; Jeren, Branko ; Kostanjčar, Zvonko ; Vasić, Darko
2002.
Frontiers in Education Conference

Teaching duties

University undergraduate

University graduate

Postgraduate doctoral study programme

Postgraduate spec. study

Competences

  • Computational and artificial intelligence
    Knowledge based systems Learning systems Machine learning Neural networks
  • Mathematics
    Brownian motion Statistics
  • Computers and information processing
    Big Data applications
  • Engineering management
    Risk analysis Econometrics Economic indicators Stock markets
  • Signal processing
    Signal denoising Blind source separation

Personal data

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