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

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)

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

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 Feedback in Temporal Networks as a Predictor of Market Crashes

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

Market Microstructure and Order Book Dynamics in Cryptocurrency Exchanges

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

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

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)

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

Information Flow Networks of Financial Time Series

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

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

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

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

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

Video lectures - Signals and systems

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

Relationship between bid-ask spreads and fluctuations in market prices

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

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

Kostanjčar, Zvonko
2010.

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

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

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

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

Particle Filters in Decision Making Problems under Uncertainty

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

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

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

Equilibrium states on compact metric spaces

Kostanjčar, Zvonko
2008.

Signals and Systems Laboratory Exercise

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

Signals and systems - Assignments

Kostanjčar, Zvonko ; Petković, Tomislav ; 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 - Multiple Choice Quiz

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

Signals and Systems Laboratory Exercise

Petković, Tomislav ; Kostanjčar, Zvonko ; Budišić, Marko ; 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)

Electrical circuits - Multiple Choice Quiz

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

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

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

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