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

Deep Neural Networks for Behavioral Credit Rating

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

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

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)

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)

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

Begušić, Stjepan ; Kostanjčar, Zvonko
2020.
IEEE Access

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)

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)

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

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

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

Deep self-normalizing networks for credit risk assessment

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

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

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)

Information Flow Networks of Financial Time Series

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

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

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.

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

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 - 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.

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)

E-Mail System for Automatic Hoax Recognition

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

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.

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

Analysis of computer server log files

Kostanjčar, Zvonko
2002.

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