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
  Textbooks and scripts
 

1. Seršić, Damir; Sović, Ana; Kostanjčar, Zvonko; Petković, Tomislav; Jeren, Branko.
Video lectures - Signals and systems .
Zagreb : FER, 2010.

2. Kostanjčar, Zvonko; Petković, Tomislav; Sović, Ana; Jeren, Branko.
Signals and systems - Assignments .
Zagreb : FER, 2007.

3. Petković, Tomislav; Kostanjčar, Zvonko; Sović, Ana; Jeren, Branko.
Signals and Systems Laboratory Exercise .
Zagreb : FER, 2007.

4. Petković, Tomislav; Kostanjčar, Zvonko; Budišić, Marko; Jeren, Branko.
Signals and Systems Laboratory Exercise .
Zagreb : FER, 2006.

5. Petković, Tomislav; Sović, Ana; Kostanjčar, Zvonko; Jeren, Branko.
Signals and systems - Multiple Choice Quiz .
Zagreb : FER, 2006.

6. Jurišić, Dražen; Kostanjčar, Zvonko; Mijat, Neven.
Electrical circuits - Multiple Choice Quiz .
Zagreb : FER, 2004.
 
  Journal articles and review articles in CC journals
 

1. Begušić, Stjepan; Kostanjčar, Zvonko; Stanley, H. Eugene; Podobnik, Boris.
Scaling properties of extreme price fluctuations in Bitcoin markets. // Physica. A, Statistical mechanics and its applications. 510 (2018) ; 400-406 (journal article).

2. Skračić, Kristian; Pale, Predrag; Kostanjčar, Zvonko.
Authentication approach using one-time challenge generation based on user behavior patterns captured in transactional data sets. // Computers & security. 67 (2017) ; 107-121 (journal article).

3. Kostanjčar, Zvonko; Begušić, Stjepan; Stanley, H. Eugene; Podobnik, Boris.
Estimating Tipping Points in Feedback-Driven Financial Networks. // IEEE Journal of Selected Topics in Signal Processing. 10 (2016) , 6; 1040-1052 (journal article).

4. Kostanjčar, Zvonko; Jeren, Branko.
Emergence of power-law and two-phase behaviour in financial market fluctuations. // Advances in complex systems. 16 (2013) ; 1350008-1-1350008-12 (journal article).

5. Kostanjčar, Zvonko; Jeren, Branko; Juretić, Željan.
Impact of uncertainty in expected return estimation on stock price volatility. // Physica. A, Statistical mechanics and its applications. 391 (2012) , 22; 5563-5571 (journal article).

6. Pale, Predrag; Miletić, Ivan; Kostanjčar, Zvonko; Pandžić, Hrvoje; Jeren, Branko.
Development of Pyramidia : an integrative e-learning multimedia tool. // International journal of electrical engineering education. 48 (2011) , 3; 264-279 (journal article).

7. Kostanjčar, Zvonko; Hengster-Movrić, Kristian; Jeren, Branko.
Model of discrete dynamics of asset price relations based on the minimal arbitrage principle. // Central european journal of physics. 9 (2010) , 3; 865-873 (journal article).
 
  Scientific papers in other journals
 

1. Begušić, Stjepan; Kostanjčar, Zvonko; Kovač, Dejan; Stanley, H. Eugene; Podobnik, Boris.
Information Feedback in Temporal Networks as a Predictor of Market Crashes. // Complexity. 2018 (2018) ; 1-13 (journal article).

2. Kalinić, Hrvoje; Kostanjčar, Zvonko; Jeren, Branko.
A Novel Product Development - Key Issues for Success. // Journal of Economic Computation and Economic Cybernetics Studies and Research. 44 (2010) , 4; 179-198 (journal article).

3. Petković, Tomislav; Kostanjčar, Zvonko; Sović, Ana.
Online vs. written multiple-choice questions tests: accuracy and usefulness. // International Journal of Intelligent Defence Support Systems. 3 (2010) , 1/2; 101-115 (journal article).

4. Kostanjčar, Zvonko : Jeren, Branko : Cerovec, Jurica.
Particle Filters in Decision Making Problems under Uncertainty. // Automatika : časopis za automatiku, mjerenje, elektroniku, računarstvo i komunikacije. 50 (2009) , 3-4; 245-251 (journal article).
 
  Scientific conference papers with international peer-review
 

1. Puljiz, Mate; Begušić, Stjepan; Kostanjčar, Zvonko.
Market Microstructure and Order Book Dynamics in Cryptocurrency Exchanges // Crypto Valley Conference on Blockchain Technology, Zug, Switzerland, 2018..
1-4 (lecture,international peer-review,published,scientific).

2. Mrčela, Lovre; Merćep, Andro; Ljubičić, Karmela; Birov, Matija; Kostanjčar, Zvonko.
Deep self-normalizing networks for credit risk assessment // Robust Techniques in Quantitative Finance.
2018. 1-5 (poster,international peer-review,published,scientific).

3. Mrčela, Lovre; Merćep, Andro; Begušić, Stjepan; Kostanjčar, Zvonko.
Portfolio optimization using preference relation based on statistical arbitrage // International Conference on Smart Systems and Technologies (SST), Osijek, Croatia, 2017..
2017. 161-165 (lecture,international peer-review,published,scientific).

4. Kostanjčar, Zvonko; Juretić, Željan; Jeren, Branko.
Modelling the Relationship Between Developed Equity Markets and Emerging Equity Markets // IEEE Computational Intelligence for Financial Engineering and Economics 2014.
(lecture,international peer-review,published,scientific).

5. Petković, Tomislav; Kostanjčar, Zvonko; Sović, Ana.
On-line vs. written multiple-choice questions tests: accuracy and usefulness // Proceedings Vol. IV. Computers in education / Čičin-Šain, Marina ; Turčić Prstačić, Ivana ; Sluganović, Ivanka ; Uroda, Ivan, editor(s).
Rijeka : Hrvatska udruga za informacijsku i komunikacijsku tehnologiju, elektroniku i mikroelektroniku - MIPRO, 2009. 169-174 (lecture,international peer-review,published,scientific).

6. Pale, Predrag; Miletić, Ivan; Kostanjčar, Zvonko; Pandžić, Hrvoje; Jeren, Branko.
Pyramidia – An Integrative E-learning Tool // Proceedings of the IEEE International Conference on Computer as a Tool : EUROCON 2007.
Varšava, 2007. 2459-2464 (poster,international peer-review,published,scientific).

7. Lugarić, Luka; Kostanjčar, Zvonko; Petković, Tomislav.
Using ICT for transfer of knowledge with application in solving technical science problems // 28. Međunarodni skup MIPRO 2005 WEB servisi, XML i primjena XML tehnologije : zbornik radova seminara / Mustač, Mladen ; Deželjin, Josip, editor(s).
Rijeka : Hrvatska udruga za informacijsku i komunikacijsku tehnologiju, elektroniku i mikroelektroniku - MIPRO, 2005. 84-89 (lecture,international peer-review,published,scientific).

8. Petković, Tomislav; Kostanjčar, Zvonko; Pale, Predrag.
E-Mail System for Automatic Hoax Recognition // MIPRO 2005 XXVII. International Convention / Budin, Leo ; Ribarić, Slobodan, editor(s).
Opatija : MIPRO HU, 2005. 117-121 (lecture,international peer-review,published,scientific).

9. Aleksić-Maslać, Karmela; Jeren, Branko; Kostanjčar, Zvonko; Vasić, Darko.
Practical Examples Used Information and Communication Technologies in Study of Signals and Systems // IEEE Proceedings Frontiers in Education 2002.
Champaign, I.L. : Stipes Publishing LLC, 2002. S3E-1-S3E-6 (lecture,international peer-review,published,scientific).
 
  Other refereed conference papers
 

1. Pale, Predrag; Kostanjčar, Zvonko; Miletić, Ivan; Pandžić, Hrvoje; Jeren, Branko.
A Rich Content Self Study Tool // The 14th European University Information Systems Organisation (EUNIS) congress, EUNIS 2008 VISION IT - Visions for IT in Higher Education.
Aarhus, Denmark : University of Aarhus Universitet, 2008. (lecture,international peer-review,published,expert).
 
  Abstracts in Book of abstracts
 

1. Begušić, Stjepan; Kostanjčar, Zvonko.
Information Flow Networks of Financial Time Series // 8th Conference on Complex Networks, CompleNet 2017.
Dubrovnik, Croatia, 2017. 1-1 (lecture,international peer-review,abstract,scientific).

2. Begušić, Stjepan; Kostanjčar, Zvonko; Podobnik, Boris.
Predictive Power of Complexity Theory in Financial Markets // 1st International Scientific Conference on Economics in a Changing World, Umag, Croatia, 2017..
2017. 1-1 (lecture,international peer-review,abstract,scientific).

3. Kostanjčar, Zvonko; Begušić, Stjepan; Stanley, H. Eugene; Podobnik, Boris.
Does bargaining dynamics inherently cause market bubbles and crashes? // 7th General Advanced Mathematical Methods in Finance and Swissquote Conference.
Lausanne, Switzerland, 2015. (poster,international peer-review,abstract,scientific).

4. Kostanjčar, Zvonko; Begušić, Stjepan; Stanley, H. Eugene; Podobnik, Boris.
A Network-Based Approach to Modeling Market Bubbles and Crashes // 7th International Conference on Information Technologies and Information Society.
Novo mesto, Slovenia, 2015. (lecture,international peer-review,abstract,scientific).

5. Kostanjčar, Zvonko; Jeren, Branko.
Relationship between bid-ask spreads and fluctuations in market prices // Econophysics Colloquium 2010.
Taipei, 2010. (lecture,international peer-review,abstract,scientific).
 
  Unpublished papers
 

1. Begušić, Stjepan; Keranović, Vanessa; Jeren, Branko; Kostanjčar, Zvonko.
On the predictive power of statistical factor models // .
(lecture,international peer-review,unpublished,scientific).
 
  Dissertations
 

1. Kostanjčar, Zvonko.
Model of two-phase behaviour in complex systems based on the theory of Gibbs states / doctoral thesis.
Zagreb : Fakultet elektrotehnike i računarstva, 08.12. 2010, 116 pages. Mentor: Jeren, Branko ; Leko, Vlado.
 
  Graduation thesis
 

1. Kostanjčar, Zvonko.
Equilibrium states on compact metric spaces / pre-Bologna graduate thesis.
Zagreb : Prirodoslovno matematički fakultet - Matematički odjel, 10.12 2008., 48 pages. Mentor: Slijepčević, Siniša.

2. Kostanjčar, Zvonko.
Analysis of computer server log files / pre-Bologna graduate thesis.
Zagreb : Fakultet elektrotehnike i računarstva, 11.07. 2002., 54 pages. Mentor: Jeren, Branko.
 
  Other papers
 

1. Mijat, Neven; Kostanjčar, Zvonko; Jurišić, Dražen; Studenti.
Tmil-O-Mat 02 - Web based teaching assistant for electrical network theory, 2004. (program code).

2. Mijat, Neven; Kostanjčar, Zvonko; Jurišić, Dražen; Studenti.
Tmil-O-Mat - Web based teaching assistant for electrical network theory, 2003. (program code).
 
  Mentoring
 

1. Mrčela, Lovre.
Complex network based time series analysis / pre-Bologna graduate thesis.
Zagreb : Fakultet elektrotehnike i računarstva, 18.07. 2017, 60 pages. Mentor: Kostanjčar, Zvonko.

2. Merćep, Andro.
Modeling nonequilibrium complex systems with applications in finance / pre-Bologna graduate thesis.
Zagreb : Fakultet elektrotehnike i računarstva, 29.09. 2016, 65 pages. Mentor: Kostanjčar, Zvonko.

3. Begušić, Stjepan.
Identification of system and input signal from known output signal / baccalaureus graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 26.06. 2012., 30 pages. Mentor: Jeren, Branko.

4. Ćesić, Mario.
An empirical analysis of the limit order book / baccalaureus graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 26.06. 2012., 30 pages. Mentor: Petrinović, Davor.

5. Kolonić, Jasmina.
A dynamic model of the limit order book / baccalaureus graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 26.06. 2012., 31 pages. Mentor: Jeren, Branko.

6. Pavlić, Paula.
A model of price formation based on the limit order book / baccalaureus graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 26.06. 2012., 26 pages. Mentor: Jeren, Branko.

7. Cerovec, Jurica.
Social networking framework in Scala – Lift / graduate thesis.
Zagreb : Fakultet elektrotehnike i računarstva, 24.06. 2011, 33 pages. Mentor: Jeren, Branko.

8. Juretić, Željan.
Software platform for simulation of high frequency stock trading / graduate thesis.
Zagreb : Fakultet elektrotehnike i računarstva, 24.06. 2011, 35 pages. Mentor: Jeren, Branko.

9. Klinčić, Margareta.
Web system for client generated financial market analysis delivery / graduate thesis.
Zagreb : Fakultet elektrotehnike i računarstva, 24.06. 2011, 31 pages. Mentor: Jeren, Branko.

10. Modrušan, Marko.
Spectral analysis of financial time series / pre-Bologna graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 09.06. 2011., 47 pages. Mentor: Jeren, Branko.

11. Radišić, Tomislav.
Instantaneous frequency estimation of financial time series / graduate thesis.
Zagreb : Fakultet elektrotehnike i računarstva, 24.06. 2011, 32 pages. Mentor: Jeren, Branko.

12. Bikić, Marin.
Text Classification using Support Vector Machine / pre-Bologna graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 24.03. 2010., 52 pages. Mentor: Jeren, Branko.

13. Blaslov, Toni.
Optimization methods and dynamic momentum strategies / pre-Bologna graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 10.06. 2009., 44 pages. Mentor: Jeren, Branko.

14. Cerovec, Jurica.
Application of particle filters in the analysis of discrete stochastic signals / baccalaureus graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 10.07. 2009., 33 pages. Mentor: Jeren, Branko.

15. Erceg, Jurica.
Application of scenario tree in discrete time stochastic signals modeling / pre-Bologna graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 10.12. 2009., 59 pages. Mentor: Jeren, Branko.

16. Franulović, Ivan.
Measuring dependence between discrete time signals / pre-Bologna graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 12.10. 2009., 50 pages. Mentor: Jeren, Branko.

17. Klinčić, Margareta.
Elements of Information Theory in the Analysis of Multidimensional Discrete Signals / baccalaureus graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 10.07. 2009., 23 pages. Mentor: Jeren, Branko.

18. Stojmilović, Silvana.
Application of system dynamics in discrete time stochastic signals modelling / pre-Bologna graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 07.07. 2009., 38 pages. Mentor: Jeren, Branko.

19. Željan, Juretić.
Application of Hidden Markov Models in Discrete Stochastic Signals Analysis / baccalaureus graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 10.07. 2009., 67 pages. Mentor: Jeren, Branko.

20. Zrno, Domagoj.
Generalized linear models and discrete time stochastic signals / baccalaureus graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 10.07. 2009., 33 pages. Mentor: Jeren, Branko.

21. Čiček, Goran.
Optimization methods in momentum strategies development / pre-Bologna graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 01.07. 2008., 65 pages. Mentor: Jeren, Branko.

22. Velcl, Matija.
Minority game and discrete time stochastic signals prediction / pre-Bologna graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 08.09. 2008., 82 pages. Mentor: Jeren, Branko.

23. Viduka, Mihovil.
Diffusion of Innovations on Random Networks / pre-Bologna graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 09.10. 2008., 52 pages. Mentor: Jeren, Branko.

24. Brcko, Nina.
Stochastic signals prediction using technical analysis / pre-Bologna graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 10.09. 2007., 100 pages. Mentor: Jeren, Branko.

25. Kalinić, Hrvoje.
Complex system modelling using system dynamics / pre-Bologna graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 10.09. 2006., 66 pages. Mentor: Jeren, Branko.

26. Kržić, Boris.
System for acquisition and processing news / pre-Bologna graduate thesis.
Zagreb : Fakultet elektrotehnike i računartsva, 06.06. 2006., 35 pages. Mentor: Jeren, Branko.
 

Teaching duties

University undergraduate

University graduate

Postgraduate doctoral study programme