Pristupačnost
Intrinsically Interpretable Models for Credit Risk Assessment
Deep reinforcement learning with positional context for intraday trading
Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series
Deep Reinforcement Learning for Goal-Based Investing Under Regime-Switching
Deep Reinforcement Learning for Robust Goal-Based Wealth Management
Statistical arbitrage portfolio construction based on preference relations
Modelling National Economic System: A Case of the Croatian Economy
Churn prediction methods based on mutual customer interdependence
Deep Reinforcement Learning for Robust Goal-Based Wealth Management
Imitation Learning for Financial Applications
Optimal Trend Labeling in Financial Time Series
Effect of labeling algorithms on financial performance metrics
Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model
Estimating the Block-Diagonal Idiosyncratic Covariance in High- Dimensional Factor Models
Default Prediction Using Consumption Data
Deep reinforcement learning for market making with time- varying order arrival intensities
Analysis of Complex Customer Networks: A Real-World Banking Example
Videos of lectures in Electrical Circuits FER-3
Market Making With Signals Through Deep Reinforcement Learning
Estimation of latent factors from high-dimensional financial time series based on unsupervised learning
Deep Neural Networks for Behavioral Credit Rating
Reinforcement Learning Approaches to Optimal Market Making
Adaptive rolling window selection for minimum variance portfolio estimation based on reinforcement learning
Impact of Look-Back Period on Soil Temperature Estimation Using Machine Learning Models
Estimating the Number of Latent Factors in High-Dimensional Financial Time Series
Modeling Agricultural Production Activities Using Weather and Soil Parameters
Cluster-Specific Latent Factor Estimation in High-Dimensional Financial Time Series
On the predictive power of statistical factor models
Cluster-Based Shrinkage of Correlation Matrices for Portfolio Optimization
Market Microstructure and Order Book Dynamics in Cryptocurrency Exchanges
Information Feedback in Temporal Networks as a Predictor of Market Crashes
Deep self-normalizing networks for credit risk assessment
Scaling properties of extreme price fluctuations in Bitcoin markets
Predictive Power of Complexity Theory in Financial Markets
Portfolio optimization using preference relation based on statistical arbitrage
Complex network based time series analysis
Authentication approach using one-time challenge generation based on user behavior patterns captured in transactional data sets
Information Flow Networks of Financial Time Series
Modeling nonequilibrium complex systems with applications in finance
Estimating Tipping Points in Feedback-Driven Financial Networks
A Network-Based Approach to Modeling Market Bubbles and Crashes
Does bargaining dynamics inherently cause market bubbles and crashes?
Modelling the Relationship Between Developed Equity Markets and Emerging Equity Markets
Emergence of power-law and two-phase behaviour in financial market fluctuations
Impact of uncertainty in expected return estimation on stock price volatility
An empirical analysis of the limit order book
A dynamic model of the limit order book
Identification of system and input signal from known output signal
A model of price formation based on the limit order book
Instantaneous frequency estimation of financial time series
Spectral analysis of financial time series
Development of Pyramidia : an integrative e-learning multimedia tool
Software platform for simulation of high frequency stock trading
Social networking framework in Scala – Lift
Web system for client generated financial market analysis delivery
Model of two-phase behaviour in complex systems based on the theory of Gibbs states
Relationship between bid-ask spreads and fluctuations in market prices
Text Classification using Support Vector Machine
Model of discrete dynamics of asset price relations based on the minimal arbitrage principle
Online vs. written multiple-choice questions tests: accuracy and usefulness
A Novel Product Development - Key Issues for Success
Video lectures - Signals and systems
On-line vs. written multiple-choice questions tests: accuracy and usefulness
Application of particle filters in the analysis of discrete stochastic signals
Optimization methods and dynamic momentum strategies
Application of scenario tree in discrete time stochastic signals modeling
Elements of Information Theory in the Analysis of Multidimensional Discrete Signals
Generalized linear models and discrete time stochastic signals
Application of system dynamics in discrete time stochastic signals modelling
Measuring dependence between discrete time signals
Application of Hidden Markov Models in Discrete Stochastic Signals Analysis
Particle Filters in Decision Making Problems under Uncertainty
Diffusion of Innovations on Random Networks
A Rich Content Self Study Tool
Optimization methods in momentum strategies development
Minority game and discrete time stochastic signals prediction
Equilibrium states on compact metric spaces
Signals and systems - Assignments
Stochastic signals prediction using technical analysis
Signals and Systems Laboratory Exercise
Pyramidia – An Integrative E-learning Tool
System for acquisition and processing news
Signals and systems - Multiple Choice Quiz
Complex system modelling using system dynamics
Signals and Systems Laboratory Exercise
Using ICT for transfer of knowledge with application in solving technical science problems
E-Mail System for Automatic Hoax Recognition
Tmil-O-Mat 02 - Web based teaching assistant for electrical network theory
Electrical circuits - Multiple Choice Quiz
Tmil-O-Mat - Web based teaching assistant for electrical network theory
Analysis of computer server log files
Practical Examples Used Information and Communication Technologies in Study of Signals and Systems
Teaching
University undergraduate
- Electrical Circuits (Lecturer in charge)
- Electrical Circuits (Lecturer in charge)
- Signals and Systems (Lecturer in charge)
- Signals and Systems (Lecturer in charge)
- Statistical Data Analysis (Lecturer in charge, Lecturer in charge)
- Statistical Data Analysis (Lecturer in charge, Lecturer in charge)
- BSc Thesis (Lecturers)
- BSc Thesis (Lecturers)
- BSc Thesis (Lecturers)
- BSc Thesis (Lecturers)
- BSc Thesis (Lecturers)
- Final BSc Project (Lecturers)
- Final BSc Thesis (Lecturers)
- Project (Lecturers)
- Project (Lecturers)
- Project (Lecturers)
- Project C (Lecturers)
- Project E (Lecturers)
- Software Design Project (Lecturers)
- Software Design Project (Lecturers)
University graduate
- Analytics of Finance (Lecturer in charge)
- Computational Statistics (Lecturer in charge)
- Deep Learning 2 (Lecturer in charge)
- Distributed Ledgers and Cryptocurrencies (Lecturer in charge)
- Mathematics of Finance (Lecturer in charge)
- Mathematics of Finance (Lecturer in charge)
- Multivariate Data Analysis (Lecturer in charge)
- Multivariate Data Analysis (Lecturer in charge)
- Graduation Thesis (Lecturers)
- Graduation Thesis (Lecturers)
- Graduation Thesis (Lecturers)
- Project (Lecturers)
- Project (Lecturers)
- Project (Lecturers)
- Project (Lecturers)
- Project (Lecturers)
- Seminar 2 (Lecturers)
Postgraduate doctoral study programme
- Graphs and Networks (Lecturer in charge)
- Reinforcement Learning (Lecturer in charge)
Postgraduate spec. study
- Distributed ledgers and cryptocurrencies (Lecturer in charge)
- Insurance analytics (Lecturer in charge)
Competences
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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