PristupačnostNa FER-u postoji više zaposlenika s imenom
Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series
Optimal Trend Labeling in Financial Time Series
Statistical arbitrage portfolio construction based on preference relations
Deep Reinforcement Learning for Robust Goal-Based Wealth Management
Deep Reinforcement Learning for Robust Goal-Based Wealth Management
Estimating the Block-Diagonal Idiosyncratic Covariance in High- Dimensional Factor Models
Estimation of latent factors from high-dimensional financial time series based on unsupervised learning
Reinforcement Learning Approaches to Optimal Market Making
Adaptive rolling window selection for minimum variance portfolio estimation based on reinforcement learning
Estimating the Number of Latent Factors in High-Dimensional Financial Time Series
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
Information Feedback in Temporal Networks as a Predictor of Market Crashes
Market Microstructure and Order Book Dynamics in Cryptocurrency Exchanges
Scaling properties of extreme price fluctuations in Bitcoin markets
Information Flow Networks of Financial Time Series
Predictive Power of Complexity Theory in Financial Markets
Portfolio optimization using preference relation based on statistical arbitrage
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?
Wireless Indoor Positioning Relying on Observations of Received Power and Mean Delay
Nastava
Sveučilišni preddiplomski
- Obrada informacija (Nositelj)
- Obrada informacija (Nositelj)
- Projekt R (Predavanja)
- Statistička analiza podataka (Predavanja, Predavanja)
- Završni rad (Predavanja)
- Statistička analiza podataka (Laboratorijske vježbe, Laboratorijske vježbe)
Sveučilišni diplomski
- Analitika financija (Nositelj)
- Multivarijatna analiza podataka (Nositelj)
- Multivarijatna analiza podataka (Nositelj)
- Diplomski rad (Predavanja)
- Diplomski rad (Predavanja)
- Projekt (Predavanja)
- Raspodijeljene glavne knjige i kriptovalute (Predavanja, Laboratorijske vježbe, Seminar)
- Seminar 1 (Predavanja)
Poslijediplomski doktorski
Kompetencije
-
Computational and artificial intelligence
Machine learning Computational intelligence -
Mathematics
Statistics Covariance matrices Dimensionality reduction Time series analysis -
Engineering management
Asset management Econometrics Stock markets