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    dr. sc. Stjepan Begušić

    Poslijedoktorand, Zavod za elektroničke sustave i obradbu informacija

    Reinforcement Learning Approaches to Optimal Market Making

    Gašperov, Bruno ; Begušić, Stjepan ; Posedel Šimović, Petra ; Kostanjčar, Zvonko
    Znanstveni i pregledni radovi, 2021.
    Mathematics

    Estimation of latent factors from high-dimensional financial time series based on unsupervised learning

    Begušić, Stjepan
    Doktorske disertacije, 2021.

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

    Begušić, Stjepan ; Kostanjčar, Zvonko
    Znanstveni i pregledni radovi, 2020.
    IEEE Access

    Estimating the Number of Latent Factors in High-Dimensional Financial Time Series

    Keranović, Vanessa ; Begušić, Stjepan ; Kostanjčar, Zvonko
    Drugi radovi u zbornicima skupova, 2020.
    2020 International Conference on Software, Telecommunications and Computer Networks (SoftCOM)

    Adaptive rolling window selection for minimum variance portfolio estimation based on reinforcement learning

    Gašperov, Bruno ; Šarić, Fredi ; Begušić, Stjepan ; Kostanjčar, Zvonko
    Drugi radovi u zbornicima skupova, 2020.
    2020 43rd International Convention on Information, Communication and Electronic Technology (MIPRO)

    On the predictive power of statistical factor models

    Begušić, Stjepan ; Keranović, Vanessa ; Jeren, Branko ; Kostanjčar, Zvonko
    Druga sudjelovanja na skupovima, 2019.
    International Conference on Quantitative Finance - Forecasting Financial Markets

    Cluster-Based Shrinkage of Correlation Matrices for Portfolio Optimization

    Begušić, Stjepan ; Kostanjčar, Zvonko
    Drugi radovi u zbornicima skupova, 2019.
    2019 11th International Symposium on Image and Signal Processing and Analysis (ISPA)

    Scaling properties of extreme price fluctuations in Bitcoin markets

    Begušić, Stjepan ; Kostanjčar, Zvonko ; Stanley, H. Eugene ; Podobnik, Boris
    Znanstveni i pregledni radovi, 2018.
    Physica. A, Statistical mechanics and its applications

    Market Microstructure and Order Book Dynamics in Cryptocurrency Exchanges

    Puljiz, Mate ; Begušić, Stjepan ; Kostanjčar, Zvonko
    Znanstveni radovi u zbornicima skupova, 2018.
    Crypto Valley Conference on Blockchain Technology

    Information Feedback in Temporal Networks as a Predictor of Market Crashes

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

    Information Flow Networks of Financial Time Series

    Begušić, Stjepan ; Kostanjčar, Zvonko
    Sažeci u zbornicima i časopisima, 2017.
    8th Conference on Complex Networks, CompleNet 2017

    Predictive Power of Complexity Theory in Financial Markets

    Begušić, Stjepan ; Kostanjčar, Zvonko ; Podobnik, Boris
    Sažeci u zbornicima i časopisima, 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
    Znanstveni radovi u zbornicima skupova, 2017.
    2017 International Conference on Smart Systems and Technologies (SST)

    Estimating Tipping Points in Feedback-Driven Financial Networks

    Kostanjčar, Zvonko ; Begušić, Stjepan ; Stanley, H. Eugene ; Podobnik, Boris
    Znanstveni i pregledni radovi, 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
    Sažeci u zbornicima i časopisima, 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
    Sažeci u zbornicima i časopisima, 2015.
    7th International Conference on Information Technologies and Information Society

    Wireless Indoor Positioning Relying on Observations of Received Power and Mean Delay

    Begušić, Stjepan ; Nygaard Urup, Daniel ; Kolonić, Jasmina ; Holbæk Pedersen, Henrik ; Wang, Wei ; Raulefs, Ronald ; Lomholt Jakobsen, Morten ; Steinbock, Gerhard ; Pedersen, Troels
    Znanstveni radovi u zbornicima skupova, 2013.
    IEEE International Conference on Communications 2013

    Nastava

    Sveučilišni preddiplomski

    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