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Stjepan Begusic
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2020 – today
- 2024
- [j6]Fredi Saric, Stjepan Begusic
, Andro Mercep
, Zvonko Kostanjcar:
Statistical arbitrage portfolio construction based on preference relations. Expert Syst. Appl. 238(Part C): 121906 (2024) - [j5]Lucija Zignic, Stjepan Begusic
, Zvonko Kostanjcar:
Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series. J. Comput. Sci. 81: 102348 (2024) - [c7]Sven Goluza
, Tomislav Kovacevic
, Stjepan Begusic
, Zvonko Kostanjcar:
Robot See, Robot Do: Imitation Reward for Noisy Financial Environments. IEEE Big Data 2024: 4884-4891 - [i3]Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar:
Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series. CoRR abs/2407.03781 (2024) - [i2]Sven Goluza, Tomislav Kovacevic, Stjepan Begusic, Zvonko Kostanjcar:
Robot See, Robot Do: Imitation Reward for Noisy Financial Environments. CoRR abs/2411.08637 (2024) - 2023
- [j4]Tomislav Kovacevic
, Andro Mercep
, Stjepan Begusic
, Zvonko Kostanjcar
:
Optimal Trend Labeling in Financial Time Series. IEEE Access 11: 83822-83832 (2023) - [c6]Tessa Bauman
, Bruno Gasperov
, Stjepan Begusic
, Zvonko Kostanjcar
:
Deep Reinforcement Learning for Robust Goal-Based Wealth Management. AIAI (1) 2023: 69-80 - [i1]Tessa Bauman, Bruno Gasperov, Stjepan Begusic, Zvonko Kostanjcar:
Deep Reinforcement Learning for Robust Goal-Based Wealth Management. CoRR abs/2307.13501 (2023) - 2022
- [c5]Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar:
Estimating the Block-Diagonal Idiosyncratic Covariance in High-Dimensional Factor Models. SoftCOM 2022: 1-6 - 2020
- [b1]Stjepan Begusic:
Estimation of latent factors from high-dimensional financial time series based on unsupervised learning. ; Procjena latentnih faktora iz visokodimenzionalnih financijskih vremenskih nizova primjenom nenadziranoga učenja. University of Zagreb, Croatia, 2020 - [j3]Stjepan Begusic
, Zvonko Kostanjcar
:
Cluster-Specific Latent Factor Estimation in High-Dimensional Financial Time Series. IEEE Access 8: 164365-164379 (2020) - [c4]Bruno Gasperov
, Fredi Saric, Stjepan Begusic
, Zvonko Kostanjcar:
Adaptive rolling window selection for minimum variance portfolio estimation based on reinforcement learning. MIPRO 2020: 1098-1102 - [c3]Vanessa Keranovic, Stjepan Begusic
, Zvonko Kostanjcar:
Estimating the Number of Latent Factors in High-Dimensional Financial Time Series. SoftCOM 2020: 1-5
2010 – 2019
- 2019
- [c2]Stjepan Begusic
, Zvonko Kostanjcar:
Cluster-Based Shrinkage of Correlation Matrices for Portfolio Optimization. ISPA 2019: 301-305 - 2018
- [j2]Stjepan Begusic
, Zvonko Kostanjcar, Dejan Kovac
, Harry Eugene Stanley, Boris Podobnik
:
Information Feedback in Temporal Networks as a Predictor of Market Crashes. Complex. 2018: 2834680:1-2834680:13 (2018) - 2016
- [j1]Zvonko Kostanjcar, Stjepan Begusic
, Harry Eugene Stanley, Boris Podobnik
:
Estimating Tipping Points in Feedback-Driven Financial Networks. IEEE J. Sel. Top. Signal Process. 10(6): 1040-1052 (2016) - 2013
- [c1]Stjepan Begusic
, Daniel Nygaard Urup, Jasmina Kolonic, Henrik Holbaek Pedersen, Wei Wang, Ronald Raulefs, Morten Lomholt Jakobsen, Gerhard Steinböck
, Troels Pedersen
:
Wireless indoor positioning relying on observations of received power and mean delay. ICC Workshops 2013: 74-78
Coauthor Index

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