Stjepan Begusic

Orcid: 0000-0002-3186-1749

According to our database1, Stjepan Begusic authored at least 13 papers between 2013 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
Statistical arbitrage portfolio construction based on preference relations.
Expert Syst. Appl., March, 2024

Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series.
J. Comput. Sci., 2024

2023
Optimal Trend Labeling in Financial Time Series.
IEEE Access, 2023

Deep Reinforcement Learning for Robust Goal-Based Wealth Management.
Proceedings of the Artificial Intelligence Applications and Innovations, 2023

2022
Estimating the Block-Diagonal Idiosyncratic Covariance in High-Dimensional Factor Models.
Proceedings of the 30th International Conference on Software, 2022

2020
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.
PhD thesis, 2020

Cluster-Specific Latent Factor Estimation in High-Dimensional Financial Time Series.
IEEE Access, 2020

Estimating the Number of Latent Factors in High-Dimensional Financial Time Series.
Proceedings of the 28th International Conference on Software, 2020

Adaptive rolling window selection for minimum variance portfolio estimation based on reinforcement learning.
Proceedings of the 43rd International Convention on Information, 2020

2019
Cluster-Based Shrinkage of Correlation Matrices for Portfolio Optimization.
Proceedings of the 11th International Symposium on Image and Signal Processing and Analysis, 2019

2018
Information Feedback in Temporal Networks as a Predictor of Market Crashes.
Complex., 2018

2016
Estimating Tipping Points in Feedback-Driven Financial Networks.
IEEE J. Sel. Top. Signal Process., 2016

2013
Wireless indoor positioning relying on observations of received power and mean delay.
Proceedings of the IEEE International Conference on Communications, 2013


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