Zvonko Kostanjcar

According to our database, Zvonko Kostanjcar authored at least 29 papers between 2010 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Deep reinforcement learning with positional context for intraday trading.

Sven Goluza, Tomislav Kovacevic, Tessa Bauman, Zvonko Kostanjcar

Evol. Syst., October, 2024

Statistical arbitrage portfolio construction based on preference relations.

Fredi Saric, Stjepan Begusic, Andro Mercep, Zvonko Kostanjcar

Expert Syst. Appl., March, 2024

Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series.

Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar

J. Comput. Sci., 2024

Deep Reinforcement Learning for Goal-Based Investing Under Regime-Switching.

Tessa Bauman, Sven Goluza, Bruno Gasperov, Zvonko Kostanjcar

Proceedings of the Northern Lights Deep Learning Conference, 2024

Probabilistic Deep Learning Approach to Credit Card Fraud Detection.

Lovre Mrcela, Zvonko Kostanjcar

Proceedings of the 47th MIPRO ICT and Electronics Convention, 2024

Intrinsically Interpretable Models for Credit Risk Assessment.

Matej Duvnjak, Andro Mercep, Zvonko Kostanjcar

Proceedings of the 47th MIPRO ICT and Electronics Convention, 2024

2023

Churn prediction methods based on mutual customer interdependence.

Karmela Ljubicic, Andro Mercep, Zvonko Kostanjcar

J. Comput. Sci., March, 2023

Optimal Trend Labeling in Financial Time Series.

Tomislav Kovacevic, Andro Mercep, Stjepan Begusic, Zvonko Kostanjcar

IEEE Access, 2023

Imitation Learning for Financial Applications.

Sven Goluza, Tessa Bauman, Tomislav Kovacevic, Zvonko Kostanjcar

Proceedings of the 46th MIPRO ICT and Electronics Convention, 2023

Deep Reinforcement Learning for Robust Goal-Based Wealth Management.

Tessa Bauman, Bruno Gasperov, Stjepan Begusic, Zvonko Kostanjcar

Proceedings of the Artificial Intelligence Applications and Innovations, 2023

2022

Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model.

Bruno Gasperov, Zvonko Kostanjcar

IEEE Control. Syst. Lett., 2022

Estimating the Block-Diagonal Idiosyncratic Covariance in High-Dimensional Factor Models.

Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar

Proceedings of the 30th International Conference on Software, 2022

Analysis of Complex Customer Networks: A Real-World Banking Example.

Karmela Ljubicic, Andro Mercep, Zvonko Kostanjcar

Proceedings of the 45th Jubilee International Convention on Information, 2022

Effect of labeling algorithms on financial performance metrics.

Tomislav Kovacevic, Sven Goluza, Andro Mercep, Zvonko Kostanjcar

Proceedings of the 45th Jubilee International Convention on Information, 2022

2021

Addendum: Merćep, A., et al. Deep Neural Networks for Behavioral Credit Rating. Entropy 2021, 23, 27.

Andro Mercep, Lovre Mrcela, Matija Birov, Zvonko Kostanjcar

Entropy, 2021

Deep Neural Networks for Behavioral Credit Rating.

Andro Mercep, Lovre Mrcela, Matija Birov, Zvonko Kostanjcar

Entropy, 2021

Market Making With Signals Through Deep Reinforcement Learning.

Bruno Gasperov, Zvonko Kostanjcar

IEEE Access, 2021

2020

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

Stjepan Begusic, Zvonko Kostanjcar

IEEE Access, 2020

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

Vanessa Keranovic, Stjepan Begusic, Zvonko Kostanjcar

Proceedings of the 28th International Conference on Software, 2020

Modeling Agricultural Production Activities Using Weather and Soil Parameters.

Tomislav Kovacevic, Lovre Mrcela, Andro Mercep, Zvonko Kostanjcar

Proceedings of the 43rd International Convention on Information, 2020

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

Bruno Gasperov, Fredi Saric, Stjepan Begusic, Zvonko Kostanjcar

Proceedings of the 43rd International Convention on Information, 2020

Impact of Look-Back Period on Soil Temperature Estimation Using Machine Learning Models.

Tomislav Kovacevic, Lovre Mrcela, Andro Mercep, Zvonko Kostanjcar

Proceedings of the 2020 IEEE International Instrumentation and Measurement Technology Conference, 2020

2019

Cluster-Based Shrinkage of Correlation Matrices for Portfolio Optimization.

Stjepan Begusic, Zvonko Kostanjcar

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.

Stjepan Begusic, Zvonko Kostanjcar, Dejan Kovac, Harry Eugene Stanley, Boris Podobnik

Complex., 2018

2017

Authentication approach using one-time challenge generation based on user behavior patterns captured in transactional data sets.

Kristian Skracic, Predrag Pale, Zvonko Kostanjcar

Comput. Secur., 2017

2016

Estimating Tipping Points in Feedback-Driven Financial Networks.

Zvonko Kostanjcar, Stjepan Begusic, Harry Eugene Stanley, Boris Podobnik

IEEE J. Sel. Top. Signal Process., 2016

2014

Modelling the relationship between developed equity markets and emerging equity markets.

Zvonko Kostanjcar, Branko Jeren, Zeljan Juretic

Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

2013

Emergence of Power-Law and Two-phase Behavior in Financial Market fluctuations.

Zvonko Kostanjcar, Branko Jeren

Adv. Complex Syst., 2013

2010

Online vs. written multiple-choice questions tests: accuracy and usefulness.

Tomislav Petkovic, Zvonko Kostanjcar, Ana Sovic

Int. J. Intell. Def. Support Syst., 2010