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ORCIDZvonko Kostanjcar
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2020 – today
- 2024
[j15]Fredi Saric, Stjepan Begusic
, Andro Mercep, Zvonko Kostanjcar:
Statistical arbitrage portfolio construction based on preference relations. Expert Syst. Appl. 238(Part C): 121906 (2024)- [j14]Sven Goluza, Tomislav Kovacevic, Tessa Bauman, Zvonko Kostanjcar:
Deep reinforcement learning with positional context for intraday trading. Evol. Syst. 15(5): 1865-1880 (2024) - [j13]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) - [c14]Matej Duvnjak, Andro Mercep, Zvonko Kostanjcar:
Intrinsically Interpretable Models for Credit Risk Assessment. MIPRO 2024: 31-36 - [c13]Lovre Mrcela, Zvonko Kostanjcar:
Probabilistic Deep Learning Approach to Credit Card Fraud Detection. MIPRO 2024: 181-186 - [c12]Tessa Bauman, Sven Goluza, Bruno Gasperov, Zvonko Kostanjcar:
Deep Reinforcement Learning for Goal-Based Investing Under Regime-Switching. NLDL 2024: 13-19 - [i4]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) - [i3]Sven Goluza, Tomislav Kovacevic, Stjepan Begusic, Zvonko Kostanjcar:
Robot See, Robot Do: Imitation Reward for Noisy Financial Environments. CoRR abs/2411.08637 (2024) - 2023
- [j12]Tomislav Kovacevic, Andro Mercep, Stjepan Begusic, Zvonko Kostanjcar:
Optimal Trend Labeling in Financial Time Series. IEEE Access 11: 83822-83832 (2023) - [j11]Karmela Ljubicic, Andro Mercep, Zvonko Kostanjcar:
Churn prediction methods based on mutual customer interdependence. J. Comput. Sci. 67: 101940 (2023) - [c11]Tessa Bauman, Bruno Gasperov, Stjepan Begusic, Zvonko Kostanjcar:
Deep Reinforcement Learning for Robust Goal-Based Wealth Management. AIAI (1) 2023: 69-80 - [c10]Sven Goluza, Tessa Bauman, Tomislav Kovacevic, Zvonko Kostanjcar:
Imitation Learning for Financial Applications. MIPRO 2023: 1130-1135 - [i2]Tessa Bauman, Bruno Gasperov, Stjepan Begusic, Zvonko Kostanjcar:
Deep Reinforcement Learning for Robust Goal-Based Wealth Management. CoRR abs/2307.13501 (2023) - 2022
- [j10]Bruno Gasperov, Zvonko Kostanjcar:
Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model. IEEE Control. Syst. Lett. 6: 2485-2490 (2022) - [c9]Karmela Ljubicic, Andro Mercep, Zvonko Kostanjcar:
Analysis of Complex Customer Networks: A Real-World Banking Example. MIPRO 2022: 321-326 - [c8]Tomislav Kovacevic, Sven Goluza, Andro Mercep, Zvonko Kostanjcar:
Effect of labeling algorithms on financial performance metrics. MIPRO 2022: 980-984 - [c7]Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar:
Estimating the Block-Diagonal Idiosyncratic Covariance in High-Dimensional Factor Models. SoftCOM 2022: 1-6 - [i1]Bruno Gasperov, Zvonko Kostanjcar:
Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model. CoRR abs/2207.09951 (2022) - 2021
- [j9]Bruno Gasperov, Zvonko Kostanjcar:
Market Making With Signals Through Deep Reinforcement Learning. IEEE Access 9: 61611-61622 (2021) - [j8]Andro Mercep, Lovre Mrcela, Matija Birov, Zvonko Kostanjcar:
Deep Neural Networks for Behavioral Credit Rating. Entropy 23(1): 27 (2021) - [j7]Andro Mercep, Lovre Mrcela, Matija Birov, Zvonko Kostanjcar:
Addendum: Merćep, A., et al. Deep Neural Networks for Behavioral Credit Rating. Entropy 2021, 23, 27. Entropy 23(3): 330 (2021) - 2020
- [j6]Stjepan Begusic, Zvonko Kostanjcar:
Cluster-Specific Latent Factor Estimation in High-Dimensional Financial Time Series. IEEE Access 8: 164365-164379 (2020) - [c6]Tomislav Kovacevic, Lovre Mrcela, Andro Mercep, Zvonko Kostanjcar:
Impact of Look-Back Period on Soil Temperature Estimation Using Machine Learning Models. I2MTC 2020: 1-6 - [c5]Tomislav Kovacevic, Lovre Mrcela, Andro Mercep, Zvonko Kostanjcar:
Modeling Agricultural Production Activities Using Weather and Soil Parameters. MIPRO 2020: 228-232 - [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
- [j5]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) - 2017
- [j4]Kristian Skracic, Predrag Pale, Zvonko Kostanjcar:
Authentication approach using one-time challenge generation based on user behavior patterns captured in transactional data sets. Comput. Secur. 67: 107-121 (2017) - 2016
- [j3]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) - 2014
- [c1]Zvonko Kostanjcar, Branko Jeren, Zeljan Juretic:
Modelling the relationship between developed equity markets and emerging equity markets. CIFEr 2014: 270-277 - 2013
- [j2]Zvonko Kostanjcar, Branko Jeren:
Emergence of Power-Law and Two-phase Behavior in Financial Market fluctuations. Adv. Complex Syst. 16(1) (2013) - 2010
- [j1]Tomislav Petkovic, Zvonko Kostanjcar, Ana Sovic:
Online vs. written multiple-choice questions tests: accuracy and usefulness. Int. J. Intell. Def. Support Syst. 3(1/2): 101-115 (2010)
Coauthor Index
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