Stjepan Begusic

17 papers B 1C 1Misc 2Journal 9Unranked 3
YearRankTypeTitle / Venue / Authors
2024 J jnl
Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series.
CoRR
Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar
2024 J jnl
Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series.
J. Comput. Sci.
Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar
2024 B conf
Robot See, Robot Do: Imitation Reward for Noisy Financial Environments.
IEEE Big Data
Sven Goluza, Tomislav Kovacevic, Stjepan Begusic, Zvonko Kostanjcar
2024 J jnl
Robot See, Robot Do: Imitation Reward for Noisy Financial Environments.
CoRR
Sven Goluza, Tomislav Kovacevic, Stjepan Begusic, Zvonko Kostanjcar
2024 J jnl
Statistical arbitrage portfolio construction based on preference relations.
Expert Syst. Appl.
Fredi Saric, Stjepan Begusic, Andro Mercep, Zvonko Kostanjcar
2023 — conf
Deep Reinforcement Learning for Robust Goal-Based Wealth Management.
AIAI (1)
Tessa Bauman, Bruno Gasperov, Stjepan Begusic, Zvonko Kostanjcar
2023 J jnl
Deep Reinforcement Learning for Robust Goal-Based Wealth Management.
CoRR
Tessa Bauman, Bruno Gasperov, Stjepan Begusic, Zvonko Kostanjcar
2023 J jnl
Optimal Trend Labeling in Financial Time Series.
IEEE Access
Tomislav Kovacevic, Andro Mercep, Stjepan Begusic, Zvonko Kostanjcar
2022 Misc conf
Estimating the Block-Diagonal Idiosyncratic Covariance in High-Dimensional Factor Models.
SoftCOM
Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar
2020 — conf
Adaptive rolling window selection for minimum variance portfolio estimation based on reinforcement learning.
MIPRO
Bruno Gasperov, Fredi Saric, Stjepan Begusic, Zvonko Kostanjcar
2020 J jnl
Cluster-Specific Latent Factor Estimation in High-Dimensional Financial Time Series.
IEEE Access
Stjepan Begusic, Zvonko Kostanjcar
2020 Misc conf
Estimating the Number of Latent Factors in High-Dimensional Financial Time Series.
SoftCOM
Vanessa Keranovic, Stjepan Begusic, Zvonko Kostanjcar
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.
Stjepan Begusic
2019 C conf
Cluster-Based Shrinkage of Correlation Matrices for Portfolio Optimization.
ISPA
Stjepan Begusic, Zvonko Kostanjcar
2018 J jnl
Information Feedback in Temporal Networks as a Predictor of Market Crashes.
Complex.
Stjepan Begusic, Zvonko Kostanjcar, Dejan Kovac, Harry Eugene Stanley, Boris Podobnik
2016 J jnl
Estimating Tipping Points in Feedback-Driven Financial Networks.
IEEE J. Sel. Top. Signal Process.
Zvonko Kostanjcar, Stjepan Begusic, Harry Eugene Stanley, Boris Podobnik
2013 — conf
Wireless indoor positioning relying on observations of received power and mean delay.
ICC Workshops
Stjepan Begusic, Daniel Nygaard Urup, Jasmina Kolonic, Henrik Holbaek Pedersen, Wei Wang, Ronald Raulefs, Morten Lomholt Jakobsen, Gerhard Steinböck, Troels Pedersen