Zvonko Kostanjcar

36 papers B 1C 1Misc 2Journal 21Unranked 11
YearRankTypeTitle / Venue / Authors
2025 J jnl
A Deep Learning Approach to Goal-Based Portfolio Optimization in Non-Stationary Environments.
IEEE Access
Tessa Bauman, Lovre Mrcela, Sven Goluza, Zvonko Kostanjcar
2025 J jnl
A Hierarchical Probabilistic Deep Learning Approach for Contextual Anomaly Detection in Mixed-Type Tabular Data.
IEEE Access
Lovre Mrcela, Zvonko Kostanjcar
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 — conf
Deep Reinforcement Learning for Goal-Based Investing Under Regime-Switching.
NLDL
Tessa Bauman, Sven Goluza, Bruno Gasperov, Zvonko Kostanjcar
2024 J jnl
Deep reinforcement learning with positional context for intraday trading.
Evol. Syst.
Sven Goluza, Tomislav Kovacevic, Tessa Bauman, Zvonko Kostanjcar
2024 — conf
Intrinsically Interpretable Models for Credit Risk Assessment.
MIPRO
Matej Duvnjak, Andro Mercep, Zvonko Kostanjcar
2024 — conf
Probabilistic Deep Learning Approach to Credit Card Fraud Detection.
MIPRO
Lovre Mrcela, 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 J jnl
Churn prediction methods based on mutual customer interdependence.
J. Comput. Sci.
Karmela Ljubicic, 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 — conf
Imitation Learning for Financial Applications.
MIPRO
Sven Goluza, Tessa Bauman, Tomislav Kovacevic, Zvonko Kostanjcar
2023 J jnl
Optimal Trend Labeling in Financial Time Series.
IEEE Access
Tomislav Kovacevic, Andro Mercep, Stjepan Begusic, Zvonko Kostanjcar
2022 — conf
Analysis of Complex Customer Networks: A Real-World Banking Example.
MIPRO
Karmela Ljubicic, Andro Mercep, Zvonko Kostanjcar
2022 J jnl
Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model.
CoRR
Bruno Gasperov, Zvonko Kostanjcar
2022 J jnl
Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model.
IEEE Control. Syst. Lett.
Bruno Gasperov, Zvonko Kostanjcar
2022 — conf
Effect of labeling algorithms on financial performance metrics.
MIPRO
Tomislav Kovacevic, Sven Goluza, Andro Mercep, Zvonko Kostanjcar
2022 Misc conf
Estimating the Block-Diagonal Idiosyncratic Covariance in High-Dimensional Factor Models.
SoftCOM
Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar
2021 J jnl
Addendum: Merćep, A., et al. Deep Neural Networks for Behavioral Credit Rating. Entropy 2021, 23, 27.
Entropy
Andro Mercep, Lovre Mrcela, Matija Birov, Zvonko Kostanjcar
2021 J jnl
Deep Neural Networks for Behavioral Credit Rating.
Entropy
Andro Mercep, Lovre Mrcela, Matija Birov, Zvonko Kostanjcar
2021 J jnl
Market Making With Signals Through Deep Reinforcement Learning.
IEEE Access
Bruno Gasperov, 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 — conf
Impact of Look-Back Period on Soil Temperature Estimation Using Machine Learning Models.
I2MTC
Tomislav Kovacevic, Lovre Mrcela, Andro Mercep, Zvonko Kostanjcar
2020 — conf
Modeling Agricultural Production Activities Using Weather and Soil Parameters.
MIPRO
Tomislav Kovacevic, Lovre Mrcela, Andro Mercep, Zvonko Kostanjcar
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
2017 J jnl
Authentication approach using one-time challenge generation based on user behavior patterns captured in transactional data sets.
Comput. Secur.
Kristian Skracic, Predrag Pale, Zvonko Kostanjcar
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
2014 — conf
Modelling the relationship between developed equity markets and emerging equity markets.
CIFEr
Zvonko Kostanjcar, Branko Jeren, Zeljan Juretic
2013 J jnl
Emergence of Power-Law and Two-phase Behavior in Financial Market fluctuations.
Adv. Complex Syst.
Zvonko Kostanjcar, Branko Jeren
2010 J jnl
Online vs. written multiple-choice questions tests: accuracy and usefulness.
Int. J. Intell. Def. Support Syst.
Tomislav Petkovic, Zvonko Kostanjcar, Ana Sovic