Market making with signals through deep reinforcement learning B Gašperov, Z Kostanjčar IEEE access 9, 61611-61622, 2021 | 48 | 2021 |
Reinforcement learning approaches to optimal market making B Gašperov, S Begušić, P Posedel Šimović, Z Kostanjčar Mathematics 9 (21), 2689, 2021 | 28 | 2021 |
Deep reinforcement learning for market making under a hawkes process-based limit order book model B Gašperov, Z Kostanjčar IEEE control systems letters 6, 2485-2490, 2022 | 19 | 2022 |
Adaptive rolling window selection for minimum variance portfolio estimation based on reinforcement learning B Gašperov, F Šarić, S Begušić, Z Kostanjčar 2020 43rd International Convention on Information, Communication and …, 2020 | 6 | 2020 |
Deep Reinforcement Learning for Robust Goal-Based Wealth Management T Bauman, B Gašperov, S Begušić, Z Kostanjčar IFIP International Conference on Artificial Intelligence Applications and …, 2023 | 3 | 2023 |
A New Angle: On Evolving Rotation Symmetric Boolean Functions C Carlet, M Durasevic, B Gasperov, D Jakobovic, L Mariot, S Picek International Conference on the Applications of Evolutionary Computation …, 2024 | 2 | 2024 |
On evolvability and behavior landscapes in neuroevolutionary divergent search B Gašperov, M Đurasević Proceedings of the Genetic and Evolutionary Computation Conference, 1203-1211, 2023 | 2 | 2023 |
Leveraging More of Biology in Evolutionary Reinforcement Learning B Gašperov, M Đurasević, D Jakobovic International Conference on the Applications of Evolutionary Computation …, 2024 | 1 | 2024 |
Deep Reinforcement Learning for Goal-Based Investing Under Regime-Switching T Bauman, S Goluža, B Gasperov, Z Kostanjcar Northern Lights Deep Learning Conference, 13-19, 2024 | 1 | 2024 |
Meta-learning in evolutionary reinforcement learning: some paths forward B Gašperov, B Šter | | 2024 |
ECF: A C++ framework for evolutionary computation D Jakobovic, M Đurasević, S Picek, B Gašperov SoftwareX 27, 101640, 2024 | | 2024 |
Finding Near-Optimal Portfolios with Quality-Diversity B Gašperov, M Đurasević, D Jakobovic International Conference on the Applications of Evolutionary Computation …, 2024 | | 2024 |
A Search for Nonlinear Balanced Boolean Functions by Leveraging Phenotypic Properties B Gašperov, M Đurasević, D Jakobović Proceedings of the Companion Conference on Genetic and Evolutionary …, 2023 | | 2023 |
Deep reinforcement learning for market making with time-varying order arrival intensities B Gašperov University of Zagreb. Faculty of Electrical Engineering and Computing …, 2022 | | 2022 |
Prediction of Cashflow Timing and Patterns in International Bank Accounts B Gašperov, S Begušić, Z Kostanjčar, O Aghzinnay STAges de REcherche BEI-EIB final report, 2021 | | 2021 |
Reinforcement Learning Approaches to Optimal Market Making. Mathematics 2021, 9, 2689 B Gašperov, S Begušic, P Posedel Šimovic, Z Kostanjcar s Note: MDPI stays neutral with regard to jurisdictional claims in published …, 2021 | | 2021 |
Signaling in generalized Spence two-job market models and its effect on social welfare B Gasperov Wirtschaftsuniversität Wien (Vienna University of Economics and Business), 2016 | | 2016 |