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Zvonko Kostanjcar
Zvonko Kostanjcar
Associate Professor, University of Zagreb, Faculty of Electrical Engineering and Computing
Verified email at fer.hr - Homepage
Title
Cited by
Cited by
Year
Scaling properties of extreme price fluctuations in Bitcoin markets
S Begušić, Z Kostanjčar, HE Stanley, B Podobnik
Physica A: Statistical Mechanics and its Applications 510, 400-406, 2018
1252018
Market making with signals through deep reinforcement learning
B Gašperov, Z Kostanjčar
IEEE access 9, 61611-61622, 2021
392021
Authentication approach using one-time challenge generation based on user behavior patterns captured in transactional data sets
K Skračić, P Pale, Z Kostanjčar
Computers & security 67, 107-121, 2017
242017
Information feedback in temporal networks as a predictor of market crashes
S Begušić, Z Kostanjčar, D Kovač, HE Stanley, B Podobnik
Complexity 2018 (1), 2834680, 2018
232018
Deep neural networks for behavioral credit rating
A Merćep, L Mrčela, M Birov, Z Kostanjčar
Entropy 23 (1), 27, 2020
172020
Reinforcement learning approaches to optimal market making
B Gašperov, S Begušić, P Posedel Šimović, Z Kostanjčar
Mathematics 9 (21), 2689, 2021
162021
Estimating tipping points in feedback-driven financial networks
Z Kostanjčar, S Begušić, HE Stanley, B Podobnik
IEEE Journal of Selected Topics in Signal Processing 10 (6), 1040-1052, 2016
162016
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
142022
Churn prediction methods based on mutual customer interdependence
K Ljubičić, A Merćep, Z Kostanjčar
Journal of Computational Science 67, 101940, 2023
122023
Market microstructure and order book dynamics in cryptocurrency exchanges
M Puljiz, S Begušic, Z Kostanjcar
Crypto Valley Conference on Blockchain Technology, 1-4, 2018
122018
Pyramidia-an integrative e-learning tool
P Pale, I Miletic, Z Kostanjcar, H Pandzic, B Jeren
EUROCON 2007-The International Conference on" Computer as a Tool", 2459-2464, 2007
112007
E-mail system for automatic hoax recognition
T Petkovic, Z Kostanjcar, P Pale
27th MIPRO International Conference, 117-121, 2005
102005
Emergence of power-law and two-phase behavior in financial market fluctuations
Z Kostanjčar, B Jeren
Advances in complex systems 16 (01), 1350008, 2013
92013
Cluster-based shrinkage of correlation matrices for portfolio optimization
S Begušić, Z Kostanjčar
2019 11th International Symposium on Image and Signal Processing and …, 2019
82019
Impact of uncertainty in expected return estimation on stock price volatility
Z Kostanjcar, B Jeren, Z Juretic
Physica A: Statistical Mechanics and its Applications 391 (22), 5563-5571, 2012
82012
Development of Pyramidia: an integrative e-learning multimedia tool
P Pale, I Miletic, Z Kostanjcar, H Pandzic, B Jeren
International journal of electrical engineering education 48 (3), 264-279, 2011
82011
Particle filters in decision making problems under uncertainty
Z Kostanjcar, B Jeren, J Cerovec
Autom. J. Control Meas. Electr. Comput. Commun 50, 3-4, 2009
82009
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
62020
Practical examples used information and communication technologies in study of" Signals and Systems"
K Aleksic-Maslac, B Jeren, Z Kostanjcar, D Vasic
32nd Annual Frontiers in Education 3, S3E-S3E, 2002
52002
Cluster-specific latent factor estimation in high-dimensional financial time series
S Begušić, Z Kostanjčar
IEEE access 8, 164365-164379, 2020
42020
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