| 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 | 126 | 2018 |
| 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 | 24 | 2018 |
| Reinforcement learning approaches to optimal market making B Gašperov, S Begušić, P Posedel Šimović, Z Kostanjčar Mathematics 9 (21), 2689, 2021 | 20 | 2021 |
| 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 | 16 | 2016 |
| Market microstructure and order book dynamics in cryptocurrency exchanges M Puljiz, S Begušic, Z Kostanjcar Crypto Valley Conference on Blockchain Technology, 1-4, 2018 | 12 | 2018 |
| Cluster-based shrinkage of correlation matrices for portfolio optimization S Begušić, Z Kostanjčar 2019 11th International Symposium on Image and Signal Processing and …, 2019 | 8 | 2019 |
| 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 |
| Wireless indoor positioning relying on observations of received power and mean delay S Begušić, DN Urup, J Kolonić, HH Pedersen, W Wang, R Raulefs, ... 2013 IEEE International Conference on Communications Workshops (ICC), 74-78, 2013 | 5 | 2013 |
| Cluster-specific latent factor estimation in high-dimensional financial time series S Begušić, Z Kostanjčar IEEE access 8, 164365-164379, 2020 | 4 | 2020 |
| Portfolio optimization using preference relation based on statistical arbitrage L Mrčela, A Merćep, S Begušić, Z Kostanjčar 2017 International Conference on Smart Systems and Technologies (SST), pp …, 2017 | 4 | 2017 |
| 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 |
| Momentum and liquidity in cryptocurrencies S Begušić, Z Kostanjčar arXiv preprint arXiv:1904.00890, 2019 | 3 | 2019 |
| Statistical arbitrage portfolio construction based on preference relations F Šarić, S Begušić, A Merćep, Z Kostanjčar Expert systems with applications 238, 121906, 2024 | 1 | 2024 |
| Optimal Trend Labeling in Financial Time Series T Kovačević, A Merćep, S Begušić, Z Kostanjčar IEEE access, 2023 | 1 | 2023 |
| Estimating the Block-Diagonal Idiosyncratic Covariance in High-Dimensional Factor Models L Žignić, S Begušić, Z Kostanjčar 2022 International Conference on Software, Telecommunications and Computer …, 2022 | 1 | 2022 |
| Estimating the Number of Latent Factors in High-Dimensional Financial Time Series V Keranović, S Begušić, Z Kostanjčar 2020 International Conference on Software, Telecommunications and Computer …, 2020 | 1 | 2020 |
| Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series L Žignić, S Begušić, Z Kostanjčar Journal of Computational Science, 102348, 2024 | | 2024 |
| 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 |
| Estimation of latent factors from high-dimensional financial time series based on unsupervised learning. S Begušić University of Zagreb. Faculty of Electrical Engineering and Computing …, 2020 | | 2020 |
| On the predictive power of statistical factor models S Begušić, V Keranović, B Jeren, Z Kostanjčar International Conference on Quantitative Finance-Forecasting Financial Markets, 2019 | | 2019 |
Zvonko KostanjcarAssociate Professor, University of Zagreb, Faculty of Electrical Engineering and ComputingVerified email at fer.hr
