Stjepan Begušić
Stjepan Begušić
University of Zagreb, Faculty of Electrical Engineering and Computing
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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
Information feedback in temporal networks as a predictor of market crashes
S Begušić, Z Kostanjčar, D Kovač, HE Stanley, B Podobnik
Complexity 2018, 2018
Market microstructure and order book dynamics in cryptocurrency exchanges
M Puljiz, S Begušic, Z Kostanjcar
Crypto Valley Conference on Blockchain Technology, 2018
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
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
Cluster-based shrinkage of correlation matrices for portfolio optimization
S Begušić, Z Kostanjčar
2019 11th International Symposium on Image and Signal Processing and …, 2019
Cluster-specific latent factor estimation in high-dimensional financial time series
S Begušić, Z Kostanjčar
IEEE Access 8, 164365-164379, 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
Reinforcement Learning Approaches to Optimal Market Making
B Gašperov, S Begušić, P Posedel Šimović, Z Kostanjčar
Mathematics 9 (21), 2689, 2021
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
Momentum and liquidity in cryptocurrencies
S Begušić, Z Kostanjčar
arXiv preprint arXiv:1904.00890, 2019
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
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
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
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
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