Stjepan Begusic

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 13

Top Topics

Reinforcement Learning

Financial Time Series

Top Venues

IEEE J. Sel. Top. Signal Process.

Publications

Fredi Saric, Stjepan Begusic, Andro Mercep, Zvonko Kostanjcar
Statistical arbitrage portfolio construction based on preference relations. Expert Syst. Appl. 238 (Part C) (2024)
Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar
Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series. CoRR (2024)
Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar
Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series. J. Comput. Sci. 81 (2024)
Tessa Bauman, Bruno Gasperov, Stjepan Begusic, Zvonko Kostanjcar
Deep Reinforcement Learning for Robust Goal-Based Wealth Management. AIAI (1) (2023)
Tessa Bauman, Bruno Gasperov, Stjepan Begusic, Zvonko Kostanjcar
Deep Reinforcement Learning for Robust Goal-Based Wealth Management. CoRR (2023)
Tomislav Kovacevic, Andro Mercep, Stjepan Begusic, Zvonko Kostanjcar
Optimal Trend Labeling in Financial Time Series. IEEE Access 11 (2023)
Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar
Estimating the Block-Diagonal Idiosyncratic Covariance in High-Dimensional Factor Models. SoftCOM (2022)
Bruno Gasperov, Fredi Saric, Stjepan Begusic, Zvonko Kostanjcar
Adaptive rolling window selection for minimum variance portfolio estimation based on reinforcement learning. MIPRO (2020)
Stjepan Begusic, Zvonko Kostanjcar
Cluster-Specific Latent Factor Estimation in High-Dimensional Financial Time Series. IEEE Access 8 (2020)
Vanessa Keranovic, Stjepan Begusic, Zvonko Kostanjcar
Estimating the Number of Latent Factors in High-Dimensional Financial Time Series. SoftCOM (2020)
Stjepan Begusic, Zvonko Kostanjcar
Cluster-Based Shrinkage of Correlation Matrices for Portfolio Optimization. ISPA (2019)
Stjepan Begusic, Zvonko Kostanjcar, Dejan Kovac, Harry Eugene Stanley, Boris Podobnik
Information Feedback in Temporal Networks as a Predictor of Market Crashes. Complex. 2018 (2018)
Zvonko Kostanjcar, Stjepan Begusic, Harry Eugene Stanley, Boris Podobnik
Estimating Tipping Points in Feedback-Driven Financial Networks. IEEE J. Sel. Top. Signal Process. 10 (6) (2016)
Stjepan Begusic, Daniel Nygaard Urup, Jasmina Kolonic, Henrik Holbaek Pedersen, Wei Wang, Ronald Raulefs, Morten Lomholt Jakobsen, Gerhard Steinböck, Troels Pedersen
Wireless indoor positioning relying on observations of received power and mean delay. ICC Workshops (2013)