Zvonko Kostanjcar

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 29

Top Topics

Financial Time Series

Reinforcement Learning

User Behavior Patterns

Fraud Detection

Top Venues

J. Comput. Sci.

Publications

Fredi Saric, Stjepan Begusic, Andro Mercep, Zvonko Kostanjcar
Statistical arbitrage portfolio construction based on preference relations. Expert Syst. Appl. 238 (Part C) (2024)
Lovre Mrcela, Zvonko Kostanjcar
Probabilistic Deep Learning Approach to Credit Card Fraud Detection. MIPRO (2024)
Sven Goluza, Tomislav Kovacevic, Tessa Bauman, Zvonko Kostanjcar
Deep reinforcement learning with positional context for intraday trading. Evol. Syst. 15 (5) (2024)
Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar
Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series. CoRR (2024)
Tessa Bauman, Sven Goluza, Bruno Gasperov, Zvonko Kostanjcar
Deep Reinforcement Learning for Goal-Based Investing Under Regime-Switching. NLDL (2024)
Matej Duvnjak, Andro Mercep, Zvonko Kostanjcar
Intrinsically Interpretable Models for Credit Risk Assessment. MIPRO (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)
Karmela Ljubicic, Andro Mercep, Zvonko Kostanjcar
Churn prediction methods based on mutual customer interdependence. J. Comput. Sci. 67 (2023)
Tomislav Kovacevic, Andro Mercep, Stjepan Begusic, Zvonko Kostanjcar
Optimal Trend Labeling in Financial Time Series. IEEE Access 11 (2023)
Sven Goluza, Tessa Bauman, Tomislav Kovacevic, Zvonko Kostanjcar
Imitation Learning for Financial Applications. MIPRO (2023)
Tomislav Kovacevic, Sven Goluza, Andro Mercep, Zvonko Kostanjcar
Effect of labeling algorithms on financial performance metrics. MIPRO (2022)
Bruno Gasperov, Zvonko Kostanjcar
Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model. IEEE Control. Syst. Lett. 6 (2022)
Bruno Gasperov, Zvonko Kostanjcar
Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model. CoRR (2022)
Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar
Estimating the Block-Diagonal Idiosyncratic Covariance in High-Dimensional Factor Models. SoftCOM (2022)
Karmela Ljubicic, Andro Mercep, Zvonko Kostanjcar
Analysis of Complex Customer Networks: A Real-World Banking Example. MIPRO (2022)
Andro Mercep, Lovre Mrcela, Matija Birov, Zvonko Kostanjcar
Deep Neural Networks for Behavioral Credit Rating. Entropy 23 (1) (2021)
Andro Mercep, Lovre Mrcela, Matija Birov, Zvonko Kostanjcar
Addendum: Merćep, A., et al. Deep Neural Networks for Behavioral Credit Rating. Entropy 2021, 23, 27. Entropy 23 (3) (2021)
Bruno Gasperov, Zvonko Kostanjcar
Market Making With Signals Through Deep Reinforcement Learning. IEEE Access 9 (2021)
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)
Tomislav Kovacevic, Lovre Mrcela, Andro Mercep, Zvonko Kostanjcar
Impact of Look-Back Period on Soil Temperature Estimation Using Machine Learning Models. I2MTC (2020)
Vanessa Keranovic, Stjepan Begusic, Zvonko Kostanjcar
Estimating the Number of Latent Factors in High-Dimensional Financial Time Series. SoftCOM (2020)
Tomislav Kovacevic, Lovre Mrcela, Andro Mercep, Zvonko Kostanjcar
Modeling Agricultural Production Activities Using Weather and Soil Parameters. MIPRO (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)
Kristian Skracic, Predrag Pale, Zvonko Kostanjcar
Authentication approach using one-time challenge generation based on user behavior patterns captured in transactional data sets. Comput. Secur. 67 (2017)
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)
Zvonko Kostanjcar, Branko Jeren, Zeljan Juretic
Modelling the relationship between developed equity markets and emerging equity markets. CIFEr (2014)
Zvonko Kostanjcar, Branko Jeren
Emergence of Power-Law and Two-phase Behavior in Financial Market fluctuations. Adv. Complex Syst. 16 (1) (2013)
Tomislav Petkovic, Zvonko Kostanjcar, Ana Sovic
Online vs. written multiple-choice questions tests: accuracy and usefulness. Int. J. Intell. Def. Support Syst. 3 (1/2) (2010)