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 | 123 | 2018 |
Market making with signals through deep reinforcement learning B Gašperov, Z Kostanjčar IEEE access 9, 61611-61622, 2021 | 36 | 2021 |
Information feedback in temporal networks as a predictor of market crashes S Begušić, Z Kostanjčar, D Kovač, HE Stanley, B Podobnik Complexity 2018, 1-13, 2018 | 23 | 2018 |
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 | 23 | 2017 |
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 |
Deep neural networks for behavioral credit rating A Merćep, L Mrčela, M Birov, Z Kostanjčar Entropy 23 (1), 27, 2020 | 14 | 2020 |
Reinforcement learning approaches to optimal market making B Gašperov, S Begušić, P Posedel Šimović, Z Kostanjčar Mathematics 9 (21), 2689, 2021 | 12 | 2021 |
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 |
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 | 11 | 2022 |
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 | 11 | 2007 |
Emergence of power-law and two-phase behavior in financial market fluctuations Z Kostanjčar, B Jeren Advances in Complex Systems 16 (01), 1350008, 2013 | 10 | 2013 |
E-mail system for automatic hoax recognition T Petkovic, Z Kostanjcar, P Pale 27th MIPRO International Conference, 117-121, 2005 | 10 | 2005 |
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 | 8 | 2012 |
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 | 8 | 2009 |
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 | 7 | 2011 |
Churn prediction methods based on mutual customer interdependence K Ljubičić, A Merćep, Z Kostanjčar Journal of Computational Science 67, 101940, 2023 | 6 | 2023 |
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 |
Cluster-based shrinkage of correlation matrices for portfolio optimization S Begušić, Z Kostanjčar 2019 11th International Symposium on Image and Signal Processing and …, 2019 | 6 | 2019 |
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 | 5 | 2002 |
Portfolio optimization using preference relation based on statistical arbitrage L Mrcela, A Mercep, S Begusic, Z Kostanjcar 2017 International Conference on Smart Systems and Technologies (SST), 161-165, 2017 | 4 | 2017 |