![](https://dblp.uni-trier.de/img/logo.ua.320x120.png)
![](https://dblp.uni-trier.de/img/dropdown.dark.16x16.png)
![](https://dblp.uni-trier.de/img/peace.dark.16x16.png)
Остановите войну!
for scientists:
![search dblp search dblp](https://dblp.uni-trier.de/img/search.dark.16x16.png)
![search dblp](https://dblp.uni-trier.de/img/search.dark.16x16.png)
default search action
Stjepan Begusic
Person information
Refine list
![note](https://dblp.uni-trier.de/img/note-mark.dark.12x12.png)
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
- [j6]Fredi Saric, Stjepan Begusic
, Andro Mercep
, Zvonko Kostanjcar:
Statistical arbitrage portfolio construction based on preference relations. Expert Syst. Appl. 238(Part C): 121906 (2024) - [j5]Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar:
Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series. J. Comput. Sci. 81: 102348 (2024) - 2023
- [j4]Tomislav Kovacevic
, Andro Mercep
, Stjepan Begusic
, Zvonko Kostanjcar
:
Optimal Trend Labeling in Financial Time Series. IEEE Access 11: 83822-83832 (2023) - [c6]Tessa Bauman
, Bruno Gasperov
, Stjepan Begusic
, Zvonko Kostanjcar
:
Deep Reinforcement Learning for Robust Goal-Based Wealth Management. AIAI (1) 2023: 69-80 - [i1]Tessa Bauman, Bruno Gasperov, Stjepan Begusic, Zvonko Kostanjcar:
Deep Reinforcement Learning for Robust Goal-Based Wealth Management. CoRR abs/2307.13501 (2023) - 2022
- [c5]Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar:
Estimating the Block-Diagonal Idiosyncratic Covariance in High-Dimensional Factor Models. SoftCOM 2022: 1-6 - 2020
- [b1]Stjepan Begusic:
Estimation of latent factors from high-dimensional financial time series based on unsupervised learning. ; Procjena latentnih faktora iz visokodimenzionalnih financijskih vremenskih nizova primjenom nenadziranoga učenja. University of Zagreb, Croatia, 2020 - [j3]Stjepan Begusic
, Zvonko Kostanjcar
:
Cluster-Specific Latent Factor Estimation in High-Dimensional Financial Time Series. IEEE Access 8: 164365-164379 (2020) - [c4]Bruno Gasperov
, Fredi Saric, Stjepan Begusic
, Zvonko Kostanjcar:
Adaptive rolling window selection for minimum variance portfolio estimation based on reinforcement learning. MIPRO 2020: 1098-1102 - [c3]Vanessa Keranovic, Stjepan Begusic
, Zvonko Kostanjcar:
Estimating the Number of Latent Factors in High-Dimensional Financial Time Series. SoftCOM 2020: 1-5
2010 – 2019
- 2019
- [c2]Stjepan Begusic
, Zvonko Kostanjcar:
Cluster-Based Shrinkage of Correlation Matrices for Portfolio Optimization. ISPA 2019: 301-305 - 2018
- [j2]Stjepan Begusic
, Zvonko Kostanjcar, Dejan Kovac
, Harry Eugene Stanley, Boris Podobnik
:
Information Feedback in Temporal Networks as a Predictor of Market Crashes. Complex. 2018: 2834680:1-2834680:13 (2018) - 2016
- [j1]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): 1040-1052 (2016) - 2013
- [c1]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: 74-78
Coauthor Index
![](https://dblp.uni-trier.de/img/cog.dark.24x24.png)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-08-05 21:10 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint