Stjepan Begusic

According to our database, Stjepan Begusic authored at least 11 papers between 2013 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Statistical arbitrage portfolio construction based on preference relations.

Fredi Saric, Stjepan Begusic, Andro Mercep, Zvonko Kostanjcar

Expert Syst. Appl., March, 2024

2023

Optimal Trend Labeling in Financial Time Series.

Tomislav Kovacevic, Andro Mercep, Stjepan Begusic, Zvonko Kostanjcar

IEEE Access, 2023

Deep Reinforcement Learning for Robust Goal-Based Wealth Management.

Tessa Bauman, Bruno Gasperov, Stjepan Begusic, Zvonko Kostanjcar

Proceedings of the Artificial Intelligence Applications and Innovations, 2023

2022

Estimating the Block-Diagonal Idiosyncratic Covariance in High-Dimensional Factor Models.

Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar

Proceedings of the 30th International Conference on Software, 2022

2020

Cluster-Specific Latent Factor Estimation in High-Dimensional Financial Time Series.

Stjepan Begusic, Zvonko Kostanjcar

IEEE Access, 2020

Estimating the Number of Latent Factors in High-Dimensional Financial Time Series.

Vanessa Keranovic, Stjepan Begusic, Zvonko Kostanjcar

Proceedings of the 28th International Conference on Software, 2020

Adaptive rolling window selection for minimum variance portfolio estimation based on reinforcement learning.

Bruno Gasperov, Fredi Saric, Stjepan Begusic, Zvonko Kostanjcar

Proceedings of the 43rd International Convention on Information, 2020

2019

Cluster-Based Shrinkage of Correlation Matrices for Portfolio Optimization.

Stjepan Begusic, Zvonko Kostanjcar

Proceedings of the 11th International Symposium on Image and Signal Processing and Analysis, 2019

2018

Information Feedback in Temporal Networks as a Predictor of Market Crashes.

Stjepan Begusic, Zvonko Kostanjcar, Dejan Kovac, Harry Eugene Stanley, Boris Podobnik

Complex., 2018

2016

Estimating Tipping Points in Feedback-Driven Financial Networks.

Zvonko Kostanjcar, Stjepan Begusic, Harry Eugene Stanley, Boris Podobnik

IEEE J. Sel. Top. Signal Process., 2016

2013

Wireless indoor positioning relying on observations of received power and mean delay.

Stjepan Begusic, Daniel Nygaard Urup, Jasmina Kolonic, Henrik Holbaek Pedersen, Wei Wang, Ronald Raulefs, Morten Lomholt Jakobsen, Gerhard Steinböck, Troels Pedersen

Proceedings of the IEEE International Conference on Communications, 2013