Online vs. written multiple-choice questions tests: accuracy and usefulness. - Tomislav Petkovic; Zvonko Kostanjcar; Ana Sovic (Int. J. Intell. Def. Support Syst., 2010)

Emergence of Power-Law and Two-phase Behavior in Financial Market fluctuations. - Zvonko Kostanjcar; Branko Jeren (Adv. Complex Syst., 2013)

Modelling the relationship between developed equity markets and emerging equity markets. - Zvonko Kostanjcar; Branko Jeren; Zeljan Juretic (CIFEr, 2014)

Estimating Tipping Points in Feedback-Driven Financial Networks. - Zvonko Kostanjcar; Stjepan Begusic; Harry Eugene Stanley; Boris Podobnik (IEEE J. Sel. Top. Signal Process., 2016)

Authentication approach using one-time challenge generation based on user behavior patterns captured in transactional data sets. - Kristian Skracic; Predrag Pale; Zvonko Kostanjcar (Comput. Secur., 2017)

Information Feedback in Temporal Networks as a Predictor of Market Crashes. - Stjepan Begusic; Zvonko Kostanjcar; Dejan Kovac; Harry Eugene Stanley; Boris Podobnik (Complex., 2018)

Cluster-Based Shrinkage of Correlation Matrices for Portfolio Optimization. - Stjepan Begusic; Zvonko Kostanjcar (ISPA, 2019)

Impact of Look-Back Period on Soil Temperature Estimation Using Machine Learning Models. - Tomislav Kovacevic; Lovre Mrcela; Andro Mercep; Zvonko Kostanjcar (I2MTC, 2020)

Adaptive rolling window selection for minimum variance portfolio estimation based on reinforcement learning. - Bruno Gasperov; Fredi Saric; Stjepan Begusic; Zvonko Kostanjcar (MIPRO, 2020)

Modeling Agricultural Production Activities Using Weather and Soil Parameters. - Tomislav Kovacevic; Lovre Mrcela; Andro Mercep; Zvonko Kostanjcar (MIPRO, 2020)

Estimating the Number of Latent Factors in High-Dimensional Financial Time Series. - Vanessa Keranovic; Stjepan Begusic; Zvonko Kostanjcar (SoftCOM, 2020)

Cluster-Specific Latent Factor Estimation in High-Dimensional Financial Time Series. - Stjepan Begusic; Zvonko Kostanjcar (IEEE Access, 2020)

Market Making With Signals Through Deep Reinforcement Learning. - Bruno Gasperov; Zvonko Kostanjcar (IEEE Access, 2021)

Deep Neural Networks for Behavioral Credit Rating. - Andro Mercep; Lovre Mrcela; Matija Birov; Zvonko Kostanjcar (Entropy, 2021)

Addendum: Merćep, A., et al. Deep Neural Networks for Behavioral Credit Rating. Entropy 2021, 23, 27. - Andro Mercep; Lovre Mrcela; Matija Birov; Zvonko Kostanjcar (Entropy, 2021)

Effect of labeling algorithms on financial performance metrics. - Tomislav Kovacevic; Sven Goluza; Andro Mercep; Zvonko Kostanjcar (MIPRO, 2022)

Analysis of Complex Customer Networks: A Real-World Banking Example. - Karmela Ljubicic; Andro Mercep; Zvonko Kostanjcar (MIPRO, 2022)

Estimating the Block-Diagonal Idiosyncratic Covariance in High-Dimensional Factor Models. - Lucija Zignic; Stjepan Begusic; Zvonko Kostanjcar (SoftCOM, 2022)

Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model. - Bruno Gasperov; Zvonko Kostanjcar (IEEE Control. Syst. Lett., 2022)

Deep Reinforcement Learning for Robust Goal-Based Wealth Management. - Tessa Bauman; Bruno Gasperov; Stjepan Begusic; Zvonko Kostanjcar (AIAI (1), 2023)

Imitation Learning for Financial Applications. - Sven Goluza; Tessa Bauman; Tomislav Kovacevic; Zvonko Kostanjcar (MIPRO, 2023)

Optimal Trend Labeling in Financial Time Series. - Tomislav Kovacevic; Andro Mercep; Stjepan Begusic; Zvonko Kostanjcar (IEEE Access, 2023)

Churn prediction methods based on mutual customer interdependence. - Karmela Ljubicic; Andro Mercep; Zvonko Kostanjcar (J. Comput. Sci., 2023)

Robot See, Robot Do: Imitation Reward for Noisy Financial Environments. - Sven Goluza; Tomislav Kovacevic; Stjepan Begusic; Zvonko Kostanjcar (IEEE Big Data, 2024)

Intrinsically Interpretable Models for Credit Risk Assessment. - Matej Duvnjak; Andro Mercep; Zvonko Kostanjcar (MIPRO, 2024)

Probabilistic Deep Learning Approach to Credit Card Fraud Detection. - Lovre Mrcela; Zvonko Kostanjcar (MIPRO, 2024)

Deep Reinforcement Learning for Goal-Based Investing Under Regime-Switching. - Tessa Bauman; Sven Goluza; Bruno Gasperov; Zvonko Kostanjcar (NLDL, 2024)

Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series. - Lucija Zignic; Stjepan Begusic; Zvonko Kostanjcar (J. Comput. Sci., 2024)

Statistical arbitrage portfolio construction based on preference relations. - Fredi Saric; Stjepan Begusic; Andro Mercep; Zvonko Kostanjcar (Expert Syst. Appl., 2024)

Deep reinforcement learning with positional context for intraday trading. - Sven Goluza; Tomislav Kovacevic; Tessa Bauman; Zvonko Kostanjcar (Evol. Syst., 2024)

A Deep Learning Approach to Goal-Based Portfolio Optimization in Non-Stationary Environments. - Tessa Bauman; Lovre Mrcela; Sven Goluza; Zvonko Kostanjcar (IEEE Access, 2025)