معرفی
Zvonko Kostanjčar is a Full Professor at the Department of Electronic Systems and Information Processing, Faculty of Electrical Engineering and Computing (FER), University of Zagreb. His academic work focuses on financial time series analysis, complex systems modeling, and integration of machine learning techniques in finance.
- Academic Rank: Professor
- Department: Electronic Systems and Information Processing
- University: University of Zagreb
- Primary Research Areas: Financial Engineering, Reinforcement Learning, Complex Systems
His research explores applications of deep reinforcement learning, stochastic signal modeling, and network-based analysis in financial markets. Key methodologies include block-diagonal covariance estimation, market microstructure modeling, and latent factor discovery.
He has developed educational tools like Tmil-O-Mat for electrical network theory teaching and contributes to signals and systems pedagogy. His work also addresses statistical arbitrage, portfolio optimization, and credit risk assessment using advanced neural networks.
