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Ognjen Radovic,Srdan Marinkovic,Jelena Radojicic
Credit scoring attracts special attention of financial institutions. In recent years, deep learning methods have been particularly interesting. In this paper, we compare the performance of ensemble deep learning methods based on decision trees with the b...
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Jelena Radojicic,Ognjen Radovic
Pág. 053 - 069
This paper examines the market efficiency of the most significant cryptocurrencies, Bitcoin and Ethereum. In the paper, we use several different tests to check the normality of return distribution, long-run correlation and heteroscedasticity of retu...
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Zoran Tomic,Ognjen Radovic
Pág. 177 - 187
Problem of distribution gathers the attention of researchers for years. In their research they analyze the uniformity of distribution using Pareto model of distribution, the Lorenz curve and the Gini coefficient. Also some authors are testing the applica...
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Jovica Stankovic,Jelena Z. Stankovic,Ognjen Radovic
Pág. 117 - 129
The massive amount of financial time series data that originates from the stock markets generates huge quantity of complex data that is of interest to a large number of market participants. In order to gain a comprehensive understanding of the market mec...
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