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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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Mirjana Jemovic,Jelena Radojicic
Pág. 341 - 356
The key position of banks in the financial sector, as well as their indisputable role in financing economic development, have conditioned the need to consider their impact on the environment. The implementation of the concept of sustainability in banking...
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Mirjana Jemovic,Milica Ðordevic,Jelena Radojicic
Pág. 089 - 101
Audit and credit rating agencies have a significant responsibility in assessing company creditworthiness and giving opinions on the client?s ability to continue business in the future, most often the next fiscal year. Responsibility is even greater when ...
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Jelena Radojicic,Borko Krstic
Pág. 117 - 126
This paper analyzes alternative regulatory approaches for structural reforms of the banking sector, triggered by the global financial crisis. The structural bank regulation measures proposed or adopted in several jurisdictions are based on the Volcker Ru...
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