Prof. dr Nikola Gradojević


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dr Nikola Gradojević

Gostujući profesor


Telefon519-824-4120
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Akademsko zvanjeGostujući profesor

1996 - Fakultet tehnickih nauka - Novi Sad Elektrotehnicki odsek, Racunarstvo i upravljanje sistemima B.Sc. - Diplomski rad: Fuzzy sistem za biznis menadzment 1998 - University of Essex & Centralnoevropski univerzitet M.A. - Magisterijum (ekonomija) Teza: The Application of Artificial Neural Networks in the Forecasting of Dow Jones Industrial Average 2003 - University of British Columbia, Vankuver, Kanada Ph.D. - Doktorat (finansijska ekonomija) Teza: Non-linear Exchange Rate Forecasting: The Role of Market Microstructure Variables

NazivU Ustanovi
Fuzzy sistem za biznis menadzment

Diploma

Elektrotehničko i računarsko inženjerstvo

Fakultet tehničkih nauka

1996

The Application of Artficial Neural Networks in the Forecasting of Dow Jones Industrial Average

Magistratura

Ekonomske nauke

Centralno-evropski univerzitet, Budimpešta, Mađarska

1998

Non-linear Exchange Rate Forecasting:The Role of Market Microstructure Variables

Doktorat

Ekonomske nauke

Sauder School of Bussiness,University of British Columbia

2003

Kriterijum produkcijeOpis
(M13) Monografska studija/poglavlje u knjizi M11 ili rad u tematskom zborniku vodećeg međunarodnog značajaLento, C., Gradojevic, N. (2013). “The Effectiveness of Option Pricing Models During Financial Crises.” In: Wehn, C.S., Hoppe, C., Gregoriou, G.N. (Eds)., Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges. Academic Press, Elsevier Inc., pp. 1–11.
(M21) Rad u vrhunskom međunarodnom časopisuNikola Gradojevic. "Non-linear, Hybrid Exchange Rate Modelling and Trading Profitability in the Foreign Exchange Market", Journal of Economic Dynamics and Control 31 (2), 557-574 (2007).
(M21) Rad u vrhunskom međunarodnom časopisuGencay, Ramazan; Gradojevic, Nikola, The tale of two financial crises: An entropic perspective, Entropy, 19(6), 2017, p. 244.
(M21) Rad u vrhunskom međunarodnom časopisuNikola Gradojevic, Ramazan Gençay. "Fuzzy logic, trading uncertainty and technical trading", Journal of Banking & Finance, Volume 37, Issue 2, February 2013, Pages 578–586.
(M21) Rad u vrhunskom međunarodnom časopisuNikola Gradojevic and Ramo Gençay, “Financial Applications of Non-extensive Entropy”, IEEE Signal Processing Magazine 28 (5), 116-141 (2011).
(M22) Rad u istaknutom međunarodnom časopisuNikola Gradojevic, Dragan Kukolj, "Parametric option pricing: A divide-and-conquer approach", Physica D: Nonlinear Phenomena, Volume 240, Issue 19, 15 September 2011, pp. 1528–1535.
(M22) Rad u istaknutom međunarodnom časopisuNikola Gradojevic, Ramo Gençay, “Crash of "87 - Was it Expected? Aggregate Market Fears and Long Range Dependence”, Journal of Empirical Finance 17 (2), 270-282 (2010).
(M22) Rad u istaknutom međunarodnom časopisuRamo Gençay, Nikola Gradojevic, Faruk Selcuk and Brandon Whitcher, “Asymmetry of Information Flow between Volatilities Across Time Scales”, Quantitative Finance 10 (8), 895-915 (2010).
(M22) Rad u istaknutom međunarodnom časopisuNikola Gradojevic, Ramo Gençay and Dragan Kukolj, "Option Pricing with Modular Neural Networks", IEEE Transactions on Neural Networks 20 (4), 626-637 (2009).
(M22) Rad u istaknutom međunarodnom časopisuNikolić S., Gradojević N., Đaković V., Mladenović V., Stanković J.: The marketing-entrepreneurship paradox: A frequency-domain analysis, E and M Ekonomie a Management, 2017, Vol. 20, No 3, pp. 207-218, ISSN 1212-3609, UDK: DOI: 10.15240/tul/001/2017-3-014
(M23) Rad u međunarodnom časopisuRamo Gençay and Nikola Gradojevic, “Errors-in-Variables Estimation with No Instruments”, Journal of Statistical Computation and Simulation 81 (11), 1545-1564 (2011).
(M23) Rad u međunarodnom časopisuNikola Gradojevic, “Frequency Domain Analysis of Foreign Exchange Order Flows”, Economics Letters 115, 73-76 (2012).
(M23) Rad u međunarodnom časopisuNikola Gradojevic, V. Djakovic and G. Andjelic, "Random Walk Theory and Exchange Rate Dynamics in Transition Economies" , Panoeconomicus 57 (3), 303-320 (2010).
(M23) Rad u međunarodnom časopisuNikola Gradojevic, Ramo Gençay, "Overnight Interest Rates and Aggregate Market Expectations", Economics Letters 100 (1), 27-30 (2008).
(M23) Rad u međunarodnom časopisuNikola Gradojevic, "The Microstructure of the Canada/U.S. Dollar Exchange Rate: A Robustness Test", Economics Letters 94 (3), 426-432 (2007).
(M23) Rad u međunarodnom časopisuNikola Gradojevic, Jing Yang, "Non-linear, Non-parametric, Non-fundamental Exchange Rate Forecasting", Journal of Forecasting 25 (4), 227-245 (2006).
(M23) Rad u međunarodnom časopisuN. Gradojevic, D. Kukolj and R. Gençay (2011). “Clustering and Classification in Option Pricing”, Review of Economic Analysis 3 (2), 109-128;
(M23) Rad u međunarodnom časopisuN. Gradojevic, M. Caric, “Revisiting Non-Parametric Exchange Rate Prediction”, Journal of Applied Business Research 25 (2), 79-93 (2009);
(M23) Rad u međunarodnom časopisuN. Gradojevic, “A Market Microstructure Analysis of the Canadian Dollar Depreciation Episodes in the 1990s”, Applied Financial Economics 17 (17), 1377-1387 (2007);
(M23) Rad u međunarodnom časopisuN. Gradojevic, Camillo Lento, “The Profitability of Technical Trading Rules: A Combined Signal Approach”, Journal of Applied Business Research 23 (1), 13-27 (2007);
(M33) Saopštenje sa međunarodnog skupa štampano u celiniDragan Kukolj, Nikola Gradojevic and Camillo Lento. “Improving Non-parametric Option Pricing during the Financial Crisis”, Computational Intelligence for Financial Engineering & Economics (CIFEr), 2012 IEEE Conference, pp. 93-99.
ZvanjeUža naučna oblastVisokoškolska ustanovaDatum izbora
Gostujući profesorIndustrijsko inženjerstvo i inženjerski menadžmentUniverzitet u Novom Sadu14.09.2017.
Vanredni profesorMenadžment i biznisLakehead University01.07.2007.
DocentInženjerski menadžmentFakultet tehničkih nauka01.09.2006.
DocentMenadžment i biznisLakehead University01.07.2003.
Asistent pripravnik RMenadžment i biznisSauder School of Bussiness,University of British Columbia10.01.2002.
AsistentMenadžment i biznisSauder School of Bussiness,University of British Columbia20.09.1998.