Prof. Nikola Gradojević


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Nikola Gradojević

Guest Professor


Telephone519-824-4120
E-mail
Academic titleGuest Professor
Employee's biography not found!
TitleIn institution
Fuzzy sistem za biznis menadzment

Bachelor's thesis

Electrical and Computer Engineering

Faculty of Technical Sciences

1996

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

Magister thesis

Economic Science

Central European University, Budapest

1998

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

PhD thesis

Economic Science

Sauder School of Bussiness,University of British Columbia

2003

Criterium of productionDescription
() Monographic study/chapter in M11 or research in the thematic collection of the leading international importanceLento, 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.
() Research published in the top international journalNikola 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).
() Research published in the top international journalGencay, Ramazan; Gradojevic, Nikola, The tale of two financial crises: An entropic perspective, Entropy, 19(6), 2017, p. 244.
() Research published in the top international journalNikola Gradojevic, Ramazan Gençay. "Fuzzy logic, trading uncertainty and technical trading", Journal of Banking & Finance, Volume 37, Issue 2, February 2013, Pages 578–586.
() Research published in the top international journalNikola Gradojevic and Ramo Gençay, “Financial Applications of Non-extensive Entropy”, IEEE Signal Processing Magazine 28 (5), 116-141 (2011).
() Research published in the prominent international journalNikola 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.
() Research published in the prominent international journalNikola 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).
() Research published in the prominent international journalRamo Gençay, Nikola Gradojevic, Faruk Selcuk and Brandon Whitcher, “Asymmetry of Information Flow between Volatilities Across Time Scales”, Quantitative Finance 10 (8), 895-915 (2010).
() Research published in the prominent international journalNikola Gradojevic, Ramo Gençay and Dragan Kukolj, "Option Pricing with Modular Neural Networks", IEEE Transactions on Neural Networks 20 (4), 626-637 (2009).
() Research published in the prominent international journalNikolić 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
() Research published in the international journalRamo Gençay and Nikola Gradojevic, “Errors-in-Variables Estimation with No Instruments”, Journal of Statistical Computation and Simulation 81 (11), 1545-1564 (2011).
() Research published in the international journalNikola Gradojevic, “Frequency Domain Analysis of Foreign Exchange Order Flows”, Economics Letters 115, 73-76 (2012).
() Research published in the international journalNikola Gradojevic, V. Djakovic and G. Andjelic, "Random Walk Theory and Exchange Rate Dynamics in Transition Economies" , Panoeconomicus 57 (3), 303-320 (2010).
() Research published in the international journalNikola Gradojevic, Ramo Gençay, "Overnight Interest Rates and Aggregate Market Expectations", Economics Letters 100 (1), 27-30 (2008).
() Research published in the international journalNikola Gradojevic, "The Microstructure of the Canada/U.S. Dollar Exchange Rate: A Robustness Test", Economics Letters 94 (3), 426-432 (2007).
() Research published in the international journalNikola Gradojevic, Jing Yang, "Non-linear, Non-parametric, Non-fundamental Exchange Rate Forecasting", Journal of Forecasting 25 (4), 227-245 (2006).
() Research published in the international journalN. Gradojevic, D. Kukolj and R. Gençay (2011). “Clustering and Classification in Option Pricing”, Review of Economic Analysis 3 (2), 109-128;
() Research published in the international journalN. Gradojevic, M. Caric, “Revisiting Non-Parametric Exchange Rate Prediction”, Journal of Applied Business Research 25 (2), 79-93 (2009);
() Research published in the international journalN. Gradojevic, “A Market Microstructure Analysis of the Canadian Dollar Depreciation Episodes in the 1990s”, Applied Financial Economics 17 (17), 1377-1387 (2007);
() Research published in the international journalN. Gradojevic, Camillo Lento, “The Profitability of Technical Trading Rules: A Combined Signal Approach”, Journal of Applied Business Research 23 (1), 13-27 (2007);
() Report from the international meeting printed in its entiretyDragan 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.
TitleScientific areaHigher education institutionElection date
Guest ProfessorIndustrial Engineering and Engineering ManagementUniversity of Novi Sad14.09.2017.
Associate ProfessorManagement and BusinessLakehead University01.07.2007.
Assistant ProfessorEngineering ManagementFaculty of Technical Sciences01.09.2006.
Assistant ProfessorManagement and BusinessLakehead University01.07.2003.
LecturerManagement and BusinessSauder School of Bussiness,University of British Columbia10.01.2002.
AssistantManagement and BusinessSauder School of Bussiness,University of British Columbia20.09.1998.