Stranice zaposlenih – Fakultet tehničkih nauka u Novom Sadu

prof. dr Nikola Gradojević

Redovni profesor

Biografija

Radno mesto

Radovi

Reprezentativne reference

Izbori u zvanja

Biografija

1996 - Fakultet tehničkih nauka - Novi Sad, Elektrotehnički odsek, Računarstvo i upravljanje sistemima, B.Sc. - Diplomski rad: Fuzzy sistem za biznis menadžment 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

Radno mesto

Aktuelno

Radno mesto	Od	Organizaciona jedinica
Redovni profesor	01. 01. 2020.	Katedra za proizvodne sisteme organizaciju i menadžment

Aktuelne

Naziv funkcije	Od	Organizaciona jedinica

Radovi

Naziv	U 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 Ekonomija	Centralno-evropski univerzitet, Budimpešta, Mađarska 1998
Non-linear Exchange Rate Forecasting:The Role of Market Microstructure Variables Doktorat Ekonomija	Sauder School of Bussiness,University of British Columbia 2003

Reprezentativne reference

Kriterijum produkcije	Opis
(M13) Monografska studija/poglavlje u knjizi M11 ili rad u tematskom zborniku vodećeg međunarodnog značaja	Lento, 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.
(M20) Rad u međunarodnom časopisu izuzetnih vrednosti	Gradojević N., Kukolj D., Adcock R., Đaković V.: Forecasting Bitcoin with technical analysis: A not-so-random forest?, International Journal of Forecasting, 2023, Vol. 39, No. 1, pp. 1-17, ISSN 0169-2070
(M20) Rad u međunarodnom časopisu izuzetnih vrednosti	Gradojević N., Gencay R.: Financial Applications of Nonextensive Entropy, IEEE Signal Processing Magazine, 2011, Vol. 28, No. 5, pp. 116-141, ISSN 1053-5888
(M20) Rad u međunarodnom časopisu izuzetnih vrednosti	Gradojević N., Kukolj D.: Parametric option pricing: A divide-and-conquer approach, Physica D: Nonlinear Phenomena, 2011, Vol. 240, No. 19, pp. 1528-1535, ISSN 0167-2789
(M20) Rad u međunarodnom časopisu izuzetnih vrednosti	Gradojević N., Gencaj ., Kukolj D.: Option Pricing with Modular Neural Networks, IEEE Transactions on Neural Networks, 2009, Vol. 20, No. 4, pp. 626-637, ISSN 1045-9227
(M21) Rad u vrhunskom međunarodnom časopisu	Gencay, Ramazan; Gradojevic, Nikola, The tale of two financial crises: An entropic perspective, Entropy, 19(6), 2017, p. 244.
(M21) Rad u vrhunskom međunarodnom časopisu	Nikola 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 časopisu	Nikola Gradojevic and Ramo Gençay, “Financial Applications of Non-extensive Entropy”, IEEE Signal Processing Magazine 28 (5), 116-141 (2011).
(M21) Rad u vrhunskom međunarodnom časopisu	Nikola 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 časopisu	Gradojević N., Kukolj D.: Unlocking the black box: Non-parametric option pricing before and during COVID-19, Annals of Operations Research, 2022, ISSN 0254-5330
(M21) Rad u vrhunskom međunarodnom časopisu	Gradojević N., Tsiakas I.: Volatility cascades in cryptocurrency trading, Journal of Empirical Finance, 2021, Vol. 62, pp. 252-265, ISSN 0927-5398
(M21) Rad u vrhunskom međunarodnom časopisu	Gradojević N.: Brexit and foreign exchange market expectations: Could it have been predicted?, Annals of Operations Research, 2021, Vol. 297, pp. 167-189, ISSN 0254-5330
(M21) Rad u vrhunskom međunarodnom časopisu	Gradojević N., Gencay R., Erdemlioglu D.: A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage, Economic Modelling, 2020, Vol. 85, pp. 57-73, ISSN 0264-9993
(M21) Rad u vrhunskom međunarodnom časopisu	Gencay R., Gradojević N.: The tale of two financial crises: An entropic perspective, Entropy, 2017, Vol. 19, No. 6, ISSN 1099-4300
(M21) Rad u vrhunskom međunarodnom časopisu	Gradojević N., Gencay R.: Fuzzy Logic, Trading Uncertainty and Technical Trading, Journal of Banking and Finance, 2013, Vol. 37, No. 2, pp. 578-586, ISSN 0378-4266
(M22) Rad u istaknutom međunarodnom časopisu	Nikola 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 časopisu	Nikola 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 časopisu	Ramo 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 časopisu	Nikola 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 časopisu	Nikolić 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
(M22) Rad u istaknutom međunarodnom časopisu	Erdemlioglu D., Gradojević N.: Heterogeneous investment horizons, risk regimes and realized jumps, International Journal of Finance and Economics, 2021, Vol. 26, No. 1, pp. 617-643, ISSN 1076-9307
(M22) Rad u istaknutom međunarodnom časopisu	Adcock R., Gradojević N.: Non-fundamental, non-parametric Bitcoin forecasting, Physica A: Statistical Mechanics and Its Applications, 2019, No. 531, ISSN 0378-4371
(M22) Rad u istaknutom međunarodnom časopisu	Gradojević N., Carić M.: Predicting Systemic Risk with Entropic Indicators, Journal of Forecasting, 2017, Vol. 36, No. 1, pp. 16-25, ISSN 0277-6693
(M22) Rad u istaknutom međunarodnom časopisu	Nikolić S., Gradojević N., Đaković V., Mladenović V., Spajić (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
(M22) Rad u istaknutom međunarodnom časopisu	Gradojević N., Lento C.: Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability, Economic Modelling, 2015, Vol. 47, pp. 156-165, ISSN 0264-9993
(M22) Rad u istaknutom međunarodnom časopisu	Gencay R., Gradojević N.: Private information and its origins in an electronic foreign exchange market, Economic Modelling, 2013, Vol. 33, pp. 86-93, ISSN 0264-9993
(M22) Rad u istaknutom međunarodnom časopisu	Gradojević N., Dobardžić E.: Causality between regional stock markets: A frequency domain approach, Panoeconomicus, 2013, Vol. 60, No. 5, pp. 633-647, ISSN 1452-595X
(M22) Rad u istaknutom međunarodnom časopisu	Gencay R., Gradojević N., Selcuk F., Whitcher B.: Asymmetry of Information Flow between Volatilities Across Time Scales, Quantitative Finance, 2010, Vol. 10, No. 8, pp. 895-915, ISSN 1469-7688
(M22) Rad u istaknutom međunarodnom časopisu	Gencay R., Gradojević N.: Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence, Journal of Empirical Finance, 2010, Vol. 17, No. 2, pp. 270-282, ISSN 0927-5398
(M23) Rad u međunarodnom časopisu	Nikola Gradojevic, “Frequency Domain Analysis of Foreign Exchange Order Flows”, Economics Letters 115, 73-76 (2012).
(M23) Rad u međunarodnom časopisu	Ramo 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 časopisu	Nikola 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 časopisu	Nikola Gradojevic, Ramo Gençay, "Overnight Interest Rates and Aggregate Market Expectations", Economics Letters 100 (1), 27-30 (2008).
(M23) Rad u međunarodnom časopisu	Nikola 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 časopisu	Nikola Gradojevic, Jing Yang, "Non-linear, Non-parametric, Non-fundamental Exchange Rate Forecasting", Journal of Forecasting 25 (4), 227-245 (2006).
(M23) Rad u međunarodnom časopisu	N. 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 časopisu	N. Gradojevic, M. Caric, “Revisiting Non-Parametric Exchange Rate Prediction”, Journal of Applied Business Research 25 (2), 79-93 (2009);
(M23) Rad u međunarodnom časopisu	N. 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 časopisu	N. Gradojevic, Camillo Lento, “The Profitability of Technical Trading Rules: A Combined Signal Approach”, Journal of Applied Business Research 23 (1), 13-27 (2007);
(M23) Rad u međunarodnom časopisu	Gradojević N., Erdemlioglu D., Gencay R.: Informativeness of trade size in foreign exchange markets, Economics Letters, 2017, Vol. 150, pp. 27-33, ISSN 0165-1765
(M23) Rad u međunarodnom časopisu	Gradojević N.: Multi-criteria Classification for Pricing European Options, Studies in Nonlinear Dynamics and Econometric, 2016, Vol. 20, No. 2, pp. 123-139, ISSN 1081-1826
(M23) Rad u međunarodnom časopisu	Gradojević N.: Foreign exchange customers and dealers: Who's driving whom?, Finance Research Letters, 2015, Vol. 11, No. 3, pp. 213-218, ISSN 1544-6123
(M23) Rad u međunarodnom časopisu	Gradojević N.: Frequency domain analysis of foreign exchange order flows, Economics Letters, 2012, Vol. 115, No. 1, pp. 73-76, ISSN 0165-1765
(M23) Rad u međunarodnom časopisu	Gencay R., Gradojević N.: Errors-in-Variables Estimation with Wavelets, Journal of Statistical Computation and Simulation, 2011, Vol. 81, No. 11, pp. 1545-1564, ISSN 0094-9655
(M23) Rad u međunarodnom časopisu	Gradojević N., Đaković V., Anđelić G.: Random Walk Theory and Exchange Rate Dynamics in Transition Economies, Panoeconomicus, 2010, Vol. 57, No. 3, pp. 303-320, ISSN 1452-595X, UDK: 330.342:336.748
(M23) Rad u međunarodnom časopisu	*Autori: Gradojevic, N. and Gencay, R Naziv: Overnight Interest Rates and Aggregate Market Expectations Naziv časopisa: Economics Letters - <u>Nisu povezani autori</u><font style="color:#b3b300;">greska**</font>
(M23) Rad u međunarodnom časopisu	*Autori: Gradojevic, N. Naziv: The Microstructure of the Canada/U.S. dollar Exchange Rate: A Robustness Test Naziv časopisa: Economics Letters - <u>Nisu povezani autori</u><font style="color:#b3b300;">greska**</font>
(M23) Rad u međunarodnom časopisu	*Autori: Gradojevic, N. Naziv: A Market Microstructure Analysis of the Canadian Dollar Depreciation Episodes in the 1990s Naziv časopisa: Applied Financial Economics - <u>Nisu povezani autori</u><font style="color:#b3b300;">greska**</font>
(M23) Rad u međunarodnom časopisu	*Autori: Gradojevic, N. Naziv: Non-linear, Hybrid Exchange Rate Modelling and Trading Profitability in the Foreign Exchange Market Naziv časopisa: Journal of Economic Dynamics and Control - <u>Nisu povezani autori</u><font style="color:#b3b300;">greska**</font>
(M23) Rad u međunarodnom časopisu	*Autori: Lento, C. and Gradojevic, N. Naziv: The Profitability of Technical Trading Rules: A Combined Signal Approach Naziv časopisa: Journal of Applied Business Research - <u>Nisu povezani autori</u><font style="color:#b3b300;">greska**</font>
(M23) Rad u međunarodnom časopisu	*Autori: Lento, C., Gradojevic, N. and Wright, C. Naziv: Investment Information Content in Bollinger Bands? Naziv časopisa: Applied Financial Economics Letters - <u>Nisu povezani autori</u><font style="color:#b3b300;">greska**</font>
(M23) Rad u međunarodnom časopisu	*Autori: Gradojevic, N. and Yang, J. Naziv: Non-linear, Non-parametric, Non-fundamental Exchange Rate Forecasting Naziv časopisa: Journal of Forecasting - <u>Nisu povezani autori</u><font style="color:#b3b300;">greska**</font>
(M23) Rad u međunarodnom časopisu	*Autori: Wright, C, Sayed, N. and Gradojevic, N. Naziv: Venture Capital: Prophesying and Managing Risk for Profit Naziv časopisa: Journal of Accounting and Finance Research - <u>Nisu povezani autori</u><font style="color:#b3b300;">greska**</font>
(M33) Saopštenje sa međunarodnog skupa štampano u celini	Dragan 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.
(M53) Rad u naučnom časopisu	Gradojević N., Kukolj D.: Clustering and Classification in Option Pricing, Review of Economic Analysis, 2011, Vol. 3, No. 2, pp. 109-128, ISSN 1973-3909
(M71) Odbranjena doktorska disertacija	*Autori: Gradojevic,N. Naziv: Non-linear Exchange Rate Forecasting: The Role of Market Microstructure Variables, Doktorska disertacija - <u>Nisu povezani autori</u><font style="color:#b3b300;">greska**</font>
(M72) Odbranjen magistarski rad	*Autori: Gradojevic,N. Naziv: The Application of Artificial Neural Networks in the Forecasting of Dow Jones Industrial Average, Magistarska teza - <u>Nisu povezani autori</u><font style="color:#b3b300;">greska**</font>

Izbori u zvanja

Zvanje	Uža naučna oblast	Visokoškolska ustanova	Datum izbora
Redovni profesor	Menadžment i investicije u inženjerstvu	Univerzitet u Novom Sadu	01. 01. 2020.
Gostujući profesor	Industrijsko inženjerstvo i inženjerski menadžment	Univerzitet u Novom Sadu	14. 09. 2017.
Vanredni profesor	Menadžment i biznis	Lakehead University	01. 07. 2007.
Docent	Inženjerski menadžment	Fakultet tehničkih nauka	01. 09. 2006.
Docent	Menadžment i biznis	Lakehead University	01. 07. 2003.
Asistent pripravnik R	Menadžment i biznis	Sauder School of Bussiness,University of British Columbia	10. 01. 2002.
Asistent - stari naziv	Menadžment i biznis	Sauder School of Bussiness,University of British Columbia	20. 09. 1998.

ORGANIZACIJA

DOKUMENTA

ZAPOSLENI

KONKURSI

AKREDITACIJA

KONTAKT

AKREDITACIJA

KONTAKT

Studentska služba

prof. dr Nikola Gradojević

Redovni profesor

Diploma

Elektrotehničko i računarsko inženjerstvo

1996

Magistratura

Ekonomija

1998

Doktorat

Ekonomija

2003

Kontakt: