@ARTICLE{
author={Bouri Elie,Gradojevic Nikola,Nekhili Ramzi},
year={2024},
title={Fear, extreme fear and US stock market returns},
journal={PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS},
volume={656},
number={},
pages={-},
document_type={Article},
} 

@ARTICLE{
author={Bajatovic Dusan,Erdemlioglu Deniz,Gradojevic Nikola},
year={2024},
title={Drilling Deeper: Non-Linear, Non-Parametric Natural Gas Price and Volatility Forecasting},
journal={ENERGY JOURNAL},
volume={45},
number={4},
pages={-},
document_type={Article},
} 

@ARTICLE{
author={Bajatovic Dusan,Erdemlioglu Deniz,Gradojevic Nikola},
year={2024},
title={Drilling Deeper: Non-Linear, Non-Parametric Natural Gas Price and Volatility Forecasting},
journal={ENERGY JOURNAL},
volume={},
number={},
pages={-},
document_type={Article; Early Access},
} 

@ARTICLE{
author={Doroslovacki Ksenija,Gradojevic Nikola,Tarnaud Albane Christine},
year={2024},
title={A Novel Market Sentiment Analysis Model for Forecasting Stock and Cryptocurrency Returns},
journal={IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS},
volume={},
number={},
pages={-},
document_type={Article; Early Access},
} 

@ARTICLE{
author={Gradojevic Nikola,Kukolj Dragan D},
year={2024},
title={Unlocking the black box: Non-parametric option pricing before and during COVID-19},
journal={ANNALS OF OPERATIONS RESEARCH},
volume={334},
number={1-3},
pages={59-82},
document_type={Article},
} 

@ARTICLE{
author={Gradojevic Nikola,Kukolj Dragan D,Adcock Robert,Djakovic Vladimir Dj},
year={2023},
title={Forecasting Bitcoin with technical analysis: A not-so-random forest?},
journal={INTERNATIONAL JOURNAL OF FORECASTING},
volume={39},
number={1},
pages={1-17},
document_type={Article},
} 

@ARTICLE{
author={Gradojevic Nikola,Tsiakas Ilias},
year={2021},
title={Volatility cascades in cryptocurrency trading},
journal={JOURNAL OF EMPIRICAL FINANCE},
volume={62},
number={},
pages={252-265},
document_type={Article},
} 

@ARTICLE{
author={Gradojevic Nikola},
year={2021},
title={Brexit and foreign exchange market expectations: Could it have been predicted?},
journal={ANNALS OF OPERATIONS RESEARCH},
volume={297},
number={1-2},
pages={-},
document_type={Article},
} 

@ARTICLE{
author={Brkic Ivana,Gradojevic Nikola,Ignjatijevic Svetlana D},
year={2020},
title={The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence},
journal={JOURNAL OF RISK AND FINANCIAL MANAGEMENT},
volume={13},
number={2},
pages={-},
document_type={Article},
} 

@ARTICLE{
author={Adcock Robert,Gradojevic Nikola},
year={2019},
title={Non-fundamental, non-parametric Bitcoin forecasting},
journal={PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS},
volume={531},
number={},
pages={-},
document_type={Article},
} 

@ARTICLE{
author={Nikolic Slavka T,Gradojevic Nikola,Djakovic Vladimir Dj,Mladenovic Valentina S,Stankovic Jelena M},
year={2017},
title={THE MARKETING-ENTREPRENEURSHIP PARADOX: A FREQUENCY-DOMAIN ANALYSIS},
journal={E & M EKONOMIE A MANAGEMENT},
volume={20},
number={3},
pages={207-218},
document_type={Article},
} 

@ARTICLE{
author={Gencay Ramazan,Gradojevic Nikola},
year={2017},
title={The Tale of Two Financial Crises: An Entropic Perspective},
journal={ENTROPY},
volume={19},
number={6},
pages={-},
document_type={Article},
} 

@ARTICLE{
author={Gradojevic Nikola,Caric Marko},
year={2017},
title={Predicting Systemic Risk with Entropic Indicators},
journal={JOURNAL OF FORECASTING},
volume={36},
number={1},
pages={16-25},
document_type={Article},
} 

@ARTICLE{
author={Gradojevic Nikola,Dobardzic Eldin S},
year={2013},
title={Causality between Regional Stock Markets: A Frequency Domain Approach},
journal={PANOECONOMICUS},
volume={60},
number={5},
pages={633-647},
document_type={Article},
} 

@ARTICLE{
author={Kukolj Dragan D,Gradojevic Nikola,Lento Camillo},
year={2012},
title={Improving Non-parametric Option Pricing during the Financial Crisis},
journal={2012 IEEE CONFERENCE ON COMPUTATIONAL INTELLIGENCE FOR FINANCIAL ENGINEERING & ECONOMICS (CIFER)},
volume={},
number={},
pages={93-99},
document_type={Proceedings Paper},
} 

@ARTICLE{
author={Kukolj Dragan D,Gradojevic Nikola},
year={2011},
title={Option Pricing by Fuzzy Logic Based Signal Processing},
journal={ICSIT 2011: THE 2ND INTERNATIONAL CONFERENCE ON SOCIETY AND INFORMATION TECHNOLOGIES},
volume={},
number={},
pages={75-79},
document_type={Proceedings Paper},
} 

@ARTICLE{
author={Gradojevic Nikola,Kukolj Dragan D},
year={2011},
title={Parametric option pricing: A divide-and-conquer approach},
journal={PHYSICA D-NONLINEAR PHENOMENA},
volume={240},
number={19},
pages={1528-1535},
document_type={Article},
} 

@ARTICLE{
author={Gradojevic Nikola,Gencay Ramazan},
year={2011},
title={Financial Applications of Nonextensive Entropy},
journal={IEEE SIGNAL PROCESSING MAGAZINE},
volume={28},
number={5},
pages={116-U19},
document_type={Editorial Material},
} 

@ARTICLE{
author={Gradojevic Nikola,Djakovic Vladimir Dj,Andjelic Goran B},
year={2010},
title={Random Walk Theory and Exchange Rate Dynamics in Transition Economies},
journal={PANOECONOMICUS},
volume={57},
number={3},
pages={303-320},
document_type={Article},
} 

@ARTICLE{
author={Gencay Ramazan,Gradojevic Nikola},
year={2010},
title={Crash of '87-Was it expected? Aggregate market fears and long-range dependence},
journal={JOURNAL OF EMPIRICAL FINANCE},
volume={17},
number={2},
pages={270-282},
document_type={Proceedings Paper},
} 

@ARTICLE{
author={Gradojevic Nikola,Gencay Ramazan,Kukolj Dragan D},
year={2009},
title={Option Pricing With Modular Neural Networks},
journal={IEEE TRANSACTIONS ON NEURAL NETWORKS},
volume={20},
number={4},
pages={626-637},
document_type={Article},
} 

