Njegić dr Jovan

Skills:

Programming-related skills:
- R
- Python
- Data Analysis
- Supervised Machine Learning Unsupervised Machine Learning Reinforcement Learning
- Deep Learning – Neural Networks JavaScript
- HTML CSS
Finance-related skills:
- Financial Modeling
- Quantitative Finance
- Portfolio Management

Experience:

Novi Sad School of Business, Serbia 2006-Present
- Professor

Other experience:

Sunningdale Capital LLP, London, UK Summer 2011 Intern
- Developed software to support investment research of hedge fund index products
Zepter Invest, Bosnia and Herzegovina Summer 2010 Intern
- Investment management and investment analysis, managing company’s transaction control and supervision
ComData, Novi Sad, Serbia 2018
- Lecturer at Applied Artificial Intelligence Workshop for software developers
ComData, Novi Sad, Serbia 2018
- Project – development of deep neural network for computer vision related project

Education:

Formal Education:
- Economic faculty, University of Nis 2010-2014
  - Doctor of Philosophy (PhD) – statistics
  - Application of the Regression Analysis of Financial Time Series in Portfolio Risk Management
- Economic faculty, University of Belgrade 2005-2010
  - Master of Arts (MA) (magistar)
  - Investment Fund Valuation in the Case of Less Developed Securities Market
Certifications and Courses:
- Online Stanford University Courses:
  - Machine Learning – 12 weeks course
  - Neural Networks and Deep Learning – 4 weeks course
  - Improving Deep Neural Networks: Hyperparameter tuning, Regularization and Optimization – 3 weeks course
  - Structuring Machine Learning Projects – 2 weeks course
  - Convolutional Neural Networks – 4 weeks course
  - Sequence Models – 3 weeks course
- DataCamp Courses:
  - Supervised Learning with scikit-learn
  - Manipulating Time Series Data in R
  - Statistical Thinking in Python
  - Data Analyst with Python Track
  - Data Scientist with Python Track
  - Data Manipulation with Python Track
  - Importing & Cleaning Data with Python Track
  - Python Developer Track
  - Python Programming Track
  - R Programming Track

Languages:

English
Russian

Hobbies:

fitness
running

International journals: M21 – M23
- Njegić J., Živkov D., Janković I. (2018). „Interrelationship and Spillover Effect between Stock and Exchange Rate Markets in the Major Emerging Economies “, Prague Economic Papers DOI10.18267/j.pep.669.
- Njegić J., Živkov D., Damnjanović J. (2017). „Business cycles synchronisation between the EU-15 and selected Eastern European Countries – The wavelet coherence approach”, Acta Oeconomica 67(4):539-556
- Mirović V., Živkov D., Njegić J. (2017). „Construction of commodity portfolio and its hedge effectiveness gauging – revisiting DCC models”, Finance a Uver 67(5):396-422.
- Živkov D., Njegić J., Momčilović M., Milenković I. (2016), “Exchange rate volatility and uncovered interest rate parity in the European Emerging Economies”, Prague Economic Papers, Vol. 25, No. 3, Str. 253-270, ISSN: 1210-0455
- Živkov D., Njegić J., Mirović V. (2016), “Dynamic nexus between Exchange Rate and Stock Prices in the Major East European Economies”, Prague Economic Papers, Vol. 25, No. 6, Str. 686-705, ISSN: 1210-0455
- Mirović V., Živkov D., Njegić J. (2017), “Construction of Commodity Portfolio and its Hedge Effectiveness Gauging – Revisiting DCC Models”, Finance a Uver: Czech journal of economics and finance, Vol. 67, No. 5, Str. 396-422, ISSN: 0015-1920
- Živkov D., Njegić J., Pavlović J. (2016), “Dynamic Correlation Between Stock Returns and Exchange Rate and its Dependence on the Conditional Volatilities – The Case of Several Eastern European Countries”, Bulletin of economic research, Vol. 68, No. S1, Str. 28-41, ISSN: 1467- 8586
- Živkov D., Njegić J., Papić-Blagojević N., Petronijević J. (2016), “Monetary Effectiveness in Small Transition Economy – the Case of the Republic of Serbia”, Romanian journal of economic forecasting, Vol. 19, No.3, Str. 5-18, ISSN: 1582-6163
- Živkov D., Njegić J., Milenković I. (2015), Bidirectional Volatility Spillover Effect between the Exchange Rate and Stocks in the Presence of Structural Breaks in Selected Eastern European Economies”, Finance a Uver: Czech journal of economics and finance, Vol. 65, No. 6, Str. 477- 498, ISSN: 0015-1920
- Živkov D., Njegić J., Pećanac M. (2015), Bidirectional linkage between inflation and inflation uncertainty – the case of Eastern European countries”, Baltic journal of economics, Vol. 14, No. 1-2, Str. 124-139, ISSN: 1406-099X
National journals and conference papers:
- Živkov D., Njegić J., Markelić J. (2014), “Exchange Rate Effect on Stock Returns – A Quantile Regression Approach”, Industrija, Vol. 42, No. 3, Str. 7-21, ISSN: 0350-0373
- Živkov D., Njegić J., Ljumović I. (2013), “Linkage between external and internal imbalance: The case of Serbia”, Industrija, Vol. 41, No. 4, Str. 127-142, ISSN: 0350-0373
- Njegić J., Bolesnikov D., Damnjanović J. (2017), „Application of Statistical Models in Investing in Regional Financial Markets “, The teacher of the future (13; Budva; 2017), No. 0, Str. 853- 860, UDK 37, Izdavač: Institute of Knowledge Management
- Damnjanović J., Papić-Blagojević N., Njegić J. (2017), „Euro and European Integration-Lessons for Western Balkan’s countries”, The teacher of the future (13; Budva; 2017), No. 0, Str. 853- 860, UDK 37, Izdavač: Institute of Knowledge Management
- Račić Ž., Njegić J. (2016), „The analysis of the determinants of profitability of the banking sector in Serbia”, Regionalna naucnostrucna i biznis konferencija LIMEN „Liderstvo i menadžment: država, preduzeće, preduzetnik“ (1; Beograd; 2015), Str. 457-464, UDK COBISS.SR-ID 229459724, ISBN 978-86-80194-05-9, Izdavač: Association of Economists and Managers of the Balkans
- Njegić J., Petronijević J. (2015), „The Application of Volatility Models in Portfolio Management”, International Conference „Employment, Education and Entrepreneurship“, Str. 365-386, UDK 005:336.763, ISBN 978-86-6069-117-2
- Njegić J., Petronijević J. (2014), „The Advantages of Using R in Portfolio Management – Opportunities for Serbia”, International Conference „Employment, Education and Entrepreneurship“, Str. 365-386, UDK 005:336.763]:004.4, ISBN 978-86-6069-105-9,
- Gajić T., Vujko A., Njegić J., (2014), „Interregional Disparities in the Tourism of Serbia”, VII International Scientific Conference Science and Higher Education in Function of Sustainable Development – SED 2014, Užice, Serbia.
- Papić-Blagojević N., Njegić J. (2014), „Bayesian Vector Autoregressive Model vs Vector Autoregressive Model in Modeling Intra-Daily FX Data Series”, Economy, Ecology and Russia Society in the 21st century – International Scientific and Practical Conference, Str. 370-376, Izdavač: Sankt Petersburg: Polytechnic University
- Njegić J., Papić-Blagojević N., Tomić R. (2013), „Volatility modeling of euro, rubble and dinar exchange rates”, 15-я Meždunarodnaя naučno-praktičeskaя konferenciя Эkonomika, эkologiя i obщestvo rossii v 21-m stoletii, Sankt Petersburg, Russia.
- Njegić J., Savin M., Živkov D. (2012), „Stock Market Volatility After the Financial Crisis: Evidence from Eastern Europe And Balkan Region”, WSEAS International Conferences, Tomas Bata University in Zlin, Czech Republic.

Predavanja

Vežbe

Ispiti

Materijali

ANALIZA HARTIJA OD VREDNOSTI (BOL. 12)

Obaveštenje za kolokvijum

FINANSIJSKA STRATEGIJA I PLANIRANJE POREZA (BOL. 07)

FINANSIJSKA STRATEGIJA I PLANIRANJE POREZA (BOLONJA) (PRE BOL.)

Obaveštenje o rezultatima ispita održanog 17.06.2013. godine

FINANSIJSKA STRATEGIJA I PLANIRANJE POREZA (PRE BOL.)

FINANSIJSKA TRŽIŠTA I INSTITUCIJE (BOL. 12)

FINANSIJSKA TRŽIŠTA I INSTITUCIJE (BOL. 17)

FINANSIJSKE INSTITUCIJE I TRŽIŠTA (PRE BOL.)

FINANSIJSKI MENADŽMENT (PRE BOL.)

Rezultati popravnog kolokvijuma, održanog u oktobarskom roku 2010. godine

INVESTIRANJE U HARTIJE OD VREDNOSTI (BOL. 17 - MS)

INVESTIRANJE U HARTIJE OD VREDNOSTI (BOL. 17 - SS)

Rezultati ispita 01.10.2020

INVESTIRANJE U HARTIJE OD VREDNOSTI (MS) (PRE BOL.)

INVESTIRANJE U HARTIJE OD VREDNOSTI (SS)

MEĐUNARODNO OPOREZIVANJE (BOL. 07)

OSIGURANJE (BOL. 07)

Rezultati popravnog kolokvijuma, održanog u oktobarskom roku 2010. godine

OSNOVI MENADŽMENTA (BOL. 07)

Rezultati II kolokvijuma – VG09, VG10

UPRAVLJANJE RIZICIMA (SS)

UVOD U VEŠTAČKU INTELIGENCIJU (BOL. 16)

Obaveštenja

26. oktobra 2020.

Finansijska tržišta i institucije – pristup Moodle-u

Svi studenti bi sada trebalo da imaju pristup Moodle-u platformi i materijalima za predmet Finansijska tržišta i institucije. Ukoliko neko od studenata i dalje ima probleme da pristupi materijalima, možete mi se obratiti mejlom u kom ćete navesti opis problema, i vaše ime, prezime i broj indeksa.

Srdačno,

Profesor Jovan Njegić

20. oktobra 2020.

Onlajn predavanje – 22.10. u 12 časova

Dragi studenti, u navenom terminu biće održano onlajn uvodno predavanje u zoom-u. Predavanju možete pristupiti putem linka:

Jovan Njegic is inviting you to a scheduled Zoom meeting.

Topic: Finansijska trzista i institucije – predavanje
Time: Oct 22, 2020 12:00 PM Belgrade, Bratislava, Ljubljana

Join Zoom Meeting
https://us04web.zoom.us/j/72763444180?pwd=S2dLSnUyWWRndGo1N0ltOFY3dXpCdz09

Meeting ID: 727 6344 4180
Passcode: jc5z09

25. maja 2018.

Podela potpisa kod profesora Jovana Njegića

Podela potpisa biće održana u četvrtak 31.05.2018. godine od 13 do 14 časova. Molim studente, ukoliko su sprečeni da dođu u navedenom terminu, da pošalju indeks po kolegi kako bi blagovremeno dobili potpis, pošto ću u nedelji nakon navedenog termina biti odsutan.

S poštovanjem,

Jovan Njegić

27. aprila 2015.

UPRAVLJANJE RIZICIMA

Pitanja u vezi Vaših radova možete postavljati na forumu koji se nalazi na sajtu: www.njegic.com

2. februara 2015.

REZULTATI ISPITA IZ PREDMETA FINANSIJSKA TRŽIŠTA I INSTITUCIJE

Objava rezultata ispita, uvid u radove i usmena dopuna bice obavljeni u utorak 03.02.2015. godine u 16 casova u ucionici 9. S poštovanjem, Jovan Njegic

30. januara 2015.

Popravni kolokvijumi iz predmeta Finansijska tržišta i institucije i Investiranje u hartije od vrednosti

Popravni kolokvijum iz predmetaInvestiranje u hartije od vrednosti bice održan u subotu 31.01.2015. godine u 13 casova u racunarskoj laboratoriji 4. Popravni kolokvijum iz predmeta Finansijska tržišta i institucije bice održan u subotu 31.01.2015. godine u 14 casova u amfiteatru 1. S poštovanjem, Jovan Njegic

20. decembra 2014.

KOLOKVIJUM IZ PREDMETA INVESTIRANJE U HARTIJE OD VREDNOSTI – 29.12.2014

Na molbu studenata, kolokvijum iz predmeta „Investiranje u hartije od vrednosti“ na specijalistickim studijama, bice održan 29.12.2014 godine od 15:30. Na predavanjima i vežbama zakazanim za 22.12.2014 godine radicemo osnove finansijskih derivata i uvežbavacemo materiju za kolokvijum.

4. juna 2014.

Literatura za pripremu ispita iz predmeta Upravljanje rizicima

Poštovani studenti, Literatura za pripremu ispita iz predmeta Upravljanje rizicima ce biti data u cetvrtak 04.06. na predavanjima. Ukoliko niste u mogucnosti da dodete na predavanja, molim da mi se obratite putem mail-a.

21. maja 2014.

Kolokvijumi iz predmeta UPRAVLJANJE RIZICIMA i INVESTIRANJE U HARTIJE OD VREDNOSTI

Kolokvijumi iz predmeta UPRAVLJANJE RIZICIMA i INVESTIRANJE U HARTIJE OD VREDNOSTI na specijalistickim studijama bice održani u cetvrtak 29.05.2014. godine u 18:00 casova u racunarskoj laboratoriji 5.