**Dr.
Nataša Krejić**

*CURRICULUM VITAE*

**Personal Data**

Date of birth: May 21, 1966

Place of birth: Bač, Vojvodina, Serbia

Marital status: Married (Branislav Kolarski, M.D.)

Citizenship: Serbian

**Languages**

· Mother tongue: Serbian

· Foreign languages: English, Portuguese

**Education**

B.Sc., Faculty of Science, Novi Sad, Yugoslavia, 1985-1989.

M.Sc., Faculty of Science, Novi Sad, Yugoslavia, 1992.

Ph. D., Faculty of Science, Novi Sad, Yugoslavia, 1994.

**Experience**

Visiting Researcher, University of Florence, Italy, (2 weeks), 2019, grant from University of Florence.

Visiting Researcher, University of Florence, Italy, (2 weeks), 2018, grant from University of Florence.

Visiting Professor, Institute of Mathematics, University of Campinas, SP, Brazil, 2015 (2 months), grant from FAPESP, SP

Visiting Professor, Institute of Mathematics, University of Campinas, SP, Brazil, 2011 (6 weeks), grant from FAPESP, SP

Erasmus Mundus Visitor, Technical University of Eindhoven, Holland, 2009

Senior Research Fellowship, CEU, Budapest, Hungary, 2009

Visiting Professor, Institute of Mathematics, University of Campinas, SP, Brazil, 2003 (1 month), grant from FAPESP, SP

Visiting Professor, Institute of Mathematics, University of Campinas, SP, Brazil, 1999-2000 (15 months), grant from FAPESP, SP

Visiting Professor, Institute of Mathematics, University of Campinas, SP, Brazil, 1997 (6 months), grant from FAPESP, SP

Full Professor, Faculty of Science, University of Novi Sad, 2004-.

Associate Professor, Faculty of Science, University of Novi Sad, 1999 –2004.

Assistant Professor, Faculty of Science, University of Novi Sad, 1995-1999.

Assistant, Faculty of Science, University of Novi Sad, 1990-1995.

**Awards**

**Charles Broyden Prize for 2015**
- Krejić,
N., Lužanin, Z., Stojkovska I., Ovcin, Z., Descent direction method
with line search for unconstrained optimization in noisy environment,
*Optimization
Methods and Software*
30,6,
(2015), 1164-1184.

**European
Consortium for Mathematics in Industry**

President 2021-2023

Vice President 2018-2020

Council Member 2012-2019

**Publications**

Fodor, L., Jakovetić, D., Krejić, N., Malaspina, G., Parallel Inexact Levenberg-Marquardt Method for Nearly-Separable Nonlinear Least Squares, download

Krejić, N., Krklec Jerinkić, N., Matrinez, A., Yousefi, M., A non-monotone extra-gradient trust-region method with noisy oracles, download

Krejić, N., Krulikovski, E.H.M., Raydan, M., An augmented Lagrangian approach for cardinality constrained minimization applied to variable selection problems, Applied Numerical Mathematics (2023).

Bellavia, S., Krejić, N., Krklec Jerinkić, N., Raydan, M., SLiSeS: Subsampled Line Search Spectral Gradient Method for Finite Sums, techical report

Jakovetić, D., Krejić, N., Malaspina, G., Distributed Inexact Newton Method with Adaptive Step Sizes, download

Krejić, N., Krulikovski, E.H.M., Raydan, M., A Low-Cost Alternating Projection Approach for a Continuous Formulation of Convex and Cardinality Constrained Optimization, Operations Research Forum (2023), download

Krejić, N., Krklec Jerinkić, N., Ostojić, T., Spectral Projected Subgradient Method for Nonsmooth Convex Optimization Problems, Numerical Algorithms (2022), technical report

Krejić, N., Malaspina, G., Swaenen, L., A Split Levenberg-Marquardt Method for Large-Scale Sparse Problems, Computational Optimization and Applications (2023), download

Ferrandi, G., Hochstenbach, M.E., Krejić, N., A harmonic framework for stepsize selection in gradient methods, Computational Optimization and Applications (2023) download

Jakovetić, D., Krejić, N., Krklec Jerinkić, N., A Hessian inversion-free exact second order method for distributed consensus optimization, IEEE Transactions on Signal and Information Processing over Networks, (2022)

Bellavia, S., Krejic, N., Morini, B., Rebegoldi, S., A Stochastic First-Order Trust-Region Method With Inexact Restoration For Finite--Sum Minimization, Computational Optimization and Approximation (2023), download.

Jakovetić, D., Krejić, N., Krklec Jerinkić, N., EFIX: Exact Fixed Point Methods for Distributed Optimization, Journal of Global Optimization, (2022)

Savić, M., Atanasijević, J., Jakovetić, D., Krejić, N., Tax Evasion Risk Management Using a Hybrid Unsupervised Outlier Detection Method, EXPERT SYSTEMS WITH APPLICATIONS, (2022), vol. 193 technical report

Krejić, N., Krklec Jerinkić, N., Ostojić, T., Minimizing Nonsmooth Convex Functions with Variable Accuracy, Journal of Computational and Applied Mathematics (2023), technical report

Birgin, E.G., Krejić, N., Martínez, J.M., Economic inexact restoration for derivative-free expensive function minimization and applications, Journal of Computational and Applied Mathematics (2022), vol. 410, technical report

Rottmann, M., Peyron, M., Krejić, N., Gottschalk, H., Detection of Iterative Adversarial Attacks via Counter Attack, Journal of Optimization Theory and Applications (2023), technical report

Daniela di Serafino, Nataša Krejić, Nataša Krklec Jerinkić, Marco Viola, LSOS: Line-search Second-Order Stochastic optimization methods, Mathematics of Computation (2022), technical report

Malaspina, G., Jakovetić, D., Krejić, N., Linear Convergence Rate Analysis of a Class of Exact First-Order Distributed Methods for Time-Varying Directed Networks and Uncoordinated Step Sizes, technical report

Jakovetić, D., Krejić, N., Krklec Jerinkić, N., Malaspina, G., Micheletti, A., Distributed Fixed Point Method for Solving Systems of Linear Algebraic Equations,

*Automatica (2021), no. 134*technical reportFodor, L., Jakovetić, D., Krejić, N., Krklec Jerinkić, N., Skrbic, S., Performance evaluation and analysis of distributed multi-agent optimization algorithms with sparsified directed communications, EURASIP JOURNAL ON ADVANCES IN SIGNAL PROCESSING 2021, download

Kumaresan, M., Krejić, N., Lončar, S., Negative Selection, A New Performance Measure for Automated Order Execution, Journal of Mathematics for Industry (2021), 11:6, download

Bellavia, S., Bianconcini, T., Krejić, N., Morini, B., Subsampled first-order optimization methods with applications in imaging, In: Chen K., Schönlieb CB., Tai XC., Younces L. (eds) Handbook of Mathematical Models and Algorithms in Computer Vision and Imaging. Springer, Cham. https://doi.org/10.1007/978-3-030-03009-4_78-1

Jakovetić, D., Krejić, N., Krklec Jerinkić, N., Spectral-like gradient method for distributed optimization, Proceedings of 18th International Conference on Smart Technologies, (IEEE EUROCON 2019), (2019).

Armacki, A., Jakovetić, D., Krejić, N., Krklec Jerinkić, N., Distributed Trust-Region Method With First Order Models, Proceedings of 18th Internationa Conference on Smart Technologies, (IEEE EUROCON 2019), (2019). technical report

Atanasijević, J., Jakovetić, D., Krejić, N., Krklec Jerinkić, N., Marković, D., Using Big Data Analytics to Improve Efficiency of Tax Collection in the Tax Administration of the Republic of Serbia, Ekonomika Preduzeća (2019), 115-130. technical report

Bellavia, S., Krejić, N., Morini, B., Inexact restoration with subsampled trust-region methods for finite-sum minimization, Computational Optimization and Applications 76(3), (2020), 701-736, technical report

Jakovetić, D., Krejić, N., Krklec Jerinkić, N., Exact Spectral-Like Gradient Method for Distributed Optimization, Computational Optimization and Application 74,3 (2019), 703-728. technical report

Birgin, E.G., Krejić, N., Martínez, J.M., Iteration and evaluation complexity on the minimization of functions whose computation is intrinsically inexact, Mathematics of Computation 89 (2020), 253-278 technical report

Bellavia, S., Krejić, N., Krklec Jerinkić, N., Subsampled Inexact Newton Methods for minimizing large sums of convex functions, IMA J. Numer. Anal. 40,4 (2020), 2309-2341, technical report

Bajović, D. Jakovetić, D., Krejić, N., Krklec Jerinkić, N., Distributed second order methods with increasing number of working nodes, IEEE Transactions on Automatic Control 65, 2 (2020), 846-853 technical report

Bajović, D. Jakovetić, D., Krejić, N., Krklec Jerinkić, N., Newton-like Method with Diagonal Correction for Distributed Optimization, SIAM J. Optimization Vol. 27 No.2 (2017), 1171-1203 download

Krejić, N., Lončar, S., A Noonmonotone Line Search for Stochastic Optimization Problems, Filomat 32,19 (2018), 6799-6807, technical report

Krejić, N., Krklec Jerinkić, N., Rožnjik, A., Variable Sample Size Method for Equality Constrained Problems,

*Optimization Letters*12,3 (2018), 485-497. downloadKrejić, N., Krklec Jerinkić, N., Spectral Projected Gradient Method for Stochastic Optimization,

*Journal of Global Optimization*73,1 (2019), 59-81, technical reportBirgin, E.G., Krejić, N., Martínez, J.M., On the minimization of possibly discontinous functions by means of pointwise approximation,

*Optimization Letters*11(8), 1623-1637, downloadBirgin, E.G., Krejić, N., Martínez, J.M., On the employment of Inexact Restoration for the minimization of functions whose evaluation is subject to programming errors,

*Mathematics of Computation*87, 311 (2018), 1307-1326*, technical report*Bajović, D. Jakovetić, D., Krejić, N., Krklec Jerinkić, N., Distributed Gradient Methods with Variable Number of Working Nodes,

*IEEE Transactions on Signal Processing*46, 15 (2016), 4080-4095. technical reportKrejić, N., Martinez, J.M., Inexact Restoration approach for minimization with inexact evaluation of the objective function,

*Mathematics of Computation*, 85 (2016), 1775-1791.__technical report__Krejić, N., Lužanin, Z., Nikolovski, F., Stojkovska, I., A nonmonotone line search method for noisy optimization,

*Optimization Letters*7,9 (2015), 1371-1391. technical report, additional numerical results.Kumaresan, M., Krejić, N., Optimal Trading of Algorithmic Orders in a Liquidity Fragmented Market Place,

*Annals of Operations Research*229 (2015) 521-540. technical reportKrejić, N., Krklec Jerinkić, Rapajić, S., Barzilai-Borwein method with variable sample size for stochastic linear complementarity problems,

*Optimization*65,2, (2016) 479-499.__technical report__Krejić, N., Krklec Jerinkić, Nonmonotone line search methods with variable sample size,

*Numerical Algorithms*68(4), (2015) 711-739,__technical report__Krejić, N., Krklec Jerinkić, Stochastic gradient methods for unconstrained optimization,

*Pesquisa Operacional*34 (3), (2014) 373-393.,__technical report__Krejić, N., Lužanin, Z., Stojkovska I., Ovcin, Z., Descent direction method with line search for unconstrained optimization in noisy environment,

*Optimization Methods and Software*30,6, (2015), 1164-1184. technical reportKrejić, N., Lužanin, Z., Stojkovska, I., A gradient method for unconstrained optimization in noisy environment,

*Applied Numerical Mathematics*70 (2013), 1-21, technical report, additional numerical results.Krejić, N., Krklec, N., Line search methods with variable sample size for unconstrained optimization,

*Journal of Computational and Applied Mathematics*245 (2013), 213-231, technical reportKrejić, N., Lužanin, Z., Ovcin, Z., Stochastic Newton-like methods for computing equilibria in general equilibrium models,

*Computational and Applied Mathematics, vol. 30, no.1 (2011), 127-149. download*E. G. Birgin, L. F. Bueno, N. Krejić, J. M. Martinez, Low Order-Value Optimization approach for solving VaR-constrained minimization problems,

*Journal of Global Optimization*51,4 (2011), 715-742. technical reportKrejić, N., Kumaresan, M., Rožnjik, A

*.,*VaR optimal portfolio with transaction costs,*Applied Mathematics and Computation, 218, 8, (2011)*, 4626-4637,*technical report*Kumaresan, M., Krejić, N., A Model for Optimal Execution of Atomic Orders,

*Computational Optimization and Applications 46,2,*(2010)*369-389,*technicalreportĆurić, V., Heilio, M., Krejić, N., Nedeljkov, M., Mathematical Model for Efficient Water Flow Management,

*Nonlinear Analysis: Real World Applications**11 (2010) 1600-1612 download*Krejić, N., Lužanin, Z., Stojkovska, I., Gauss-Newton-based BFGS method with filter for unconstrained optimization,

*Applied Mathematics and Computation 211,1, (2009), 354-362*. downloadKrejić, N., Krunić, T., Nedeljkov, M., Numerical verification of delta shock waves for pressureless gas dynamics,

*Journal of Mathematical Analysis and Applications,*Volume 345, Issue 1, (2008), 243-257,*download*Krejić, N., Lužanin Z., Rapajić, S., Jacobian smoothing Brown’s method for NCP,

*Nonlinear Analysis: Theory, Methods & Applications*, 70 (2009), 642-657. downloadBuhmiler, S., Krejić, N., Lužanin, Z., Practical Quasi-Newton methods for singular nonlinear systems,

*Numerical Algorithms*55(4), (2010), 481-502. downloadKrejić, N., Rapajić, S., Globally convergent Jacobian smoothing inexact Newton methods for NCP,

*Computational Optimization and Applications,*Volume 41, Number 2 (2008), 243-261.Krejić, N., Lužanin

**,**Z., Radeka, I., Newton-like method for nonlinear banded block diagonal system**,***Applied Mathematics and Computation*, Volume 189, Issue 2, (2007), 1705-1711.Buhmiler, S., Krejić, N, A new smoothing quasi-Newton method for nonlinear complementarity problems,

*Journal of Computational and Applied Mathematics*vol 211, No 2, (2008), 141-155.Krejić; N., Lužanin, Z., Rapajić, S., Iterative method with modification of the right-hand side vector for nonlinear complementarity problems

*,**Internat. J. Comput. Math.*83, 2(2006), 193-201.Francisco, J.B., Krejić, N., Martínez, J.M, An interior-point method for solving box-constrained underdetermined nonlinear systems,

*Journal of Computational and Applied Mathematics*177,1 (2005), 67-88.Birgin, E.G., Krejić, N., Martínez, J.M., Solution of bounded nonlinear systems of equations using homotopies with inexact restoration,

*Internat. J. Comput. Math.*80(2): 211-222 (2003).Birgin, E.G., Krejić, N., Martínez, J.M., Globally convergent inexact quasi – Newton methods for solving nonlinear systems,

*Numerical Algorithms*32 (2003), 249-260.Krejić, N., Lužanin, Z., Newton-like method with modification of the right-hand side vector

*Mathematics of Computation,*71, 237 (2002), 237-250.Krejić, N., Rapajić, S., Lužanin, Z., On a Smoothing Quasi-Newton Method for Nonlinear Complementarity Problems, GAMM 2003, 24-28. 3. 2003, Abano Terme, Padua, Italy, PAMM - Proc. Appl. Math. Mech., Vol. 3, Issue 1,

Herceg, D., Krejić, N., Maličić, H., On an iterative method with deflation for systems of equations,

*Novi Sad J. Math.,*29,1 (1999), 169-175.Herceg, D., Krejić, N., Maličić, H., On a finite difference analogue of a singularly boundary value problem,

*Novi Sad J. Math*., 31,1 (2000), 23-31.Krejić, N., Rapajić, S., Quasi-Newton methods for semi-smooth reducible systems, XIII Conference on Applied Mathematics, D. Herceg, K. Surla, N. Krejić, eds., Institute of Mathematics, Novi Sad, 2000, pp. 63-74

Krejić, N., Lužanin, Z., Relaxation of Quasi-Newton method,

*XII Conference on Applied Mathematics*, Herceg, D., Surla, K., eds., Institute of Mathematics, Novi Sad, 1998.Krejić, N., Martínez, J.M., Mello, M., Pilotta, E.A., Validation of an Augmented Lagrangian Algorithm with a Gauss-Newton Hessian Approximation Using a Set of Hard-Spheres Problems,

*Computational Optimization and Applications*16 (2000), 247-263.Krejić, N., Martínez, J.M., Inexact Newton methods for semismooth systems of equations with block-angular structure,

*Journal of Computational and Applied Mathematics*103, (1999), 239-249.Krejić, N., Martínez, J.M., A globally convergent Inexact-Newton method for solving reducible systems of equations,

*Optimization Methods and Software*13 (2000), 11-34.Krejić, N., Lopes, V., Martínez, J.M., Peres, R., Globally convergent incomplete decomposition algorithms for discrete dynamic nonlinear models,

*Nonlinear Analysis*42 (2000), 663-672.Herceg, D., Krejić, N., Lužanin, Z., Quasi-Newton method with correction,

*Novi Sad J. Math.*, 26,1 (1996), 115-127.Herceg, D., Krejić, N., Hybrid methods for solving discrete analogues of nonlinear boundary value problems,

*Nonlinear Analysis*, 30 (1997), 9-15.Lužanin, Z., Herceg, D., Krejić, N., Parameter selection for inexact Newton methods,

*Nonlinear Analysis*30 (1997), 17-24.Herceg, D., Krejić, N., On an acceleration of iterative methods for discrete analogues of SPP boundary value problems,

*XI Conference on Applied Mathematics*, D. Herceg, K. Surla, eds., Institute of Mathematics, Novi Sad, 1997, 91-101.Herceg, Đ., Krejić, N., Computation of coefficients of difference formulas on an arbitrary mesh.

*Proceedings of the VII Conference on Logic and Computer Science Lira '95, Novi Sad, September 26-30,*pp. 45-51*.*Herceg, D., Krejić, N., On the strong componentwise stability and H-matrices,

*Demonstratio Mathematica*30,2 (1997), 373-378.Herceg, D., Krejić, N., Convergence results for fixed point iterations in

*R*,*Computers Math. Applic*. 31,2 (1996), 7-10.Herceg, D., Krejić, N., On a modification of iterative methods,

*X Conference on Applied Mathematics*, Herceg, D., Cvetković, Lj., eds., Institute of Mathematics, Novi Sad, 1996, 9-17.Krejić, N., Extension of convergence area and convergence acceleration for twoparametric relaxation methods, Ph.D. thesis, University of Novi Sad, Institute of Mathematics, Novi Sad, 1994, 97 pgs. (in Serbian).

Herceg, D., Krejić, N., Fixed point iterations in

*R*,*IX**Conference on Applied Mathematics*, Herceg, D., Cvetković, Lj., eds., Institute of Mathematics, Novi Sad, 1995, 21-27.Krejić, N., Ogrizović, Z., Nonlinear AOR method,

*IX Conference on Applied Mathematics*, Herceg, D., Cvetković, Lj., eds., Institute of Mathematics, Novi Sad, 1995, 55-63.Herceg, D., Krejić, N., Extensions of the Convergence Area for the AOR Method with Gaussian Elimination,

*Proc. Lucrarile Sesuinii de Comunicari Stiintifice*, Halic, G., ed. Arad, 1994, 1-7.Krejić, N., Herceg, D., Improving the convergence of iterative methods by performing Gaussian elimination,

*VIII Conference on Applied Mathematics*, Jaćimović, M., ed., Tivat 1993, 103-110.Herceg, D., Krejić, N., Some properties of matrices arising from the discretization of boundary value problems

*, Univ. u Novom Sadu Zb. Rad. Prirod.-Mat- Fak- Ser. Mat*. 24,1 (1994), 379-389.Herceg, D., Krejić, N., Column Relaxation and Hybrid Acceleration,

*Z. angew. Math. Mech.*, 74(6), 673-675.Cvetković, Lj., Krejić, N., USSOR Method for SDD matrices,

*Z. angew. Math. Mech*. 74(6), 673-675.Cvetković, Lj., Krejić, N., Local and global convergence of the nonlinear USSOR method ,

*Univ. u Novom Sadu, Zb. Rad. Prirod.-Mat. Fak. Ser. Mat*. 23,2 (1993), 381-391.Herceg, D., Krejić, N., On the Convergence of the Unsymmetric Succesive Overrelaxation (USSOR) Method,

*Linear Algebra Appl*. 185 (1993), 49-60Cvetković, Lj., Krejić, N., Convergence of the Unsymmetric Succesive Overrelaxation Method for the SDD matrices,

*Univ. u Novom Sadu Zb. Rad. Prirod.-Mat. Fak. Ser. Mat*. 22,2 (1992), 11-21.Krejić, N., Some techniques for the Acceleration of Iterative Methods, Master Thesis, Faculty of Science, University of Novi Sad, 1992, 75 pgs (in Serbian).

Herceg, D., Krejić, N., A Remark on Iterative Methods for Systems of Linear Equations,

*Bull. Appl. Math*. 779 (1992)(LXI), 29-37.Herceg, D., Krejić, N., On a Hybrid Methods for a System of Linear Equations,

*Bull. Appl. Math*. 704 (1991)(LVII), 29-37.Herceg, D., Krejić, N., On a Nonstationary Modification of an Iterative Method,

*Univ. u Novom Sadu Zb. Rad. Prirod.-Mat.Fak. Ser. Mat*. 22,2 (1992), 1-10.Herceg, D., Krejić, N., On Two Relaxation Methods for Solving Systems of Nonlinear Equations,

*VII Conference on Applied Mathematics*, R. Scitovski, ed., University of Osijek, Osijek, 1990, 79-89.

**Projects**

Project Leader: LASCADO - Large Scale and Distributed Optimization, Science Fund of the Republic of Serbia, grant no. 7359, 2023-2026

BigMath - Big Data Challenges for Mathematics, H2020-MSCA-ITN-2018, EID, 2018-2022 (local coordinator for Faculty of Sciences Novi Sad)

RealForAll - Real-time measurements and forecasting for successful prevention and management of seasonal allergies in Croatia-Serbia cross-border region“, IPA Cross Border Cooperation Croatia Serbia, HR-RS151, 2017-2020, (local coordinator for Faculty of Sciences Novi Sad)

Ibidaas - Industrial-driven Big Data as a self-service solution, H2020, ICT-16-2017, 780787, 2018-2020

Project Leader: Numerical Methods, Simulations and Applications, Serbian Ministry of Education, Science and Technological Development, grant 174030, 2011-2019.

Project Leader: Calculus of variations, optimisation and applications, Bilateral project Serbia - Croatia, Ministry of Education, Science and Technological Development, 2016-2017

Project Coordinator: Tempus JEP CD 17017-2002: Mathematics Curricula for Technological Development, 2003-2006, financed by EC

Project Leader: Numerical Methods for Nonlinear Mathematical Models, Serbian Ministry of Science and Enviromental Protection, grant 144016, 2006-2010

Project Leader: Modelling and Forecasting Stock Price Behaviour – Analysis of High Frequency Financial Data – Research project for Dresdner Kleinwort Securities, London, 2006-2007.

**Editorship**

Associate Editor, Publications de l'Institut Mathématique, since 2012, http://publications.mi.sanu.ac.rs/home

Associate Editor, Computational and Applied Mathematics, Springer, 2014 -

Associate Editor, Filomat, 2018 -

**PhD students**

Greta Malaspina, Distributed Optimization Methods for Large Scale Unconstrained Problems, PhD thesis, University of Novi Sad, Faculty of Science, MSC EID, 2022, download

Tijana Ostojić, Modifications of Newton-type methods for solving semi-smooth stochastic optimization problems, download

Nemanja Veličković

Sanja Lončar, Negative Selection - An Absolute Measure of Arbitrary Algorithmic Order Execution, PhD thesis, University of Novi Sad, Faculty of Science, 2018, download

Zoran Ovcin, Quasi-Newton Methods for Stochastic Programming, PhD thesis, University of Novi Sad, Faculty of Science, 2016, download

Snežana S. Djordjević, Parameter selection for gradient methods for unconstrained optimization, PhD thesis, University of Novi Sad, Faculty of Science, 2015.

Nataša Krklec Jerinkić, Line search methods with variable sample size, PhD thesis, University of Novi Sad, Faculty of Science, 2014, download

Sandra Buhmiler, Modifications of the Newton method for solving singular nonlinear systems, PhD thesis, University of Novi Sad, Faculty of Science, 2014

Miles Kumaresan, Optimization of Conditional Trajectories in a Market Place of Multiple Liquidity Pools, PhD thesis, University of Novi Sad, Faculty of Science, 2010, download

Sanja Rapajić, Smoothing Iterative Methods for Nonlinear Complementarity Problems, PhD thesis, University of Novi Sad, Faculty of Science, 2005.

**Books**

*1. *Friedlander,
A., Krejić, N., Krklec Jerinkić, N.*,
*Lectures
on Fundamentals of Numerical Optimization,
*University of Novi Sad, Faculty of
Sciences, 2019, * __download__

**Books in Serbian**

1.
Krejić, N., Herceg, Đ., Mathematics and *Mathematica*,
University of Novi Sad, Institute of Mathematics, 1993, 177pgs.,
second edition 1994, xi+186 pgs., third edition 1997, 200 pgs, fourth
edition, 2001, fifth edition 2007

2. Herceg, D., Krejić, N., Numerical Analysis, University of Novi Sad, Stylos, Novi Sad, 1997, 397 pgs.

3. Herceg, D., Krejić, N., Numerical Analysis – Collection of Solved Problems I, University of Novi Sad, Novi Sad, 1998, 231 pgs.

4. Herceg, D., Krejić, N., Numerical Analysis – Collection of Solved Problems II, University of Novi Sad, Novi Sad, 1998, 187 pgs.

5. Gajić, Lj., Herceg, D., Krejić, N., Elements of Business Mathematics, Institute of Mathematics, Novi Sad, 1999, 200 pgs, , second edition 2000, third edition 2001..

6. Herceg, D., Krejić, N., Numerical Analysis for Computer Science Students, University of Novi Sad, Tempus SCM project, Novi Sad, 2005

**Teaching**

Courses: at Master programme of Applied Mathematics at University of Novi Sad: Financial Mathematics , Numerical Optimization, Numerical Analysis

Course on Portfolio Optimization at Lappeenranta University of Technology, Finland, May 2006.

Course on Big Data Optimization at Lappeenranta University of Technology, Finland, April 2017.

**MSc Students**

Milan Tokić, Optimal trading portfolio under different risk measures, MSc thesis, University of Novi Sad, 2020

Mirko Dražić, Optimization of Algorithmic Trading Strategies under Market Regime Switch, MSc thesis, University of Novi Sad, 2018, download

Ana Pavlović, Parameter estimation for model of market dynamics with regime switching, MSc thesis, University of Novi Sad, 2018, download

Jelena Rodić, Optimal portfoli of algorithmic trading strategies, MSc thesis, University of Novi Sad, 2017. download

Nataša Džaleta, Optimal trading trajectory for BB models, M Sc thesis, University of Novi Sad, 2015.

Višnja Stefanović, Optimization of waiting queues in medical institutions, M Sc thesis, University of Novi Sad, 2014.

Tijana Stojančević, A Mathematical modeol of ATM fill-in schedule, M Sc thesis, University of Novi Sad, 2014.

Tijana Mandić, Advanced Approach for Modeling of Operational Risk, M Sc thesis, University of Novi Sad, Faculty of Science, 2013.

Čongor Mičiz, Efficient Portfolios with Uncertain Exit Time, M Sc thesis, University of Novi Sad, Faculty of Science, 2013.

Buda Bajić, Scenario Generation for Multistage Stochastic Problems, M Sc thesis, University of Novi Sad, Faculty of Science, 2012, download

Milena Kresoja, Scenario Generation with Hidden Markov Models, M Sc thesis, University of Novi Sad, Faculty of Science, 2011, download

Svetlana Milovanović, Stability of the Covariance Matrix and Portfolio Optimization Problem, M Sc thesis, University of Novi Sad, Faculty of Science, 2011, download

Sonja Rauški, Pоrtfolio Optimization with Uncertain Exit Time, M Sc thesis, University of Novi Sad, Faculty of Science, 2011, download

Ivana Manić, Mathematical Methods for Measuring and Managing Operational Risk, M Sc thesis, University of Novi Sad, Faculty of Science, 2008, download

Vojislav Timarac, Smoothing methods for linear programming problems, M Sc thesis, University of Novi Sad, Faculty of Science, 2008.

Nataša Teodorović, Liquidity measures and price impact function, M Sc thesis, University of Novi Sad, Faculty of Science, 2008. download

Andrea Rožnjik, VaR as a risk measure in portfolio optimization, M Sc thesis, University of Novi Sad, Faculty of Science, 2008. download

Katarina Vla, Optimization of credit portfolio with CVaR, M Sc thesis, University of Novi Sad, Faculty of Science, 2007. download

Dragan Kovačević, Mathematical models of Stock Exchange Trading, M Sc thesis, University of Novi Sad, Faculty of Science, 2007.

Sandra Buhmiler, Quasi-Newton Methods for Nonlinear Complementarity Problems, M Sc thesis, University of Novi Sad, Faculty of Science, 2005

Tanja Nedić, Adaptive Grids for Delta Waves, MSc thesis, University of Novi Sad, Faculty of Science, 2003