Elton Felipe Sbruzzi
Elton Felipe Sbruzzi
Lecturer
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Ano
Study on Singular Spectrum Analysis as a new technical oscillator for trading rules design
MCR Leles, LA Mozelli, CLN Júnior, EF Sbruzzi, HN Guimarães
Fluctuation and Noise Letters 17 (04), 1850034, 2018
132018
A singular spectrum analysis based trend-following trading system
MCR Leles, ASV Cardoso, MG Moreira, EF Sbruzzi, CL Nascimento, ...
2018 Annual IEEE International Systems Conference (SysCon), 1-5, 2018
102018
Introducing learning automata to financial portfolio components selection
EF Sbruzzi, MCR Leles, CL Nascimento
2018 Annual IEEE International Systems Conference (SysCon), 1-6, 2018
72018
A multicriteria trading system based on singular spectrum analysis trading rules
MCR Leles, LA Mozelli, EF Sbruzzi, CLN Júnior, HN Guimaraes
IEEE Systems Journal 14 (1), 1468-1478, 2019
42019
Prioritization of maintenance equipment employing multicriteria decision aid
T do Carmo Mendonça, LAD Rangel, EF Sbruzzi, CL Nascimento
2018 Annual IEEE International Systems Conference (SysCon), 1-6, 2018
42018
A MatLab™ Computational Framework for Multiagent System Simulation of Financial Markets
MCR Leles, EF Sbruzzi, JMP de Oliveira, CL Nascimento
2019 IEEE International Systems Conference (SysCon), 1-8, 2019
32019
Trading Switching Setup Based on Reinforcement Learning Applied to a Multiagent System Simulation of Financial Markets
MCR Leles, EF Sbruzzi, JMP de Oliveira, CL Nascimento
2019 IEEE International Systems Conference (SysCon), 1-8, 2019
32019
Recursive singular spectrum analysis applied to the design of a trading system
MCR Leles, AS Vale-Cardoso, MG Moreira, EF Sbruzzi, CL Nascimento, ...
2019 IEEE International Systems Conference (SysCon), 1-7, 2019
32019
An analysis on tradable permit models for last-mile delivery drones
FAN Verri, CAC Marcondes, DS Loubach, EF Sbruzzi, JC Marques, ...
IEEE Access 8, 186279-186290, 2020
22020
Is the El Farol more efficient when cognitive rational agents have a larger memory size?
D Baccan, L Macedo, E Sbruzzi
2014 IEEE International Conference on Systems, Man, and Cybernetics (SMC), 39-44, 2014
22014
Towards modeling surprise in economics and finance: a cognitive science perspective
D Baccan, L Macedo, E Sbruzzi
STAIRS 2014, 31-40, 2014
22014
Optimal level of leverage using numerical methods
E Sbruzzi, S Phelps
22012
Comparison between basic and toeplitiz ssa applied to non-stationary time-series
MCR Leles, MG Moreira, AS Vale-Cardoso, CL Nascimento, EF Sbruzzi, ...
Statistics and Its Interface 12 (4), 527-536, 2019
12019
On the Cognitive Surprise in Risk Management: An Analysis of the Value-at-Risk (VaR) Historical
D Baccan, E Sbruzzi, L Macedo
Portuguese Conference on Artificial Intelligence, 402-413, 2015
12015
Testing leverage-based trading strategies under an adaptive-expectations agent-based model.
E Sbruzzi, S Phelps
AAMAS, 1161-1162, 2013
12013
Testing the Application of Support Vector Machine (SVM) to Technical Trading Rules
AR Fonseca, MCR Leles, MG Moreira, AS Vale-Cardoso, MVL Pereira, ...
2021 IEEE International Systems Conference (SysCon), 1-8, 2021
2021
A Roadmap to Nextgen Aircraft Control for Last Mile Delivery Drones
CAC Marcondes, DS Loubach, EF Sbruzzi, FAN Verri, JC Marques, ...
TechRxiv, 2021
2021
Evaluation of Technical Analysis Trading Rules in a Artificial Stock Market Environment
MCR Leles, MVL Pereira, RA Iquiapaza, EF Sbruzzi, CLN Júnior
IEEE Latin America Transactions 18 (10), 1707-1714, 2020
2020
Evaluation of Technical Analysis Trading Rules in a Artificial Stock Market Enviroment
MVL Pereira, MCR Leles, RA Iquiapaza, EF Sbruzzi, CLN Júnior
IEEE Latin America Transactions 18 (10), 1707-1714, 2020
2020
Remarks on Singular Spectrum Analysis Applied to Trading Strategies Design
MCR Leles, AS Vale-Cardoso, MG Moreira, EF Sbruzzi, CL Nascimento, ...
2020 IEEE International Systems Conference (SysCon), 1-6, 2020
2020
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