Elton Felipe Sbruzzi
Elton Felipe Sbruzzi
Lecturer
Verified email at ita.br
Title
Cited by
Cited by
Year
Study on Singular Spectrum Analysis as a new technical oscillator for trading rules design
MCR Leles, LA Mozelli, CLN Jśnior, EF Sbruzzi, HN Guimarćes
Fluctuation and Noise Letters 17 (04), 1850034, 2018
122018
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 Jśnior, HN Guimaraes
IEEE Systems Journal 14 (1), 1468-1478, 2019
42019
Prioritization of maintenance equipment employing multicriteria decision aid
T do Carmo Mendonēa, 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
CA Marcondes, D Loubach, E Sbruzzi, F Verri, J Marques, A Pereira Jr, ...
TechRxiv, 2021
2021
Evaluation of Technical Analysis Trading Rules in a Artificial Stock Market Environment
MCR Leles, MVL Pereira, RA Iquiapaza, EF Sbruzzi, CLN Jśnior
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 Jśnior
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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Articles 1–20