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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 Júnior, EF Sbruzzi, HN Guimarăes
Fluctuation and Noise Letters 17 (04), 1850034, 2018
152018
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
82018
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
62019
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
42020
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
42019
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
42019
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
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
Autonomous and Collective Intelligence for UAV Swarm in Target Search Scenario
L Giacomossi, F Souza, RG Cortes, HMM Cortez, C Ferreira, ...
2021 Latin American Robotics Symposium (LARS), 2021 Brazilian Symposium on …, 2021
22021
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
22019
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
CCFEA, University of Essex, 2011
22011
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
12021
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
12020
Analysis of the Brazilian Research Agencies using a Multicriteria Decision Aid known as TODIM
RF Magalhăes, LAD Rangel, EF Sbruzzi, CL Nascimento, MCR Leles
2019 IEEE International Systems Conference (SysCon), 1-6, 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
Evaluation of FOREX trading Strategies based in Random Forest and Support Vector Machines
A Santuci, E Sbruzzi, L Araújo-Filho, M Leles
IEEE Latin America Transactions 20 (9), 2146-2152, 2022
2022
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Articles 1–20