Παρακολούθηση
Elton Felipe Sbruzzi
Elton Felipe Sbruzzi
Instituto Tecnológio de Aeronáutica
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα ita.br
Τίτλος
Παρατίθεται από
Παρατίθεται από
Έτος
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
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
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
92020
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
92019
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
82021
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
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
62020
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
62019
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
62019
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
52021
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
52019
A-star based algorithm applied to target search and rescue by a uav swarm
GTT Bernardo, LMB Vogás, SDS Rodrigues, TGG Lopes, ...
2022 Latin American Robotics Symposium (LARS), 2022 Brazilian Symposium on …, 2022
42022
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
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
32014
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
On the cognitive surprise in risk management: An analysis of the value-at-risk (VaR) historical
D Baccan, E Sbruzzi, L Macedo
Progress in Artificial Intelligence: 17th Portuguese Conference on …, 2015
22015
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
A roadmap to nextgen aircraft control for last mile delivery drones
CA Marcondes, D Loubach, E Sbruzzi, F Verri, J Marques, LA Pereira Jr, ...
Authorea Preprints, 2023
12023
Predicting Litecoin price movement in a pre-defined trading volume window using Random Forest model
G Palazzo, EF Sbruzzi, CL Nascimento, MCR Leles
2023 IEEE International Systems Conference (SysCon), 1-6, 2023
12023
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