Elton Felipe Sbruzzi
Elton Felipe Sbruzzi
Lecturer
Verified email at ita.br
Title
Cited by
Cited by
Year
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
92018
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
82018
Introducing learning automata to financial portfolio components selection
EF Sbruzzi, MCR Leles, CL Nascimento
2018 Annual IEEE International Systems Conference (SysCon), 1-6, 2018
52018
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
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
A Multicriteria Trading System Based on Singular Spectrum Analysis Trading Rules
MCR Leles, LA Mozelli, EF Sbruzzi, CLN Júnior, HN Guimarães
IEEE Systems Journal 14 (1), 1468-1478, 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, 31-40, 2014
22014
Optimal level of leverage using numerical methods
E Sbruzzi, S Phelps
CCFEA, University of Essex, 2011
22011
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
12019
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
12019
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
Proceedings of the 2013 international conference on Autonomous agents and …, 2013
12013
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 100 (1e), 2020
2020
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
2020
Analysis of the Brazilian Research Agencies using a Multicriteria Decision Aid known as TODIM
RF Magalhães, LAD Rangel, EF Sbruzzi, CL Nascimento, MCR Leles
2019 IEEE International Systems Conference (SysCon), 1-6, 2019
2019
Introducing innovation in social networks: A cost-benefit analysis of entry point selection
M Fasli, R Hermoso, E Sbruzzi, V Sena
2015 Third World Conference on Complex Systems (WCCS), 1-6, 2015
2015
Maria Fasli, Ramon Hermosoy
E Sbruzzi, V Sena
2015
Analysing the optimal level of leverage in stock markets using numerical methods and agent-based modelling
EF Sbruzzi
University of Essex, 2012
2012
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Articles 1–20