| 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 | 16 | 2018 |
| 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 | 10 | 2018 |
| 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 | 9 | 2020 |
| 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 | 8 | 2019 |
| Introducing learning automata to financial portfolio components selection EF Sbruzzi, MCR Leles, CL Nascimento 2018 Annual IEEE International Systems Conference (SysCon), 1-6, 2018 | 8 | 2018 |
| 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 | 6 | 2020 |
| 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 | 6 | 2019 |
| 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 | 5 | 2021 |
| 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 | 5 | 2019 |
| 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 | 4 | 2019 |
| 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 | 4 | 2018 |
| 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 | 3 | 2021 |
| 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 | 2 | 2019 |
| 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 | 2 | 2015 |
| 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 | 2 | 2014 |
| Towards modeling surprise in economics and finance: a cognitive science perspective D Baccan, L Macedo, E Sbruzzi STAIRS 2014, 31-40, 2014 | 2 | 2014 |
| Optimal level of leverage using numerical methods E Sbruzzi, S Phelps CCFEA, University of Essex, 2011 | 2 | 2011 |
| A roadmap to nextgen aircraft control for last mile delivery drones CA Marcondes, D Loubach, E Sbruzzi, F Verri, J Marques, LA Pereira Jr, ... TechRxiv, 2021 | 1 | 2021 |
| 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 | 1 | 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 | 1 | 2019 |
Michel Carlo Rodrigues LelesProfessor, Universidade Federal de São João del-Rei - Campus Alto ParaopebaVerified email at ufsj.edu.br
