Search Results - "Sbruzzi, Elton F."

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  1. 1

    An Analysis on Tradable Permit Models for Last-Mile Delivery Drones by Verri, Filipe Alves Neto, Marcondes, Cesar A. C., Loubach, Denis S., Sbruzzi, Elton F., Marques, Johnny Cardoso, Junior, Lourenco Alves Pereira, Omena De Albuquerque Maximo, Marcos Ricardo, Curtis, Vitor Venceslau

    Published in IEEE access (2020)
    “…Drones can play a game-changing role in reducing both cost and time in the context of last-mile deliveries. This paper addresses the last-mile delivery problem…”
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    Journal Article
  2. 2

    Predicting Litecoin price movement in a pre-defined trading volume window using Random Forest model by Palazzo, Guilherme, Sbruzzi, Elton F., Nascimento, Cairo L., Leles, Michel C. R.

    “…Over the past years, there has been a growing interest in cryptocurrency markets. In this context, price forecasting initiatives that aid in the…”
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    Conference Proceeding
  3. 3
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    Testing the Application of Support Vector Machine (SVM) to Technical Trading Rules by Fonseca, Andre R., Leles, Michel C. R., Moreira, Mariana G., Vale-Cardoso, Adriano S., Pereira, Marcos V. L., Sbruzzi, Elton F., Nascimento, Cairo L.

    “…The stock price movements result from many factors that are often difficult to be detected and modelled. The investigation of price trends and the use of the…”
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    Conference Proceeding
  6. 6

    Remarks on Singular Spectrum Analysis Applied to Trading Strategies Design by Leles, Michel C. R., Vale-Cardoso, Adriano S., Moreira, Mariana G., Sbruzzi, Elton F., Nascimento, Cairo L., de C. Gava, Pedro D., Guimaraes, Homero N.

    “…Singular Spectrum Analysis (SSA) is a non parametric approach that can be used to decompose a time series into trends, oscillations and noise. In online…”
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    Conference Proceeding
  7. 7

    Introducing learning automata to financial portfolio components selection by Sbruzzi, Elton F., Leles, Michel C. R., Nascimento, Cairo L.

    “…In this paper, we introduce a novel method to select the components of a portfolio of securities. This method is based on a reinforcement learning technique…”
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    Conference Proceeding
  8. 8

    Trading Switching Setup Based on Reinforcement Learning Applied to a Multiagent System Simulation of Financial Markets by Leles, Michel C.R., Sbruzzi, Elton F., de Oliveira, Jose M.P., Nascimento, Cairo L.

    “…This work intends to replicate the interactions among intelligent agents in a double auction environment, leading to an artificial market. Aiming at making…”
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    Conference Proceeding
  9. 9

    A singular spectrum analysis based trend-following trading system by Leles, Michel C. R., Cardoso, Adriano S. V., Moreira, Mariana G., Sbruzzi, Elton F., Nascimento, Cairo L., Guimaraes, Homero N.

    “…A comparison between Moving Averages (MA) and two versions of Singular Spectrum Analysis (SSA) methodology - the Caterpillar and the Toeplitz - is presented…”
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    Conference Proceeding
  10. 10

    Analysis of the Brazilian Research Agencies using a Multicriteria Decision Aid known as TODIM by Magalhaes, Rachel F., Rangel, Luis A. D., Sbruzzi, Elton F., Nascimento, Cairo L., Leles, Michel C. R.

    “…The objective of this work is to analyze the productivity of different Brazilian research promotion agencies by using the Method of Interactive Decision Making…”
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    Conference Proceeding
  11. 11

    Recursive Singular Spectrum Analysis Applied to the Design of a Trading System by Leles, Michel C. R., Vale-Cardoso, Adriano S., Moreira, Mariana G., Sbruzzi, Elton F., Nascimento, Cairo L., Mozelli, Leonardo A., Guimaraes, Homero N.

    “…Singular Spectrum Analysis (SSA) is a nonparametric approach that can be used to decompose a time series as trends, oscillations and noise. In online…”
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    Conference Proceeding
  12. 12

    A MatLab™ Computational Framework for Multiagent System Simulation of Financial Markets by Leles, Michel C.R., Sbruzzi, Elton F., de Oliveira, Jose M.P., Nascimento, Cairo L.

    “…This manuscript introduces a Matlab computational framework for a multiagent system simulation of financial markets. The main motivation of using Matlab is…”
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    Conference Proceeding
  13. 13

    A Cyber-Physical System's Roadmap to Last-Mile Delivery Drones by Faical, Bruno S., Marcondes, Cesar A. C., Loubach, Denis S., Sbruzzi, Elton F., Verri, Filipe A. N., Marques, Johnny C., Pereira, Lourenco A., Maximo, Marcos R. O. A., Curtis, Vitor V.

    “…According to recent studies, unmanned aerial vehicles can play a game-changing part in cost reduction and speed increase to address the last-mile delivery…”
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    Magazine Article