Elton Felipe Sbruzzi

15 papers Journal 3Unranked 12

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Market Microstructure Meets Deep Learning: Forecasting and Asset Allocation With PIN Signals. IEEE Access Vitor B. Diniz, Ulisses J. Massafera Souza, Vitor Venceslau Curtis, Elton Felipe Sbruzzi, Orleans S. Martins
2023	—	`conf`	Predicting Litecoin price movement in a pre-defined trading volume window using Random Forest model. SysCon Guilherme Palazzo, Elton Felipe Sbruzzi, Cairo L. Nascimento Jr., Michel C. R. Leles
2022	—	`conf`	A-Star Based Algorithm Applied to Target Search and Rescue by a UAV Swarm. LARS/SBR/WRE Guilherme T. T. Bernardo, Luan Mateus Bocalan Vogás, Sargon D. S. Rodrigues, Thiago G. G. Lopes, Cesar Augusto Cavalheiro Marcondes, Denis Silva Loubach, Elton Felipe Sbruzzi, Filipe A. N. Verri, Johnny Cardoso Marques, Lourenço Alves Pereira Júnior, Marcos R. O. de A. Máximo, Vitor Venceslau Curtis
2021	—	`conf`	Autonomous and Collective Intelligence for UAV Swarm in Target Search Scenario. LARS/SBR/WRE Luiz Giacomossi, Flavio Souza, Raphael Gomes Cortes, Huascar Mirko Montecinos Cortez, Caue Ferreira, Cesar Augusto Cavalheiro Marcondes, Denis Silva Loubach, Elton Felipe Sbruzzi, Filipe A. N. Verri, Johnny Cardoso Marques, Lourenço Alves Pereira Jr., Marcos R. O. A. Máximo, Vitor Venceslau Curtis
2021	—	`conf`	Testing the Application of Support Vector Machine (SVM) to Technical Trading Rules. SysCon André R. Fonseca, Michel C. R. Leles, Mariana G. Moreira, Adriano S. Vale-Cardoso, Marcos V. L. Pereira, Elton Felipe Sbruzzi, Cairo L. Nascimento Jr.
2020	J	`jnl`	A Multicriteria Trading System Based on Singular Spectrum Analysis Trading Rules. IEEE Syst. J. Michel Carlo Rodrigues Leles, Leonardo Amaral Mozelli, Elton Felipe Sbruzzi, Cairo Lúcio Nascimento Júnior, Homero N. Guimarães
2020	J	`jnl`	An Analysis on Tradable Permit Models for Last-Mile Delivery Drones. IEEE Access Filipe Alves Neto Verri, Cesar Augusto Cavalheiro Marcondes, Denis Silva Loubach, Elton Felipe Sbruzzi, Johnny Cardoso Marques, Lourenço Alves Pereira Júnior, Marcos Ricardo Omena de Albuquerque Máximo, Vitor Venceslau Curtis
2020	—	`conf`	Remarks on Singular Spectrum Analysis Applied to Trading Strategies Design. SysCon Michel C. R. Leles, Adriano S. Vale-Cardoso, Mariana G. Moreira, Elton Felipe Sbruzzi, Cairo L. Nascimento Jr., Pedro D. de C. Gava, Homero N. Guimarães
2019	—	`conf`	A MatLab™ Computational Framework for Multiagent System Simulation of Financial Markets. SysCon Michel C. R. Leles, Elton Felipe Sbruzzi, José Maria Parente de Oliveira, Cairo L. Nascimento Jr.
2019	—	`conf`	Analysis of the Brazilian Research Agencies using a Multicriteria Decision Aid known as TODIM. SysCon Rachel F. Magalhães, Luís Alberto Duncan Rangel, Elton Felipe Sbruzzi, Cairo L. Nascimento Jr., Michel C. R. Leles
2019	—	`conf`	Recursive Singular Spectrum Analysis Applied to the Design of a Trading System. SysCon Michel C. R. Leles, Adriano S. Vale-Cardoso, Mariana G. Moreira, Elton Felipe Sbruzzi, Cairo L. Nascimento Jr., Leonardo A. Mozelli, Homero N. Guimarães
2019	—	`conf`	Trading Switching Setup Based on Reinforcement Learning Applied to a Multiagent System Simulation of Financial Markets. SysCon Michel C. R. Leles, Elton Felipe Sbruzzi, José M. P. de Oliveira, Cairo L. Nascimento Jr.
2018	—	`conf`	A singular spectrum analysis based trend-following trading system. SysCon Michel C. R. Leles, Adriano S. V. Cardoso, Mariana G. Moreira, Elton Felipe Sbruzzi, Cairo L. Nascimento Jr., Homero N. Guimaraes
2018	—	`conf`	Introducing learning automata to financial portfolio components selection. SysCon Elton Felipe Sbruzzi, Michel C. R. Leles, Cairo L. Nascimento Jr.
2018	—	`conf`	Prioritization of maintenance equipment employing multicriteria decision aid. SysCon Taina do Carmo Mendonca, Luís Alberto Duncan Rangel, Elton Felipe Sbruzzi, Cairo Lúcio Nascimento Júnior