Michel C. R. Leles

14 papers Journal 2Unranked 12

Year	Rank	Type	Title / Venue / Authors
2023	—	`conf`	A study on Non-parametric Filtering in Linear and Nonlinear Control Loops using the Singular Spectrum Analysis. SysCon Emerson A. da Silva, Leonardo A. Mozelli, Michel C. R. Leles, Víctor C. S. Campos, Guilherme Palazzo
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
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	—	`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	J	`jnl`	A new algorithm in singular spectrum analysis framework: The Overlap-SSA (ov-SSA). SoftwareX Michel C. R. Leles, João Pedro H. Sansão, Leonardo A. Mozelli, Homero N. Guimarães
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	J	`jnl`	Improving reconstruction of time-series based in Singular Spectrum Analysis: A segmentation approach. Digit. Signal Process. Michel C. R. Leles, João Pedro H. Sansão, Leonardo A. Mozelli, 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.
2016	—	`conf`	Frequency-domain characterization of Singular Spectrum Analysis eigenvectors. ISSPIT Michel C. R. Leles, Adriano S. V. Cardoso, Mariana G. Moreira, Homero N. Guimaraes, Cristiano M. Silva, Andreas Pitsillides
2003	—	`conf`	On delay-dependent robust CDC Reinaldo M. Palhares, Cláudio Dias Campos, Michel C. R. Leles, Petr Ekel, Marcos F. S. V. D'Angelo