Elton Sbruzzi

Publication Activity (10 Years)

Years Active: 2013-2015
Publications (10 Years): 0

Top Topics

Risk Management

Spatial Cognition

Trading Strategies

Cognitive Science

Top Venues

Publications

Davi Baccan, Elton Sbruzzi, Luís Macedo
On the Cognitive Surprise in Risk Management: An Analysis of the Value-at-Risk (VaR) Historical. EPIA (2015)
Davi Baccan, Luís Macedo, Elton Sbruzzi
Is the El Farol more efficient when cognitive rational agents have a larger memory size? SMC (2014)
Davi Baccan, Luís Macedo, Elton Sbruzzi
Towards modeling surprise in economics and finance: a cognitive science perspective. STAIRS (2014)
Elton Sbruzzi, Steve Phelps
Testing leverage-based trading strategies under an adaptive-expectations agent-based model. AAMAS (2013)