Mariana G. Moreira

Publication Activity (10 Years)

Years Active: 2016-2021
Publications (10 Years): 5

Top Topics

Change Point Detection

Singular Spectrum Analysis

Top Venues

Publications

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.
Testing the Application of Support Vector Machine (SVM) to Technical Trading Rules. SysCon (2021)
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
Remarks on Singular Spectrum Analysis Applied to Trading Strategies Design. SysCon (2020)
Michel C. R. Leles, Adriano S. Vale-Cardoso, Mariana G. Moreira, Elton Felipe Sbruzzi, Cairo L. Nascimento Jr., Leonardo A. Mozelli, Homero N. Guimarães
Recursive Singular Spectrum Analysis Applied to the Design of a Trading System. SysCon (2019)
Michel C. R. Leles, Adriano S. V. Cardoso, Mariana G. Moreira, Elton Felipe Sbruzzi, Cairo L. Nascimento Jr., Homero N. Guimaraes
A singular spectrum analysis based trend-following trading system. SysCon (2018)
Michel C. R. Leles, Adriano S. V. Cardoso, Mariana G. Moreira, Homero N. Guimaraes, Cristiano M. Silva, Andreas Pitsillides
Frequency-domain characterization of Singular Spectrum Analysis eigenvectors. ISSPIT (2016)