Michel C. R. Leles

Publication Activity (10 Years)

Years Active: 2003-2023
Publications (10 Years): 13

Top Topics

Trading Strategies

Singular Spectrum Analysis

Learning Automaton

Top Venues

Digit. Signal Process.

Publications

Guilherme Palazzo, Elton Felipe Sbruzzi, Cairo L. Nascimento Jr., Michel C. R. Leles
Predicting Litecoin price movement in a pre-defined trading volume window using Random Forest model. SysCon (2023)
Emerson A. Silva, Leonardo A. Mozelli, Michel C. R. Leles, Víctor C. S. Campos, Guilherme Palazzo
A study on Non-parametric Filtering in Linear and Nonlinear Control Loops using the Singular Spectrum Analysis. SysCon (2023)
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, Elton Felipe Sbruzzi, José M. P. de Oliveira, Cairo L. Nascimento Jr.
Trading Switching Setup Based on Reinforcement Learning Applied to a Multiagent System Simulation of Financial Markets. SysCon (2019)
Rachel F. Magalhães, Luís Alberto Duncan Rangel, Elton Felipe Sbruzzi, Cairo L. Nascimento Jr., Michel C. R. Leles
Analysis of the Brazilian Research Agencies using a Multicriteria Decision Aid known as TODIM. SysCon (2019)
Michel C. R. Leles, Elton Felipe Sbruzzi, de Oliveira José M. P., Cairo L. Nascimento Jr.
A MatLab™ Computational Framework for Multiagent System Simulation of Financial Markets. SysCon (2019)
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)
Elton Felipe Sbruzzi, Michel C. R. Leles, Cairo L. Nascimento Jr.
Introducing learning automata to financial portfolio components selection. SysCon (2018)
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, João Pedro H. Sansão, Leonardo A. Mozelli, Homero N. Guimarães
A new algorithm in singular spectrum analysis framework: The Overlap-SSA (ov-SSA). SoftwareX 8 (2018)
Michel C. R. Leles, João Pedro H. Sansão, Leonardo A. Mozelli, Homero N. Guimaraes
Improving reconstruction of time-series based in Singular Spectrum Analysis: A segmentation approach. Digit. Signal Process. 77 (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)
Reinaldo M. Palhares, Cláudio Dias Campos, Michel C. R. Leles, Petr Ekel, Marcos F. S. V. D'Angelo
control of uncertain continuous-and discrete-time linear systems with lumped delays. CDC (2003)