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Journal Articles
- 2020
[j5]Michel Carlo Rodrigues Leles
, Leonardo Amaral Mozelli, Elton Felipe Sbruzzi, Cairo Lúcio Nascimento Júnior, Homero N. Guimarães:
A Multicriteria Trading System Based on Singular Spectrum Analysis Trading Rules. IEEE Syst. J. 14(1): 1468-1478 (2020)- 2018
- [j4]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: 63-76 (2018) - [j3]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: 26-32 (2018) - 2006
- [j2]Daniel L. Kaczman, Manish Shah, Nihal J. Godambe, Mohammed Alam, Homero N. Guimarães, Lu M. Han, Mohammed Rachedine, David L. Cashen, William E. Getka, Charles Dozier, Wayne P. Shepherd, Karl Couglar:
A single-chip tri-band (2100, 1900, 850/800 MHz) WCDMA/HSDPA cellular transceiver. IEEE J. Solid State Circuits 41(5): 1122-1132 (2006) - 2002
- [j1]Murilo E. D. Gomes, Homero N. Guimarães, Antônio L. P. Ribeiro, Luis Antonio Aguirre:
Does preprocessing change nonlinear measures of heart rate variability? Comput. Biol. Medicine 32(6): 481-494 (2002)
Conference and Workshop Papers
- 2020
- [c4]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: 1-6 - 2019
- [c3]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: 1-7 - 2018
- [c2]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: 1-5 - 2016
- [c1]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: 22-27
Coauthor Index
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