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A Multicriteria Trading System Based on Singular Spectrum Analysis Trading Rules

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 Systems Journal, 14(1):1468-1478, 2020. [doi]

Authors

Michel Carlo Rodrigues Leles

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Leonardo Amaral Mozelli

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Elton Felipe Sbruzzi

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Cairo Lúcio Nascimento Júnior

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Homero N. Guimarães

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