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]
@article{LelesMSJG20,
title = {A Multicriteria Trading System Based on Singular Spectrum Analysis Trading Rules},
author = {Michel Carlo Rodrigues Leles and Leonardo Amaral Mozelli and Elton Felipe Sbruzzi and Cairo Lúcio Nascimento Júnior and Homero N. Guimarães},
year = {2020},
doi = {10.1109/JSYST.2019.2924390},
url = {https://doi.org/10.1109/JSYST.2019.2924390},
researchr = {https://researchr.org/publication/LelesMSJG20},
cites = {0},
citedby = {0},
journal = {IEEE Systems Journal},
volume = {14},
number = {1},
pages = {1468-1478},
}