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. In 2019 IEEE International Systems Conference, SysCon 2019, Orlando, FL, USA, April 8-11, 2019. pages 1-7, IEEE, 2019. [doi]
@inproceedings{LelesVMSNMG19,
title = {Recursive Singular Spectrum Analysis Applied to the Design of a Trading System},
author = {Michel C. R. Leles and Adriano S. Vale-Cardoso and Mariana G. Moreira and Elton Felipe Sbruzzi and Cairo L. Nascimento Jr. and Leonardo A. Mozelli and Homero N. Guimarães},
year = {2019},
doi = {10.1109/SYSCON.2019.8836955},
url = {https://doi.org/10.1109/SYSCON.2019.8836955},
researchr = {https://researchr.org/publication/LelesVMSNMG19},
cites = {0},
citedby = {0},
pages = {1-7},
booktitle = {2019 IEEE International Systems Conference, SysCon 2019, Orlando, FL, USA, April 8-11, 2019},
publisher = {IEEE},
isbn = {978-1-5386-8396-5},
}