A singular spectrum analysis based trend-following trading system
Leles, Michel C. R., Cardoso, Adriano S. V., Moreira, Mariana G., Sbruzzi, Elton F., Nascimento, Cairo L., Guimaraes, Homero N.
Published in 2018 Annual IEEE International Systems Conference (SysCon) (01.04.2018)
Published in 2018 Annual IEEE International Systems Conference (SysCon) (01.04.2018)
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Conference Proceeding
Frequency-domain characterization of Singular Spectrum Analysis eigenvectors
Leles, Michel C. R., Cardoso, Adriano S. V., Moreira, Mariana G., Guimaraes, Homero N., Silva, Cristiano M., Pitsillides, Andreas
Published in 2016 IEEE International Symposium on Signal Processing and Information Technology (ISSPIT) (01.12.2016)
Published in 2016 IEEE International Symposium on Signal Processing and Information Technology (ISSPIT) (01.12.2016)
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Conference Proceeding