Elton Sbruzzi

According to our database, Elton Sbruzzi authored at least 4 papers between 2013 and 2015.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2015

On the Cognitive Surprise in Risk Management: An Analysis of the Value-at-Risk (VaR) Historical.

Davi Baccan, Elton Sbruzzi, Luís Macedo

Proceedings of the Progress in Artificial Intelligence, 2015

2014

Towards modeling surprise in economics and finance: a cognitive science perspective.

Davi Baccan, Luís Macedo, Elton Sbruzzi

Proceedings of the STAIRS 2014, 2014

Is the El Farol more efficient when cognitive rational agents have a larger memory size?

Davi Baccan, Luís Macedo, Elton Sbruzzi

Proceedings of the 2014 IEEE International Conference on Systems, Man, and Cybernetics, 2014

2013

Testing leverage-based trading strategies under an adaptive-expectations agent-based model.

Elton Sbruzzi, Steve Phelps

Proceedings of the International conference on Autonomous Agents and Multi-Agent Systems, 2013