Testing leverage-based trading strategies under an adaptive-expectations agent-based model. - Elton Sbruzzi; Steve Phelps (AAMAS, 2013)

Is the El Farol more efficient when cognitive rational agents have a larger memory size? - Davi Baccan; Luís Macedo; Elton Sbruzzi (SMC, 2014)

Towards modeling surprise in economics and finance: a cognitive science perspective. - Davi Baccan; Luís Macedo; Elton Sbruzzi (STAIRS, 2014)

On the Cognitive Surprise in Risk Management: An Analysis of the Value-at-Risk (VaR) Historical. - Davi Baccan; Elton Sbruzzi; Luís Macedo (EPIA, 2015)