Previsão de séries temporais no mercado financeiro de ações com o uso de rede neural artificial

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dc.contributor.advisorSilva, Leandro Augusto da
dc.contributor.advisor1Latteshttp://lattes.cnpq.br/1396385111251741por
dc.contributor.authorCarvalho, Valter Pereira de
dc.creator.Latteshttp://lattes.cnpq.br/5501240830267528por
dc.date.accessioned2018-10-31T14:51:00Z
dc.date.accessioned2020-05-28T18:08:54Z
dc.date.available2020-05-28T18:08:54Z
dc.date.issued2018-08-03
dc.description.abstractThis work proposes a study of the forecast of time series with the use of data obtained from BOVESPA the basis of the values of the shares at the closing of the trading session. For the forecast, an arti_cial neural network (RNA) with MLP (MultiLayer Perceptron) architecture will be used. It will be shown through this prediction study of the financial market how the neural network behaves and how it can be of great value for forecasts with time series data. The analysis comprises the comparison between the forecast and the efective closing price within established periods. The paper compares the MLP network with the Random Walk Hypothesis. At the end of the study it is concluded that the artificial neural network used for stock market forecasting is able to show results very close to reality, and that this methodology can be used by individual and collective investors to understand the behavior of the actions and to orient themselves on the possible investment hypotheses.eng
dc.formatapplication/pdf*
dc.identifier.citationCARVALHO, Valter Pereira de. Previsão de séries temporais no mercado financeiro de ações com o uso de rede neural artificial. 2018. 59 f. Dissertação( Engenharia Elétrica) - Universidade Presbiteriana Mackenzie, São Paulo.por
dc.identifier.urihttp://dspace.mackenzie.br/handle/10899/24481
dc.keywordsneural networkeng
dc.keywordsRNAeng
dc.keywordsMLPeng
dc.keywordsBOVESPAeng
dc.keywordsRandom Walkeng
dc.keywordsforecastingeng
dc.keywordsfinancial marketeng
dc.languageporpor
dc.publisherUniversidade Presbiteriana Mackenziepor
dc.rightsAcesso Abertopor
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subjectrede neuralpor
dc.subjectRNApor
dc.subjectMLPpor
dc.subjectBOVESPApor
dc.subjectRandom Wallpor
dc.subjectprevisãopor
dc.subjectmercado financeiropor
dc.subject.cnpqCNPQ::CIENCIAS SOCIAIS APLICADAS::DIREITO::DIREITO PRIVADO::DIREITO CIVILpor
dc.thumbnail.urlhttp://tede.mackenzie.br/jspui/retrieve/17441/VALTER%20PEREIRA%20DE%20CARVALHO.pdf.jpg*
dc.titlePrevisão de séries temporais no mercado financeiro de ações com o uso de rede neural artificialpor
dc.typeDissertaçãopor
local.contributor.board1Scarano, Paulo Rogério
local.contributor.board1Latteshttp://lattes.cnpq.br/2216607815820699por
local.contributor.board2Matsumoto, Elia Yathie
local.contributor.board2Latteshttp://lattes.cnpq.br/6713612445238215por
local.publisher.countryBrasilpor
local.publisher.departmentFaculdade de Computação e Informática (FCI)por
local.publisher.initialsUPMpor
local.publisher.programEngenharia Elétricapor
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