Predição do movimento de preços das ações da copel com base em indicadores técnicos e redes neurais / Prediction of copel stock price movement based on technical indicators and neural networks

Wagner Igarashi, Lucas Georges Helal, Deisy Cristina Corrêa Igarashi

Abstract


Técnicas de aprendizagem de máquina tem sido utilizadas de modo recorrente na criação de modelos de predição. O objetivo deste trabalho é analisar a utilização de indicadores financeiros e de uma rede neural artificial para a predição de tendências no mercado mobiliário. Foi realizado um estudo de caso em dados públicos da COPEL, extraídos a partir da BM&FBovespa. O período analisado corresponde ao primeiro semestre de 2015. A previsão foi feita para 20 dias. A análise compara os valores reais do preço de fechamento da ação, com o preço previsto pela rede neural. Os resultados obtidos foram próximos das variações reais, indicando o movimento futuro do valor da ação da COPEL.


Keywords


predição do preço de ações, indicadores técnicos, redes neurais artificiais.

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