dc.contributorBorges, Helyane Bronoski
dc.contributorBorges, Helyane Bronoski
dc.contributorWeber, Alison Roger Hajo
dc.contributorAlmeida, Simone de
dc.creatorCosta, Rafael André Gimenes
dc.creatorPereira, Rogers
dc.date.accessioned2020-11-19T21:08:11Z
dc.date.accessioned2022-12-06T14:47:20Z
dc.date.available2020-11-19T21:08:11Z
dc.date.available2022-12-06T14:47:20Z
dc.date.created2020-11-19T21:08:11Z
dc.date.issued2012-06-04
dc.identifierCOSTA, Rafael André Gimenes; PEREIRA, Rogers. Identificação de regras de negociação no mercado de ações utilizando mineração de dados. 2012. 70 f. Trabalho de Conclusão de Curso (Graduação) - Universidade Tecnológica Federal do Paraná, Ponta Grossa, 2012.
dc.identifierhttp://repositorio.utfpr.edu.br/jspui/handle/1/16865
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/5255840
dc.description.abstractThis coursework is about an experimental research, focusing in a behavioral analysis of stock market using financial indicators of Technical Analysis. It will be done applying data mining on BM&FBOVESPA trade database, which will be processed using the financial indicators. This results will provide the basis to define the trade rules. This coursework shows as result a comparative of profit gained through simulated trade of five assets using the previous identified rules against the “buy and hold” strategy. This coursework analyzes also the drawdown value in both strategies. Using the identified rules on a couple assets has a higher profit than the buy’n hold strategy. About the drawdown analysis, in every case the risk is smaller than buy’n hold strategy.
dc.publisherUniversidade Tecnológica Federal do Paraná
dc.publisherPonta Grossa
dc.publisherBrasil
dc.publisherTecnologia em Análise e Desenvolvimento de Sistemas
dc.publisherUTFPR
dc.rightsopenAccess
dc.subjectMercado financeiro
dc.subjectAnálise econômico-financeira
dc.subjectMineração de dados (Computação)
dc.subjectMoney market
dc.subjectRatio analysis
dc.subjectData mining
dc.titleIdentificação de regras de negociação no mercado de ações utilizando mineração de dados
dc.typebachelorThesis


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