Predição de tendências em séries financeiras utilizando metaclassificadores
DOI:
https://doi.org/10.11606/1980-5330/ea148159Palavras-chave:
séries financeiras, inteligência computacional, meta-classificadorResumo
Neste trabalho foi desenvolvido um metaclassificador baseado em métodos de inteligência computacional para prever tendências em séries temporais financeiras. O kernel do metaclassificador foi baseado na ferramenta (Weka). Sete classificadores foram combinados para realizar a metaclassificação. Testes foram realizados com nove ativos da Bolsa de Valores de São Paulo. Os resultados iniciais foram promissores, com boa acurácia na classificação e ganhos de até 100% do valor de capital inicialmente investido no período de um ano.
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