Banca de QUALIFICAÇÃO: VINICIO SILVA DE OLIVEIRA

Uma banca de QUALIFICAÇÃO de MESTRADO foi cadastrada pelo programa.
DISCENTE : VINICIO SILVA DE OLIVEIRA
DATA : 04/11/2020
HORA: 14:00
LOCAL: Por participação remota
TÍTULO:

Brazilian stock data prediction over univariate and multivariate LSTM models

PÁGINAS: 51
GRANDE ÁREA: Ciências Exatas e da Terra
ÁREA: Ciência da Computação
RESUMO:

Accurate prediction of non-linear data patterns has proven to be difficult, especially those which address stock data, erratic in nature. Every stock broker has employed its own strategy intending to resolve such conflict, many of which apply the use of Artificial Intelligence, referred by the literature as intelligent models. Stock market value represents a vast indicator of economic health, whereas precise prediction may anticipate index fluctuation and perhaps critical events. Hence, this work centres itself in two main predictive approaches over the Brazilian stock represented by its most distinguished index (ibovespa), applying a specific set of Artificial Neural Networks, known as LSTM (long short term memory); (i) Adaptability of a given univariate LSTM model to market fluctuation, evaluated over the COVID-19 quarantine period and (ii) Relevance  of macro-economical features as support information to long-range prediction, over a multivariate LSTM model. 

MEMBROS DA BANCA:
Presidente - Interno ao Programa - 2566275 - GUSTAVO SOUSA PAVANI
Membro Titular - Examinador(a) Interno ao Programa - 2376122 - THIAGO FERREIRA COVOES
Membro Titular - Examinador(a) Externo à Instituição - FELIPE FRANÇA DORIA
Membro Suplente - Examinador(a) Interno ao Programa - 3008017 - DENIS GUSTAVO FANTINATO
Membro Suplente - Examinador(a) Externo ao Programa - 1604131 - JERONIMO CORDONI PELLEGRINI