Análise do mercado acionário brasileiro através de técnica de clusterização

• Autor(a) principal: Oliveira, Rafael Esposti de
• Data de Publicação: 2020
• Tipo de documento: Trabalho de conclusão de curso
• Idioma: por
• Título da fonte: Repositório Institucional da UFU
• Texto Completo: https://repositorio.ufu.br/handle/123456789/30510
• topic: Bolsa; Valores; Cluster; Analysis; k-means; Stock; Exchange; CNPQ::CIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICA::ESTATISTICA::ANALISE MULTIVARIADA

The financial market is a structure of transactions for the purchase and sale of securities, such as stocks. Stock exchanges, brokers and other institutions that connect investors to various financial products are on the capital market, where public and private debt assets are traded, fund shares, derivatives, spot market, variable-income securities, gold and currency exchange. Based on studies, it is possible to achieve good financial returns safely, investing in the shares of well-managed companies, with consistent and growing profits in the long term. There are several techniques and methodologies that are used to choice of stocks, with Technical Analysis and Fundamental Analysis being the main and best known. The study aimed to explore the potential of cluster analysis to improve the understanding of the behavior of companies listed in the new market segment of the Brazilian stock exchange B3, from the first quarter of 2016 to the second quarter of 2019. The cluster analysis aims to classify the elements in groups, so that the elements of the same group are very similar and the elements of the different groups are distinct from each other, making it possible to assist investors in the decision-making process of stock selection. Knime, Power BI and R software were used for the study.