Otimização do retorno do investimento de capital utilizando programação

Detalhes bibliográficos
Autor(a) principal: Feltrim, Ralph Altino
Data de Publicação: 2022
Tipo de documento: Trabalho de conclusão de curso
Idioma: por
Título da fonte: Repositório Institucional da UNESP
Texto Completo: http://hdl.handle.net/11449/217534
Resumo: By seeking to guarantee a stable retirement, this work aims to explore alternative forms of financial investment seeking to find a source of income that complements the income provided by social security. A study of the Modern Portfolio Theory, also known as the Markowitz Theory, was carried out because its concepts show great potential, when applied, in the generation of a complementary income. The Genetic Algorithm (GA) technique was explored in order to use it to optimize the Markowitz Theory. The application was made on a set of data related to financial assets of companies that make up the Brazilian market. Thus, the Markowitz Theory was applied to these data and successively, the Markowitz Theory was applied to these same data, implementing the Genetic Algorithm (GA). Finally, the results were compared in order to verify which method brings better results. Both data collection and analysis were performed with the help of R Software.
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spelling Otimização do retorno do investimento de capital utilizando programaçãoOptimizing return on capital investment using programmingFinancial investmentMarkowitz theoryGenetic algorithmInvestimento financeiroTeoria de MarkowitzAlgoritmo genéticoBy seeking to guarantee a stable retirement, this work aims to explore alternative forms of financial investment seeking to find a source of income that complements the income provided by social security. A study of the Modern Portfolio Theory, also known as the Markowitz Theory, was carried out because its concepts show great potential, when applied, in the generation of a complementary income. The Genetic Algorithm (GA) technique was explored in order to use it to optimize the Markowitz Theory. The application was made on a set of data related to financial assets of companies that make up the Brazilian market. Thus, the Markowitz Theory was applied to these data and successively, the Markowitz Theory was applied to these same data, implementing the Genetic Algorithm (GA). Finally, the results were compared in order to verify which method brings better results. Both data collection and analysis were performed with the help of R Software.Mediante a busca pela garantia de uma aposentadoria estável, esse trabalho tem por objetivo explorar formas alternativas de investimento financeiro buscando encontrar uma fonte de renda que complemente a renda fornecida pela previdência social. Um estudo da Teoria Moderna do Portfólio, conhecida também por Teoria de Markowitz, foi realizado pois, seus conceitos exibem um grande potencial, ao serem aplicados, na geração de uma renda complementar. A técnica de Algoritmo Genético (AG) foi explorada com o intuito de utiliza-la para otimizar a Teoria de Markowitz. A aplicação foi feita em um conjunto de dados relacionados a ativos financeiros de empresas que compõe o mercado Brasileiro. Assim, aplicou-se nesses dados a Teoria de Markowitz e sucessivamente, aplicou-se nesses mesmos dados a Teoria de Markowitz implementando o Algoritmo Genético (AG). Por fim, os resultados foram comparados buscando verificar qual método traz melhores resultados. Tanto a coleta dos dados quanto as análises feitas foram realizadas com auxilio de Software R.Não recebi financiamentoUniversidade Estadual Paulista (Unesp)Néia, Silvely Nogueira de Almeida Salomão [UNESP]Universidade Estadual Paulista (Unesp)Feltrim, Ralph Altino2022-03-31T12:43:34Z2022-03-31T12:43:34Z2022-03-07info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/bachelorThesisapplication/pdfhttp://hdl.handle.net/11449/217534porinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional da UNESPinstname:Universidade Estadual Paulista (UNESP)instacron:UNESP2024-01-20T06:33:28Zoai:repositorio.unesp.br:11449/217534Repositório InstitucionalPUBhttp://repositorio.unesp.br/oai/requestopendoar:29462024-01-20T06:33:28Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP)false
dc.title.none.fl_str_mv Otimização do retorno do investimento de capital utilizando programação
Optimizing return on capital investment using programming
title Otimização do retorno do investimento de capital utilizando programação
spellingShingle Otimização do retorno do investimento de capital utilizando programação
Feltrim, Ralph Altino
Financial investment
Markowitz theory
Genetic algorithm
Investimento financeiro
Teoria de Markowitz
Algoritmo genético
title_short Otimização do retorno do investimento de capital utilizando programação
title_full Otimização do retorno do investimento de capital utilizando programação
title_fullStr Otimização do retorno do investimento de capital utilizando programação
title_full_unstemmed Otimização do retorno do investimento de capital utilizando programação
title_sort Otimização do retorno do investimento de capital utilizando programação
author Feltrim, Ralph Altino
author_facet Feltrim, Ralph Altino
author_role author
dc.contributor.none.fl_str_mv Néia, Silvely Nogueira de Almeida Salomão [UNESP]
Universidade Estadual Paulista (Unesp)
dc.contributor.author.fl_str_mv Feltrim, Ralph Altino
dc.subject.por.fl_str_mv Financial investment
Markowitz theory
Genetic algorithm
Investimento financeiro
Teoria de Markowitz
Algoritmo genético
topic Financial investment
Markowitz theory
Genetic algorithm
Investimento financeiro
Teoria de Markowitz
Algoritmo genético
description By seeking to guarantee a stable retirement, this work aims to explore alternative forms of financial investment seeking to find a source of income that complements the income provided by social security. A study of the Modern Portfolio Theory, also known as the Markowitz Theory, was carried out because its concepts show great potential, when applied, in the generation of a complementary income. The Genetic Algorithm (GA) technique was explored in order to use it to optimize the Markowitz Theory. The application was made on a set of data related to financial assets of companies that make up the Brazilian market. Thus, the Markowitz Theory was applied to these data and successively, the Markowitz Theory was applied to these same data, implementing the Genetic Algorithm (GA). Finally, the results were compared in order to verify which method brings better results. Both data collection and analysis were performed with the help of R Software.
publishDate 2022
dc.date.none.fl_str_mv 2022-03-31T12:43:34Z
2022-03-31T12:43:34Z
2022-03-07
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/bachelorThesis
format bachelorThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/11449/217534
url http://hdl.handle.net/11449/217534
dc.language.iso.fl_str_mv por
language por
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universidade Estadual Paulista (Unesp)
publisher.none.fl_str_mv Universidade Estadual Paulista (Unesp)
dc.source.none.fl_str_mv reponame:Repositório Institucional da UNESP
instname:Universidade Estadual Paulista (UNESP)
instacron:UNESP
instname_str Universidade Estadual Paulista (UNESP)
instacron_str UNESP
institution UNESP
reponame_str Repositório Institucional da UNESP
collection Repositório Institucional da UNESP
repository.name.fl_str_mv Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP)
repository.mail.fl_str_mv
_version_ 1803650310009257984

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