Aplicação de Mineração de Dados para Avaliação de Indicadores Financeiros

Abstract

Identifying changing trends in financial market asset values ​​is an effective way to aid decision making and improve investor performance. This task is quite complex, even for experienced professionals and researchers, to face this challenge, one usually seeks support in information obtained through the analysis of technical and fundamental indicators. That said, this work sought to evaluate the performance of different technical indicators applied, individually or together, to different historical series of market opening and closing, evaluating them in order to identify those that provided the best results directly or categorized, being this categorization is done by period, sector of activity of the company or observing other shared characteristics arising from fundamental analysis. Finally, it was possible to obtain good insights capable of contributing to the identification of technical indicators that best apply to each group of analyzed assets.