Previsão do índice bovespa por meio de redes neurais artificiais: uma análise comparada aos métodos tradicionais de séries de tempo

Forecast is the basis for making strategic, tactical and operational business decisions. In financial economics, several techniques have been used to predict the behavior of assets over the past decades.Thus, there are several methods to assist in the task of time series forecasting, however, conventional modeling techniques such as statistical models and those based on theoretical mathematical models have produced unsatisfactory predictions, increasing the number of studies in more advanced methods of prediction. Among these, the Artificial Neural Networks (ANN) are a relatively new and promising method for predicting business that shows a technique that has caused much interest in the financial environment and has been used successfully in a wide variety of financial modeling systems applications, in many cases proving its superiority over the statistical models ARIMA-GARCH. In this context, this study aimed to examine whether the ANNs are a more appropriate method for predicting the behavior of Indices in Capital Markets than the traditional methods of time series analysis. For this purpose we developed an quantitative study, from financial economic indices, and developed two models of RNA-type feedfoward supervised learning, whose structures consisted of 20 data in the input layer, 90 neurons in one hidden layer and one given as the output layer (Ibovespa). These models used backpropagation, an input activation function based on the tangent sigmoid and a linear output function. Since the aim of analyzing the adherence of the Method of Artificial Neural Networks to carry out predictions of the Ibovespa, we chose to perform this analysis by comparing results between this and Time Series Predictive Model GARCH, developing a GARCH model (1.1).Once applied both methods (ANN and GARCH) we conducted the results' analysis by comparing the results of the forecast with the historical data and by studying the forecast errors by the MSE, RMSE, MAE, Standard Deviation, the Theil's U and forecasting encompassing tests. It was found that the models developed by means of ANNs had lower MSE, RMSE and MAE than the GARCH (1,1) model and Theil U test indicated that the three models have smaller errors than those of a naïve forecast. Although the ANN based on returns have lower precision indicator values than those of ANN based on prices, the forecast encompassing test rejected the hypothesis that this model is better than that, indicating that the ANN models have a similar level of accuracy . It was concluded that for the data series studied the ANN models show a more appropriate Ibovespa forecasting than the traditional models of time series, represented by the GARCH model

Modelagem e previsão da perda de injetividade em poços canhoneados

Waterflooding is a technique largely applied in the oil industry. The injected water displaces oil to the producer wells and avoid reservoir pressure decline. However, suspended particles in the injected water may cause plugging of pore throats causing formation damage (permeability reduction) and injectivity decline during waterflooding. When injectivity decline occurs it is necessary to increase the injection pressure in order to maintain water flow injection. Therefore, a reliable prediction of injectivity decline is essential in waterflooding projects. In this dissertation, a simulator based on the traditional porous medium filtration model (including deep bed filtration and external filter cake formation) was developed and applied to predict injectivity decline in perforated wells (this prediction was made from history data). Experimental modeling and injectivity decline in open-hole wells is also discussed. The injectivity of modeling showed good agreement with field data, which can be used to support plan stimulation injection wells

Um Modelo híbrido para previsão de curvas de produção de petróleo

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Previsão do módulo de elasticidade transversal de compósitos unidirecionais através de redes neurais mistas

The aim of this study is to create an artificial neural network (ANN) capable of modeling the transverse elasticity modulus (E2) of unidirectional composites. To that end, we used a dataset divided into two parts, one for training and the other for ANN testing. Three types of architectures from different networks were developed, one with only two inputs, one with three inputs and the third with mixed architecture combining an ANN with a model developed by Halpin-Tsai. After algorithm training, the results demonstrate that the use of ANNs is quite promising, given that when they were compared with those of the Halpín-Tsai mathematical model, higher correlation coefficient values and lower root mean square values were observed

Traduzindo o economês: metáforas da inflação em textos de jornalismo econômico

The research aimed two objectives: 1st) identifying and describing the metaphors of the inflation, in a corpus of 18 texts of economic journalism, from Joelmir Beting, written in the last trimester of 2002, at the moment of the government s transition of president Fernando Henrique Cardoso to Luiz Inácio Lula Da Silva. 2nd) verifying the recognition of the metaphors by the students of the basic education of a private school from Natal. 91 metaphors had been identified, analyzed in the perspective of the conceptual metaphor s theory, by Lakoff and Johnson (2002), on the basis of the distinction between conceptual metaphor and metaphoric expressions, and between domain-source/domain-target. 10 underlying conceptual metaphors had been inferred, being that the domains-source used more frequently to characterize the inflation had been those ones according to the human being and the animals and, of a less imaginable form, to the ways of transport (car, aircraft). These general conceptual metaphors had been unfolded in other s more specific ones ( animal specifying itself in lion , dragon , dog , etc.). Another result was the identification of metaphoric expressions with two or more meanings , with relation to more than one conceptual metaphor or explicit, in the same expression, two domains-source (for example: armored dragon ) and contributes, of a relevant form, for the semantic struturation of the text. The understanding of the metaphors was verified through an activity of domains-source s identification (10 metaphoric statements and fulfilling of the gap in the phrase the inflation is a/an ) applied in a group of 8th year of the basic education (12-13 years old, with 14 girls and 17 boys) from a school of good social and economic positions from Natal-RN. There weren t great difficulties on the part of the students in recognizing the domains-source involved: about 80% to the great majority of the statements

Traduzindo o economês: metáforas da inflação em textos de jornalismo econômico

The research aimed two objectives: 1st) identifying and describing the metaphors of the inflation, in a corpus of 18 texts of economic journalism, from Joelmir Beting, written in the last trimester of 2002, at the moment of the government s transition of president Fernando Henrique Cardoso to Luiz Inácio Lula Da Silva. 2nd) verifying the recognition of the metaphors by the students of the basic education of a private school from Natal. 91 metaphors had been identified, analyzed in the perspective of the conceptual metaphor s theory, by Lakoff and Johnson (2002), on the basis of the distinction between conceptual metaphor and metaphoric expressions, and between domain-source/domain-target. 10 underlying conceptual metaphors had been inferred, being that the domains-source used more frequently to characterize the inflation had been those ones according to the human being and the animals and, of a less imaginable form, to the ways of transport (car, aircraft). These general conceptual metaphors had been unfolded in other s more specific ones ( animal specifying itself in lion , dragon , dog , etc.). Another result was the identification of metaphoric expressions with two or more meanings , with relation to more than one conceptual metaphor or explicit, in the same expression, two domains-source (for example: armored dragon ) and contributes, of a relevant form, for the semantic struturation of the text. The understanding of the metaphors was verified through an activity of domains-source s identification (10 metaphoric statements and fulfilling of the gap in the phrase the inflation is a/an ) applied in a group of 8th year of the basic education (12-13 years old, with 14 girls and 17 boys) from a school of good social and economic positions from Natal-RN. There weren t great difficulties on the part of the students in recognizing the domains-source involved: about 80% to the great majority of the statements