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Aplicação de Redes Neurais na Previsão das Ações do Setor de Petróleo e Gás da Bm&FBovespa

2017; Faculdade Santo Agostinho; Volume: 14; Issue: 6 Linguagem: Inglês

10.12819/2017.14.6.3

2317-2983

João Gonçalves Silva Muntaser, Valter Pereira da Silva, Antônio Sérgio Torres Penedo,

Market Dynamics and Volatility

The importance of the financial market prediction process and the fact that artificial neural networks have been widely used to the detriment of traditional statistical techniques, this study has as main objective to develop a model of artificial neural networks based on the one proposed by Oliveira, Nobre and Zárate (2013) to forecast prices of Brazilian companies that operate in the oil and gas sector of the stock exchange.For this purpose, the present study used all the companies the Oil & Gas sector of BM&FBovespa, expanding the selection of the work of Oliveira, Nobre and Zárate (2013), which selected only Petrobrás, the sample was composed by the stock prices of the following Brazilian companies: Companhia de Gás de São Paulo (CGAS5), a OGX Petróleo (OGXP3), a Refinaria de Petróleos Manguinhos (RPMG3), a PetroRio (PRIO3) e a Queiroz Galvão Exploração e Produção (QGEP3).It was found that the proposed artificial neural network model obtained satisfactory results, with minor errors and a POCID more than 1.With this, it can be inferred that the artificial neural networks are an effective tool in predicting the behavior of the stock market for the sector under analysis.