Decision Support Using Machine Learning Indication for Financial Investment

To support the decision-making process of new investors, this paper aims to implement Machine Learning algorithms to generate investment indications, considering the Brazilian scenario. Three artificial intelligence techniques were implemented, namely: Multilayer Perceptron, Logistic Regression and...

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Bibliographic Details
Main Authors: Ariel Vieira de Oliveira, Márcia Cristina Schiavi Dazzi, Anita Maria da Rocha Fernandes, Rudimar Luis Scaranto Dazzi, Paulo Ferreira, Valderi Reis Quietinho Leithardt
Format: Article
Language:English
Published: MDPI AG 2022-10-01
Series:Future Internet
Subjects:
Online Access:https://www.mdpi.com/1999-5903/14/11/304
Description
Summary:To support the decision-making process of new investors, this paper aims to implement Machine Learning algorithms to generate investment indications, considering the Brazilian scenario. Three artificial intelligence techniques were implemented, namely: Multilayer Perceptron, Logistic Regression and Decision Tree, which performed the classification of investments. The database used was the one provided by the website Oceans14, containing the history of Fundamental Indicators and the history of Quotations, considering BOVESPA (São Paulo State Stock Exchange). The results of the different algorithms were compared to each other using the following metrics: accuracy, precision, recall, and F1-score. The Decision Tree was the algorithm that obtained the best classification metrics and an accuracy of 77%.
ISSN:1999-5903