1 research outputs found
IdentificaĆ§Ć£o de manipulaĆ§Ć£o no mercado financeiro de aƧƵes e derivativos por Spoofing e Layering
Esta pesquisa apresenta o estudo sobre o mercado financeiro de Bolsa no Brasil no Segmento
Bovespa e BMF, observando a mecĆ¢nica do envio de ordens dos ativos e a possibilidade
de manipulaĆ§Ć£o indevida do mercado. Apresenta o desenvolvimento do mercado
de aƧƵes no Brasil, e aplicando as normas americanas de acompanhamento do mercado
financeiro para identificaĆ§Ć£o de manipulaĆ§Ć£o do mercado de aĆ§Ć£o. Utilizando na negociaĆ§Ć£o
de instrumentos lĆquidos e ilĆquidos de ambos os mercados, avaliar a implementaĆ§Ć£o
de tĆ©cnicas de machine learning supervisionada e nĆ£o supervisionada para identificaĆ§Ć£o
de comportamentos manipulativos. O projeto uso a linguagem Python, para fazer o
manuseio, anĆ”lise e apresentaĆ§Ć£o dos resultados.This research presents the study on the financial market of Brazil Stock Exchange
for Bovespa and BMF segments, observing the mechanics of the sending of orders of the
assets and the possibility of manipulation of the market. It presents the development
of the stock market in Brazil and applying the American standards of financial market
monitoring to identify manipulation of the stock market. Using the flow of liquid and
illiquid instruments from both markets, evaluated the implementation of supervised and
unsupervised machine learning techniques to identify manipulative behaviors. The project
made use of the Python language, for the handling, analysis and presentation of the
results.CoordenaĆ§Ć£o de AperfeiƧoamento de Pessoal de NĆvel SuperiorFundo Mackenzie de Pesquis