Utilização de aprendizado por reforço para operações em bolsa de valores

Trabalho de Conclusão Curso (graduação)—Universidade de Brasília, Faculdade de Tecnologia, Departamento de Engenharia Elétrica, 2017.Este trabalho tem como objetivo mostrar como um agente inteligente, treinado por meio do algoritmo Q-Learning, pode obter resultados consideráveis ao operar na bolsa de va- lores, usando dados financeiros ruidosos, não-lineares e não-estacionários. Para avaliar o desempenho do agente, construiu-se um simulador da bolsa de valores. Utilizando quatro indicadores técnicos como parâmetros de entrada e uma adaptação do retorno diário como função de recompensa, o agente obteve desempenho superior ao Buy & Hold em metade dos casos. Além disso, abre-se espaço para a discussão acerca do comportamento de ações de diferentes setores da economia norte-americana e das possíveis limitações da análise técnica, de acordo com os resultados obtidos.This work aims to show how an intelligent agent trained by the Q-Learning algorithm can achieve intesting results, using non-linear, non-stationary and noisy financial data. In order to evaluate the system perfomance, a stock market simulator was developed. The agent outperformed the Buy & Hold strategy in half of cases, using technical indicators as input data and a modified version of daily return as the reward function. Furthermore, the stock market behavior of different economy sectors is discussed along with possible limitations of technical analysis

RegBR : a novel Brazilian government framework to classify and analyze industryspecific regulations

Government transparency and openness are key factors to bring forth the modernization of the state. The combination of transparency and digital information has given rise to the concept of Open Government, that increases citizen understanding and monitoring of government actions, which in turn improves the quality of public services and of the government decision making process. With the goal of improving legislative transparency and the understanding of the Brazilian regulatory process and its characteristics, this paper introduces RegBR, the first national framework to centralize, classify and analyze regulations from the Brazilian government. A centralized database of Brazilian federal legislation built from automated ETL routines and processed with data mining and machine learning techniques was created. Our framework evaluates different NLP models in a text classification task on our novel Portuguese legal corpus and performs regulatory analysis based on metrics that concern linguistic complexity, restrictiveness, law interest, and industry-specific citation relevance. Our results were examined over time and validated by correlating them with known episodes of regulatory changes in Brazilian history, such as the implementation of new economic plans or the emergence of an energy crisis. Methods and metrics proposed by this framework can be used by policy makers to measure their own work and serve as inputs for future studies that could analyze government changes and their relationship with federal regulations

RegBR: uma visão geral das aplicações

Government openness and transparency are key elements to build an accountable and trustworthy state, which are essential concepts to functioning democracies and market economies. Transparency in government processes increases citizen understanding and allows them to get involved by supervising and auditing government actions. RegBR was conceived as a framework to improve the legislative transparency, giving the citizens a tool to observe and monitor the Brazilian regulatory process and its characteristics. In this context, RegBR uses structured information to both create a historical regulatory flow and several regulatory metrics, which present how relevant are different sectors of the economy, how restricted are the normative acts, how linguistically complex are the regulations and, finally, how popular are theses normative acts through the eyes of the citizen and for the government.A abertura e a transparência do governo são elementos-chave para construir um estado responsável e confiável, conceitos essenciais para o funcionamento das democracias e economias de mercado. A transparência nos processos governamentais aumenta a compreensão dos cidadãos e permite que eles se envolvam na supervisão e auditoria das ações governamentais. O RegBR foi concebido como um framework para melhorar a transparência legislativa, dando ao cidadão uma ferramenta para observar e monitorar o processo regulatório brasileiro e suas características. Nesse contexto, o RegBR utiliza informações estruturadas tanto para criar um fluxo regulatório histórico quanto para conceber diversas métricas regulatórias, que apresentam quão relevantes são os diferentes setores da economia, quão restritos são os atos normativos, quão linguisticamente complexas são as regulamentações e, por fim, quão populares são esses atos normativos pelos olhos do cidadão e para o governo.La apertura y transparencia del gobierno son elementos clave para construir un estado responsable y confiable, que son conceptos esenciales para el funcionamiento de las democracias y las economías de mercado. La transparencia en los procesos de gobierno aumenta la comprensión de los ciudadanos y les permite involucrarse supervisando y auditando las acciones gubernamentales. RegBR fue concebido como un framework para mejorar la transparencia legislativa, brindando a los ciudadanos una herramienta para observar y monitorear el proceso regulatorio brasileño y sus características. En este contexto, RegBR utiliza informaciones estructuradas para crear un flujo regulatorio histórico y también varias métricas regulatorias, que presentan qué tan relevantes son los diferentes sectores de la economía, qué tan restringidos son los actos normativos, qué lingüísticamente complejas son las regulaciones y, finalmente, qué tan populares son estos actos normativos a los ojos del ciudadano y para el gobierno.Revista do Serviço Público - RSP, v. 74, n. 3, 634-656 p.Transparência, Controle e ParticipaçãoISSN Impresso: 0034-9240ISSN Eletrônico: 2357-801

Oportunidades e desafios da geração solar fotovoltaica no semiárido do Brasil

The Brazilian semi arid is often represented as a dry-climate region with poor socioeconomic indicators. Moreover, this region is likely to suffer from the water shortage in the future as a result of climate changes that the world is facing. The reduction of water supplies has recently caused problems for the electrical sector in Brazil due to its dependency on hydropower. One possible alternative to increase its robustness is by using solar energy. The potencial of the semiarid region in generating solar energy is two-fold: it figures among one of the regions with the highest solar irradiation in Brazil and there are plenty of available territories for the installation of solar systems. With this in mind, this work presents the technical potential of photovoltaic energy in the semiarid, along with discussions of its challenges, opportunities and public policies that aim to develop the region

Viabilidade econômica de sistemas fotovoltaicos no Brasil e possíveis efeitos no setor elétrico

This work discusses the economic viability of photovoltaic systems usage in distributed generation of electricity and its possible impacts on electrical network. We present the current situation and perspectives of distributed generation in Brazil. Besides that, we developed a financial analysis of grid-tie photovoltaic systems, considering factors such as local solar radiation and conventional energy cost, using data from the National Agency of Electrical Energy (ANEEL). Overall, the usage of photovoltaic systems in Brazil is economically attractive. Despite this, we have to discuss the impacts on the electrical network that might happen due to energy supply variability and economic losses of electric companies and users. However, we show that there is still a lot of room for development of photovoltaic systems in Brazil, especially within regions with high solar radiation

Final classes.

Final classes.</p

Industry citation relevance for eletricity, finance and transportation economic sectors.

Industry citation relevance for eletricity, finance and transportation economic sectors.</p

Hyperparameters used to generate the results.

Hyperparameters used to generate the results.</p

Median metrics from all sectors grouped together, a moving average of 14 years was used to smooth out the curves.

Median metrics from all sectors grouped together, a moving average of 14 years was used to smooth out the curves.</p

CNAE’s structure example—Human health and social services.

CNAE’s structure example—Human health and social services.</p