Application of Computational Intelligence in the Financial Market

Resumo

The financial market involves a complex dynamic of assets and investments, where shares and other financial instruments are bought and sold in order to obtain profit. Shares are equivalent to a portion of a company's capital and are one of the most common investment methods in the capital market. Financial research seeks to understand the processes that govern these transactions, as well as the tactics to maximize the return on investments, taking into account the risk associated with each decision. This work focuses on the optimization of investment portfolios, concentrating on shares of electric power companies, examining the behavior of assets and maximizing the return within a risk reduction strategy. The study investigates computational techniques,such as Sequential Least Squares Programming (SLSQP), Nelder-Mead and Powell algorithms, to construct effective portfolios, employing Markowitz theory and the Sharpe ratio to assess performance. The assessment was carried out on a group of stocks representative of the Brazilian financial market, in particular PETR4, PRIO3, ELET3 and TAEE3, providing perspectives for investors seeking to enhance their portfolios amid high volatility in the energy sector.