http://repositorio.ufgd.edu.br/jspui/handle/prefix/2291 Thu, 15 Jan 2026 10:59:13 GMT 2026-01-15T10:59:13Z http://repositorio.ufgd.edu.br/jspui/handle/prefix/4806 Título: Aplicação de redes neurais LSTM para previsão de séries temporais financeiras Autor(es): Leandro, Jhonatan Correa Primeiro Orientador: Amorim, Willian Paraguassu Abstract: Making forecasts in the financial market can bring huge gains for institutions, governments, in vestors, among others. However, it is not a trivial task, due to the chaotic and unpredictable nature of the financial market. Several approaches have already been studied in order to achieve satisfactory results, such as machine learning and neural networks Long Short-Term Memory networks (LSTM) due to their effectiveness working with time series. In this work, our proposal is to use an LSTM neural network and from the closing price using renko chart, and perform the bullish or bearish forecast for the next market movement. Results show that our proposal presents satisfactory results compared to the traditional Buy and Hold technique. Editor: Universidade Federal da Grande Dourados Tipo: Trabalho de Conclusão de Curso Fri, 12 Nov 2021 00:00:00 GMT http://repositorio.ufgd.edu.br/jspui/handle/prefix/4806 2021-11-12T00:00:00Z http://repositorio.ufgd.edu.br/jspui/handle/prefix/4805 Título: Predição de séries temporais aplicada ao mercado de ações utilizando regressão linear Autor(es): Steffen, Andressa Antunes Primeiro Orientador: Amorim, Willian Paraguassu Abstract: The financial market and the generation of income through it is one of the main topics of our time. Ways to increase the quality of forecasting a high or low in the financial market is one of the main goals pursued by those who wish to achieve some success in their investments. Techniques using artificial intelligence and mathematical models in the field of quantitative trader are currently the most efficient ways to achieve satisfactory results. In this work, studies referring to the quantitative trader related to the direction of the Linear Regression and its efficiency in the financial market will be presented. Editor: Universidade Federal da Grande Dourados Tipo: Trabalho de Conclusão de Curso Wed, 10 Nov 2021 00:00:00 GMT http://repositorio.ufgd.edu.br/jspui/handle/prefix/4805 2021-11-10T00:00:00Z http://repositorio.ufgd.edu.br/jspui/handle/prefix/4694 Título: Uso de Índices de validade de agrupamento para ajuste de protótipos Autor(es): Florentino, Lucas Matheus de Moraes Primeiro Orientador: Szabo, Alexandre Editor: Universidade Federal da Grande Dourados Tipo: Trabalho de Conclusão de Curso Thu, 11 Nov 2021 00:00:00 GMT http://repositorio.ufgd.edu.br/jspui/handle/prefix/4694 2021-11-11T00:00:00Z http://repositorio.ufgd.edu.br/jspui/handle/prefix/4693 Título: Crimes de informática Autor(es): Lipu, José Yan Gonçalves Primeiro Orientador: Oeiras Lachi, Janne Yukiko Yoshikawa Abstract: Computer crime is increasingly danger to human society. The data transmitted on the internet cover a great variety of information, from personal messages to documents containing state secrets. This article seeks to bring a literature review, journalistic sources review and literature review on computer crimes that use electronic devices and the internet as a means of application. Crimes whose purpose is to modify, manipulate and illegally obtain data. It will describe what they are, how they work, and the main modes of protection against typified crime. This work seeks to provide the reader with a source of reference to understand and prevent against these crimes. Editor: Universidade Federal da Grande Dourados Tipo: Trabalho de Conclusão de Curso Tue, 09 Nov 2021 00:00:00 GMT http://repositorio.ufgd.edu.br/jspui/handle/prefix/4693 2021-11-09T00:00:00Z