Mineração de dados aplicada a previsão de preços de ações utilizando Weka

Abstract

This work aims to apply data mining techniques in the field of the stock market, aiming to predict future stock prices, assisting stock market investors in their decision making. A literature search on the stock market and data mining was conducted with the aim of understanding and conceptualizing the stock market and data mining techniques. A survey was made of the historical data of the PETR4 share, in which data relating to the year 2019 were extracted by the Yahoo Finance site. The selection, cleaning and structuring of this data was done with the help of a program and also manually. With the help of WEKA software, data mining was performed and its results presented and analyzed, indicating its application to predict whether the stock has price increase or decrease behavior within a defined interval of days.