Congratulations to our most recent masters in Electrical Engineering - Paulo Campolina

February 22, 2022

Congratulations to our most recent M.sc. in Electrical Engineering, Paulo Azevedo Meijon Campolina. The title of the dissertation was “Automated Multicriteria Decision Strategy In The Financial Market”. The full dissertation is available on here (in Portuguese). The abstract is available below.

Congratulations, Msc. Paulo Campolina! Completing your degree is an amazing feat and we are incredibly proud of your achievement.

“Investment automation is a challenge since the beginning of stock markets. With the evolution of computational power, this dream is getting closer to reality. In this context, this paper investigates, develop and apply some computational techniques to automate investments. The proposed tool for backtesting multicriteria decision making investment strategies signal based, has some simple outputs such as buy, wait and sell. This approach is made in a way that removes some psychological aspects of humans traders, that have significant impact on the decision making process under uncertainty conditions. Similar to others approaches it uses technical indicators, however it is different from usual approaches, this method focuses on usage for day trade operation of mini future contracts of index Bovespa, with candles of 5 minutes frequency. Considering the data used, from 2015 to 2021, the strategy used was no able to overcome the reference model used, the classic buy & hold. Even though, the proposed tool seems to be relevant (i) to improve the data acquisition process, that can be challenging depending of the equity and frequency; (ii) for data analysis, with customs metrics and visualizations; (iii) and for optimization and validation of custom and complex strategies, using python, that could be more challenging to implement using MQL5 on metatrader.”