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Adobe PDF - 383.4 KB - MD5: 73f4cb693d25968660cadee1dd465b5a
Instructions
ZIP Archive - 8.9 GB - MD5: bc7cead70e6a0431356ecd16f5b6e8d4
ZIP Archive - 697.2 KB - MD5: 967fad1223d8f42d2111cdb116f85237
This file contains all the input datasets used throughout the research. This includes historical stock price data (obtained via the Yahoo Finance API), macroeconomic indicators (e.g., SELIC, IPCA, PIB), and microeconomic indicators (e.g., ROE, P/L, VPA) used as features in the ma...
ZIP Archive - 5.2 MB - MD5: cb3df9d7e614021508d84a5cdd2bf77f
This file includes the complete experimental results, such as model evaluation metrics (MAE, MSE, RMSE, R²), prediction graphs, comparison tables of different strategies (including the proposed method and the buy-and-hold approach), and return simulations.
ZIP Archive - 1.2 MB - MD5: 1800f98e377aff63bc375fe8f47648ea
This file contains all the Python source codes used in the study.
ZIP Archive - 717.6 KB - MD5: e95d08ecc7cfd76b30fb5520af71fe82
ZIP Archive - 21.6 MB - MD5: 7dc22ccac6edcbb4bc81cecbf6092c27
ZIP Archive - 1.3 MB - MD5: b43c0eeae987102346e443074fe02b28
ZIP Archive - 2.4 MB - MD5: 96ce7b8aa5154aa7fc380a681edcfce4
ZIP Archive - 4.7 MB - MD5: dc307ccbf4dd793d95e84c05b8cff405
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