Objective: based on a systematic approach using machine learning, this research aims to propose a model of selection and allocation of assets that allows for building profitable and safe portfolios, even in times of insecurity and low predictability.Methodology: we used the machine learning algorithm called random forest to associate the independent variables with a dependent one and learn the probability of positive returns in the month following the data collection. According to the probabilities, the stocks were allocated into long, short, or non-allocated portfolios. Finally, we allocated a share of gold, which is a protection asset much used in times of crisis and uncertainty.Results and contributions: the study reached its goal and demonstrated being possible to build profitable and safe investment portfolios, even in times of greater uncertainty and volatility, as in 2020 due to the Covid-19 pandemic. We found that the model is effective in moments of crisis and also of greater predictability, as in the period from 2016 to 2019 when the stock exchange has an uptrend.Relevance: the relevance of this study points to an unprecedented historical context in Brazil, where uncertainties regarding both the local and world economy have demanded advanced studies of prediction to minimize risks and contribute to results for investors. In addition, we highlight that following a short period of low Selic (2019 to 2021), the Central Bank increased the rate again, raising the interest more in profitable and safer assets than the investment in stocks.
Resumo: O objetivo deste artigo é analisar teses e dissertações que tratam sobre Consórcio Intermunicipal de Saúde, publicadas nos programas de pós-graduação no Brasil, no período de 1990 a 2017, tendo como base a Biblioteca Digital Brasileira de Teses e Dissertações (BDTD). Assim, foi realizado um estudo bibliométrico baseado na Lei de Bradford, apoiado metodologicamente em uma pesquisa descritiva com abordagem quantitativa. Levantou-se as publicações por programa de pós-graduação e instituição de ensino superior por Estado e região do Brasil, bem como o gênero dos autores e as principais metodologias e técnicas de pesquisas utilizadas nos trabalhos. Dentre os resultados encontrados foram 8 teses e 20 dissertações defendidas em programas de pós-graduação reconhecidos pela CAPES. Com o estudo pode-se verificar que há carência de aprofundamento nos estudos, portanto um campo de pesquisa a ser explorado. E, nesta perspectiva contribuindo para a evolução do conhecimento científico.Abstract: The aim of this article is to analyze theses and dissertations dealing with the Intermunicipal Health Consortium, published in postgraduate programs in Brazil, from 1990 to 2017, based on the Brazilian Digital Library of Theses and Dissertations (BDTD). , a bibliometric study based on the Bradford law, was supported methodologically in a descriptive research with quantitative approach. The publications were published by postgraduate program and higher education institution by state and region of Brazil, as well as the gender of the authors and the main methodologies and research techniques used in the works. Among the results found were 8 theses and 20 dissertations defended in recognized postgraduate programs CAPES.Com the study can verify that there is a lack of deepening in the studies, therefore a field of research to be explored. And, in this perspective contributing to the evolution of scientific knowledge.
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