M
Matheus José Silva de Souza
Researcher at University of Brasília
Publications - 3
Citations - 68
Matheus José Silva de Souza is an academic researcher from University of Brasília. The author has contributed to research in topics: Technical analysis & Profitability index. The author has an hindex of 2, co-authored 3 publications receiving 43 citations.
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Examination of the profitability of technical analysis based on moving average strategies in BRICS
Matheus José Silva de Souza,Danilo Guimarães Franco Ramos,Marina Garcia Pena,Vinicius Amorim Sobreiro,Herbert Kimura +4 more
TL;DR: In this article, the authors investigated the profitability of technical analysis as applied to the stock markets of the BRICS member nations and found that technical analysis can help fundamental analysis identify the most dynamic companies in the stock market.
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Can artificial intelligence enhance the Bitcoin bonanza
Matheus José Silva de Souza,Fahad Almudhaf,Bruno Miranda Henrique,Ana Beatriz Silveira Negredo,Danilo Guimarães Franco Ramos,Vinicius Amorim Sobreiro,Herbert Kimura +6 more
TL;DR: Findings indicate that traders are able to earn conservative returns on the risk adjusted basis, even accounting for transaction costs, when using SVM, and suggests that ANN can explore short run informational inefficiencies to generate abnormal profits.
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Do small caps generate above average returns in the Brazilian stock market
Matheus José Silva de Souza,Danilo Guimarães Franco Ramos,Marina Garcia Pena,Vinicius Amorim Sobreiro,Herbert Kimura +4 more
TL;DR: In this article, the authors developed a method based on an automated trading system (ATS) applied to the Brazilian stock market, and investigated the relevance of small caps to the investor.