A fuzzy rule-based system to characterize the profile of an investor

Authors

DOI:

https://doi.org/10.5902/2179460X32880

Keywords:

Classification of the profile of an investor, Fuzzy rules, Matlab

Abstract

In this work is proposed a fuzzy rule-based system in order to classify the profile of an investor. For this purpose, it is used the plataform GUIDE from MATLAB to build an interactive graphic interface, where the investor answers five questions (which are based on the ANBIMA model) which deal with his/her finances. Once the system has these answers, it presents as output one of the following classifications: conservative investor, moderate investor or bold investor. The system also indicates a suggestion of potentials types of investments that suits better based on the output provided by the system. The results are compared to the ones obtained by the AIP from the Banco Paulista.

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Author Biographies

Tais Mara dos Santos, Universidade Tecnológica Federal do Paraná - UTFPR, Cornelio Procópio, PR

Licenciada em Matemática pela Universidade Tecnológica Federal do Paraná - UTFPR (2017)

Michele Cristina Valentino, Universidade Tecnológica Federal do Paraná - UTFPR, Cornelio Procópio, PR

Professora na Universidade Tecnológica Federal do Paraná

Douglas Azevedo, Universidade Tecnológica Federal do Paraná - UTFPR, Cornelio Procópio, PR

Professor Adjunto IV da Universidade Tecnológica Federal do Paraná

Danilo Peixoto Bellucci, Universidade Federal do ABC

Mestrado em Matemática Aplicada pela Universidade Federal do ABC (2009) 

References

Banco Paulista (2016). Questionário API. Banco Paulista, URL https://www.bancopaulista.com.br/Arquivos/

QuestionarioAPI.pdf.

Barros, L. C., Bassanezi, R. C. (2006). Tópicos de lógica fuzzy e biomatemática. Grupo de Biomatem´ tica, Instituto de Matemática, Estatística e Computação Científica (IMECC), Campinas.

Bellucci, D. P., Brandão, A. J. V. (2010). Análise de características empreendedoras utilizando sistemas baseados em regras fuzzy. Tendências em Matemática Aplicada, 11, 133–140.

Cichini, F. A. L. (2009). Aplicação de um sistema de inferência fuzzy de suporte á decisão para estimação de valores de ações

cotadas na bolsa de valores de são paulo. Dissertação de Mestrado, UNESP, Universidade Estadual Paulista, Bauru, SP.

MathWorks Inc. (2016). Matlab 2016. MathWorks Inc., URL https://www.mathworks.com/products/matlab.

html.

Pedrycz, W., Gomide, F. (1998). An Introduction to Fuzzy Sets. Analysis and Design. Complex Adaptive Systems, MIT Press,

London. Portal do Investidor (2016). Tipos de investimento. URL http://www.portaldoinvestidor.gov.br.

dos Santos, L. K. C. F. R., Prata, R. A. C. (2016). Análise da malária no estado do amazonas através de sistema de base de regras fuzzy. Em: Livro de resumos do IV Congresso Brasileiro de Sistemas Fuzzy, SBMAC, vol 1, pp. 1–11.

de Sena, F. C. B. (2015). Controle fuzzy aplicado á otimização de um sistema eólico de velocidade variável. Dissertação de

Mestrado, UFERSA, Universidade Federal Rural do Semi-Árido, Mossoró, RN.

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Published

2019-07-16

How to Cite

Santos, T. M. dos, Valentino, M. C., Azevedo, D., & Bellucci, D. P. (2019). A fuzzy rule-based system to characterize the profile of an investor. Ciência E Natura, 41, e18. https://doi.org/10.5902/2179460X32880

Issue

CIÊNCIA E NATURA, V. 41, 2019

Section

Mathematics

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