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Mémoire de Maîtrise
DOI
https://doi.org/10.11606/D.12.2005.tde-16032022-103637
Document
Auteur
Nom complet
Antonio Sérgio Torres Penedo
Adresse Mail
Unité de l'USP
Domain de Connaissance
Date de Soutenance
Editeur
São Paulo, 2005
Directeur
Jury
Oliveira, Marcio Mattos Borges de (Président)
Costa, André Lucirton
Oliveira Neto, Jose Dutra de
Titre en portugais
Redes neurais artificiais: uma contribuição no processo de previsão de preços do açúcar e álcool do Estado de São Paulo
Mots-clés en portugais
Açúcar
Álcool
Preços (Previsão)
Redes neurais
Resumé en portugais
Redes neurais artificiais (RNA) têm sido utilizadas numa grande variedade de tarefas, inclusive propondo soluções interessantes a problemas de várias áreas de administração, como finanças, marketing, vendas ou compras e até mesmo em recursos humanos. Neste trabalho propõe-se a concepção e execução de um plano experimental para explorar a influência dos parâmetros: número de camadas e número de neurônios intermediários, sobre o desempenho das RNAs. A rede neural artificial irá analisar o impacto dos preços do barril de petróleo WTI Spot (mercado norte-americano) e Europe Brent Spot (mercado europeu), contrato futuro de açúcar bruto n° 11 da bolsa de Nova Iorque, a Coffe, Sugar & Cocoa Exchange Inc. (CSCE), pertencente à New York Board of Trade (NYBOT) e da taxa de câmbio comercial nos preços do açúcar cristal e do álcool anidro combustível prevendo os valores de comercialização destes produtos. Os experimentos deste estudo serão realizados com base em dados históricos de preços dos produtos da indústria canavieira (açúcar cristal acondicionado em sacas de 50 kg negociado no mercado à vista do Estado de São Paulo destinado ao mercado interno e do álcool anidro combustível no Estado de São Paulo seguindo as especificações da Agência Nacional de Petróleo - ANP), visto que na região encontra-se um grande número de industrias deste segmento, sendo desta maneira de grande importância regional
Titre en anglais
Artificial neural networks: a contribution in the process of forecasting sugar and alcohol prices in the state of São Paulo
Mots-clés en anglais
Alcohol
Neural networks
Prices (Forecast)
Sugar
Resumé en anglais
Artificial neural networks (RNA) have been used in a great variety of tasks, besides proposing interesting solutions to problems of several administration areas, as finance, marketing, sales or purchases and even human resources. In this work intends the conception and execution of an experimental plan to explore the influence of the parameters: number of layers and numbers of intermediate neurons, on the acting of RNA. The artificial neural network will analyze the impact of the prices of the barrel of petroleum WTI Spot (North American market) and Europe Brent Spot (European market), contract future of sugar rude n° 11 of the New York, a Coffe, Sugar & Cocoa Exchange Inc. (Csce), New York Board of Trade (NYBOT) and of the commercial exchange rate in the prices of the granulated sugar and of the alcohol combustible anidro forecasting the values of commercialization of these products. The experiments of this study will be accomplished with base in historical data of prices of the products of the sugar cane industry (granulated sugar conditioned in bags of 50 kg negotiated in the cash market of the State of São Paulo destined to the domestic market and of the alcohol combustible anidro in the State of São Paulo following the specifications of the National Agency of Petroleum-ANP), because in the area is a great number of you elaborate of this segment, being this way of great regional importance
 
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Date de Publication
2022-03-16
 
AVERTISSEMENT: Le matériau se réfère à des documents provenant de cette thèse ou mémoire. Le contenu de ces documents est la responsabilité de l'auteur de la thèse ou mémoire.
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