Resumo

MARTINEZ, José; AMESTICA-RIVAS, Luis; PARISI, Antonino  e  GURROLA, César. Alternative predictor of the price of financial assets The case of silver and gold. Oikos Polis [online]. 2021, vol.6, n.2, pp.30-54. ISSN 2521-960X.

Abstract The objective of this work is to test the effectiveness of the ARIMA model optimized with operational gross force to forecast the price of two commodities: gold and silver in the financial market, as an alternative technique to make investments profitable and improve the decision-making of financial actors. We used information from the weekly closing prices of gold and silver during the period 2015 - 2018, observing the price variations and comparing the real data with the ones predicted through the model. Eight variables were used for both models, generating one million random iterations with gross force, as this technique does not restrict the obtaining of any result, as does simplex and/or solver optimization.  With the brute force technique it was possible to establish a predictive capacity in both assets of more than 60%.

Palavras-chave : capital market; predictive model; profitability; commodities; assets.

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