\n \uc624\ub298\ub0a0 \uae08\uc735 \uc2dc\uc7a5\uc5d0\uc11c\uc758 \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc740 \ube60\ub974\uac8c \uc9c4\ud654\ud558\uace0 \uc788\uc73c\uba70, \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd \uae30\ubc95\ub4e4\uc774 \uc810\uc810 \ub354 \ub9ce\uc740 \uc8fc\ubaa9\uc744 \ubc1b\uace0 \uc788\uc2b5\ub2c8\ub2e4. \ud2b9\ud788, 1\ucc28\uc6d0 \ud569\uc131\uacf1 \uc2e0\uacbd\ub9dd(1D CNN)\uc740 \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uc5d0 \uc801\ud569\ud55c \uac15\ub825\ud55c \ub3c4\uad6c\ub85c \uc790\ub9ac\uc7a1\uace0 \uc788\uc2b5\ub2c8\ub2e4. \uc774 \uae00\uc5d0\uc11c\ub294 1\ucc28\uc6d0 \ud569\uc131\uacf1\uc774 \uc788\ub294 \uc790\uae30 \ud68c\uadc0 CNN\uc744 \uc0ac\uc6a9\ud558\uc5ec \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc744 \uac1c\ubc1c\ud558\ub294 \uacfc\uc815\uc5d0 \ub300\ud574 \uc790\uc138\ud788 \uc0b4\ud3b4\ubcf4\uaca0\uc2b5\ub2c8\ub2e4.\n<\/p>\n
\n \uba38\uc2e0\ub7ec\ub2dd\uc740 \ub370\uc774\ud130\ub97c \uae30\ubc18\uc73c\ub85c \ud559\uc2b5\ud558\uc5ec \uc608\uce21 \ubc0f \uacb0\uc815\uc744 \ub0b4\ub9ac\ub294 \uc54c\uace0\ub9ac\uc998\uc758 \uc9d1\ud569\uc785\ub2c8\ub2e4. \ubc18\uba74, \ub525\ub7ec\ub2dd\uc740 \uba38\uc2e0\ub7ec\ub2dd \uc911\uc5d0\uc11c\ub3c4 \uc778\uacf5 \uc2e0\uacbd\ub9dd\uc744 \uc774\uc6a9\ud558\uc5ec \ubcf5\uc7a1\ud55c \uad6c\uc870\uc640 \ud328\ud134\uc744 \ud559\uc2b5\ud558\ub294 \ubc29\ubc95\uc785\ub2c8\ub2e4. \uae08\uc735 \uc2dc\uc7a5\uc5d0\uc11c\ub294 \uc774 \ub450 \uae30\ubc95\uc744 \ud65c\uc6a9\ud558\uc5ec \uac00\uaca9 \uc608\uce21, \uac70\ub798 \uc2e0\ud638 \uc0dd\uc131, \ub9ac\uc2a4\ud06c \uad00\ub9ac \ub4f1\uc758 \ub2e4\uc591\ud55c \uc751\uc6a9\uc774 \uac00\ub2a5\ud569\ub2c8\ub2e4.\n<\/p>\n
\n \uba38\uc2e0\ub7ec\ub2dd\uc740 \uc77c\ubc18\uc801\uc73c\ub85c \uad6c\uc870\uc801 \ub370\uc774\ud130\ub97c \ucc98\ub9ac\ud558\ub294 \ub370 \uac15\uc810\uc744 \uac00\uc9c0\uba70, \uace0\ucc28\uc6d0 feature space\uc5d0\uc11c \uc791\uc5c5\uc744 \uc218\ud589\ud569\ub2c8\ub2e4. \ubc18\uba74, \ub525\ub7ec\ub2dd\uc740 \uc774\ubbf8\uc9c0, \ud14d\uc2a4\ud2b8\uc640 \uac19\uc740 \ube44\uc815\ud615 \ub370\uc774\ud130\ub97c \ucc98\ub9ac\ud558\ub294 \ub370 \ud0c1\uc6d4\ud569\ub2c8\ub2e4. 1D CNN\uc740 \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uc5d0 \ucd5c\uc801\ud654\ub418\uc5b4 \uc788\uc5b4 \uc8fc\uc2dd \uac00\uaca9, \uac70\ub798\ub7c9 \ub4f1\uc758 \uc815\ubcf4\ub97c \ud6a8\uacfc\uc801\uc73c\ub85c \ucc98\ub9ac\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n<\/p>\n
\n CNN\uc740 \uc774\ubbf8\uc9c0 \ubd84\ub958 \ubc0f \uc778\uc2dd\uc5d0 \ub110\ub9ac \uc0ac\uc6a9\ub418\ub294 \ub124\ud2b8\uc6cc\ud06c \uc544\ud0a4\ud14d\ucc98\uc785\ub2c8\ub2e4. CNN\uc758 \uc8fc\uc694 \uad6c\uc131 \uc694\uc18c\ub294 \ud569\uc131\uacf1\uce35, \ud65c\uc131\ud654\uce35, \ud480\ub9c1\uce35 \ub4f1\uc785\ub2c8\ub2e4. 1D CNN\uc740 \uc774\ub7ec\ud55c \uad6c\uc870\ub97c \uc2dc\uac04\uc801 \ud2b9\uc131\uc5d0 \ub9de\uac8c \ubcc0\ud615\ud55c \uac83\uc73c\ub85c, \uc8fc\ub85c \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uc758 \ud328\ud134\uc744 \ucd94\ucd9c\ud560 \ub54c \uc0ac\uc6a9\ub429\ub2c8\ub2e4.\n<\/p>\n
\n \uc790\uae30 \ud68c\uadc0 \ubaa8\ub378(AR)\uc740 \uacfc\uac70\uc758 \uad00\uce21\uce58\ub4e4\ub85c \ud604\uc7ac\uc758 \uac12\uc744 \uc608\uce21\ud558\ub294 \ud1b5\uacc4\uc801 \ubc29\ubc95\uc785\ub2c8\ub2e4. \uc774\ub294 \uc8fc\ub85c \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130 \ubd84\uc11d\uc5d0 \uc0ac\uc6a9\ub418\uba70, \uc77c\ubc18\uc801\uc73c\ub85c \uc218\ud559\uc801 \ubaa8\ub378\ub9c1\uc5d0 \uae30\ubc18\ud558\uc5ec \ubbf8\ub798 \uac12\uc744 \uc608\uce21\ud569\ub2c8\ub2e4.\n<\/p>\n
\n \uc790\uae30 \ud68c\uadc0 \ubaa8\ub378\uc740 \ub2e4\uc74c\uacfc \uac19\uc740 \ud615\ud0dc\ub85c \ud45c\ud604\ub429\ub2c8\ub2e4:\n<\/p>\n
Y(t) = c + \u03b1_1 Y(t-1) + \u03b1_2 Y(t-2) + ... + \u03b1p Y(t-p) + \u03b5(t)<\/code><\/pre>\n\n \uc5ec\uae30\uc11c Y(t)<\/code>\ub294 \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uc758 \ud604\uc7ac \uac12, c<\/code>\ub294 \uc0c1\uc218, \u03b1<\/code>\ub294 \ud68c\uadc0 \uacc4\uc218, \u03b5(t)<\/code>\ub294 \uc624\ucc28 \ud56d\uc785\ub2c8\ub2e4. \uc774 \ubaa8\ub378\uc740 \uc8fc\uc5b4\uc9c4 \uc2dc\uac04 t\uc758 \uac12\uc744 \uacfc\uac70 p\uac1c\uc758 \uac12\uc73c\ub85c \uc124\uba85\ud569\ub2c8\ub2e4.\n<\/p>\n3. 1D CNN \uac1c\uc694<\/h2>\n
\n 1D CNN\uc740 \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uc758 \ud328\ud134 \uc778\uc2dd\uc5d0 \ucd5c\uc801\ud654\ub41c \uc2e0\uacbd\ub9dd \uad6c\uc870\uc785\ub2c8\ub2e4. \uc774\ubbf8\uc9c0\uc758 2D \uad6c\uc870\uc640 \ub2ec\ub9ac, \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\ub294 \ud55c \ucd95(\uc2dc\uac04)\uc5d0\ub9cc \uc758\uc874\ud558\ubbc0\ub85c, \uc774\ub97c \ucc98\ub9ac\ud558\uae30\uc5d0 \uc801\ud569\ud569\ub2c8\ub2e4.\n<\/p>\n
3.1 1D CNN\uc758 \uad6c\uc870<\/h3>\n
\n 1D CNN\uc740 \ub2e4\uc74c\uc73c\ub85c \uad6c\uc131\ub429\ub2c8\ub2e4:<\/p>\n
\n- \uc785\ub825 \ub808\uc774\uc5b4<\/strong>: \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\ub97c \uc785\ub825\ubc1b\uc2b5\ub2c8\ub2e4.<\/li>\n
- \ud569\uc131\uacf1 \ub808\uc774\uc5b4<\/strong>: \uc785\ub825 \ub370\uc774\ud130\uc5d0\uc11c \uc9c0\uc5ed\uc801 \ud328\ud134\uc744 \ucd94\ucd9c\ud569\ub2c8\ub2e4.<\/li>\n
- \ud65c\uc131\ud654 \ub808\uc774\uc5b4<\/strong>: \ube44\uc120\ud615\uc131\uc744 \ucd94\uac00\ud558\uc5ec \ubaa8\ub378\uc758 \ud45c\ud604\ub825\uc744 \ub192\uc785\ub2c8\ub2e4.<\/li>\n
- \ud480\ub9c1 \ub808\uc774\uc5b4<\/strong>: \ub2e4\uc6b4\uc0d8\ud50c\ub9c1\uc744 \ud1b5\ud574 \ucc28\uc6d0\uc744 \ucd95\uc18c\ud558\uace0 \uc5f0\uc0b0\ub7c9\uc744 \uc904\uc785\ub2c8\ub2e4.<\/li>\n
- \uc644\uc804 \uc5f0\uacb0 \ub808\uc774\uc5b4<\/strong>: \ucd5c\uc885 \uc608\uce21\uc744 \uc704\ud574 \ucd9c\ub825 \ub808\uc774\uc5b4\ub85c \uacbd\ub7c9\ud654\ud569\ub2c8\ub2e4.<\/li>\n<\/ul>\n
4. \ub370\uc774\ud130 \uc900\ube44<\/h2>\n
\n \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc744 \uc704\ud55c \ub370\uc774\ud130 \uc900\ube44\ub294 \uc131\uacf5\uc801\uc778 \ubaa8\ub378\uc758 \uad6c\ud604\uc5d0 \ud544\uc218\uc801\uc785\ub2c8\ub2e4. \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\ub294 \uc5ec\ub7ec \uc694\uc778\uc744 \uae30\ubc18\uc73c\ub85c \uc218\uc9d1\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n<\/p>\n
4.1 \ub370\uc774\ud130 \uc218\uc9d1<\/h3>\n
\n \uc8fc\uc2dd\uc758 \uc2dc\uc138 \uc815\ubcf4, \uac70\ub798\ub7c9, \uc678\ubd80 \uc778\ud504\ub77c \uad00\ub828 \ub370\uc774\ud130 \ub4f1\uc744 \uc218\uc9d1\ud574\uc57c \ud569\ub2c8\ub2e4. \ub370\uc774\ud130\ub294 Yahoo Finance, Alpha Vantage \ub4f1 \ub2e4\uc591\ud55c API\ub97c \ud1b5\ud574 \uc218\uc9d1\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n<\/p>\n
4.2 \ub370\uc774\ud130 \uc804\ucc98\ub9ac<\/h3>\n
\n \uc218\uc9d1\ub41c \ub370\uc774\ud130\ub294 \uc77c\ubc18\uc801\uc73c\ub85c \uacb0\uce21\uce58 \ucc98\ub9ac, \uc815\uaddc\ud654, \uc2a4\ucf00\uc77c\ub9c1 \ub4f1\uc758 \uc804\ucc98\ub9ac \uacfc\uc815\uc774 \ud544\uc694\ud569\ub2c8\ub2e4. \uc774\ub97c \ud1b5\ud574 \ubaa8\ub378\uc758 \ud559\uc2b5 \ud6a8\uacfc\ub97c \uadf9\ub300\ud654\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc544\ub798\ub294 \uac04\ub2e8\ud55c \uc804\ucc98\ub9ac \uc608\uc81c\uc785\ub2c8\ub2e4:\n<\/p>\n
import pandas as pd\nfrom sklearn.preprocessing import MinMaxScaler\n\ndata = pd.read_csv('stock_data.csv')\ndata.fillna(method='ffill', inplace=True)\nscaler = MinMaxScaler()\nscaled_data = scaler.fit_transform(data[['Close']])\n<\/code><\/pre>\n5. \ubaa8\ub378 \uad6c\ucd95<\/h2>\n
\n \ub370\uc774\ud130\uac00 \uc900\ube44\ub418\uba74 1D CNN \ubaa8\ub378\uc744 \uad6c\ucd95\ud574\uc57c \ud569\ub2c8\ub2e4. Keras \ub77c\uc774\ube0c\ub7ec\ub9ac\ub97c \ud65c\uc6a9\ud558\uc5ec \ubaa8\ub378\uc744 \uc27d\uac8c \uad6c\ucd95\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc544\ub798\ub294 \uac04\ub2e8\ud55c \ubaa8\ub378 \uad6c\ucd95 \uc608\uc81c\uc785\ub2c8\ub2e4.\n<\/p>\n
from keras.models import Sequential\nfrom keras.layers import Conv1D, MaxPooling1D, Flatten, Dense\n\nmodel = Sequential()\nmodel.add(Conv1D(filters=64, kernel_size=2, activation='relu', input_shape=(timesteps, features)))\nmodel.add(MaxPooling1D(pool_size=2))\nmodel.add(Flatten())\nmodel.add(Dense(units=64, activation='relu'))\nmodel.add(Dense(units=1, activation='linear'))\nmodel.compile(optimizer='adam', loss='mean_squared_error')\n<\/code><\/pre>\n5.1 Training<\/h3>\n
\n \ubaa8\ub378\uc744 \ud6c8\ub828\uc2dc\ud0a4\uae30 \uc704\ud574\uc11c\ub294 \ud6c8\ub828 \ub370\uc774\ud130\uc640 \uac80\uc99d \ub370\uc774\ud130\ub97c \ubd84\ud560\ud558\uace0, \uc801\uc808\ud55c \uac80\uc99d \uc808\ucc28\ub97c \uc218\ud589\ud574\uc57c \ud569\ub2c8\ub2e4.\n<\/p>\n
X_train, X_val, y_train, y_val = train_test_split(X, y, test_size=0.2)\nmodel.fit(X_train, y_train, validation_data=(X_val, y_val), epochs=100, batch_size=32)\n<\/code><\/pre>\n6. \ubaa8\ub378 \ud3c9\uac00<\/h2>\n
\n \ud6c8\ub828\ub41c \ubaa8\ub378\uc758 \uc131\ub2a5\uc744 \ud3c9\uac00\ud558\uae30 \uc704\ud574 \ub2e4\uc591\ud55c \uba54\ud2b8\ub9ad\uc2a4\ub97c \ud65c\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \ub300\ud45c\uc801\uc73c\ub85c RMSE, MSE \ub4f1\uc758 \uc9c0\ud45c\ub97c \uc0ac\uc6a9\ud558\ub294 \uac83\uc774 \uc77c\ubc18\uc801\uc785\ub2c8\ub2e4.\n<\/p>\n
from sklearn.metrics import mean_squared_error\n\npredictions = model.predict(X_val)\nmse = mean_squared_error(y_val, predictions)\nrmse = mse ** 0.5\nprint(f'RMSE: {rmse}')\n<\/code><\/pre>\n7. \ud2b8\ub808\uc774\ub529 \uc804\ub7b5 \uad6c\ud604<\/h2>\n
\n \ubaa8\ub378\uc744 \ud1b5\ud574 \uc608\uce21\ub41c \uacb0\uacfc\ub97c \uae30\ubc18\uc73c\ub85c \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc744 \uad6c\ud604\ud569\ub2c8\ub2e4. \uac00\uc7a5 \uac04\ub2e8\ud55c \ubc29\ubc95\uc740 \ud53c\ud06c\uc640 \ubc38\ub9ac \uc9c0\uc810\uc744 \uc2dd\ubcc4\ud558\uc5ec \ub9e4\uc218 \ubc0f \ub9e4\ub3c4 \uc2e0\ud638\ub97c \uc0dd\uc131\ud558\ub294 \uac83\uc785\ub2c8\ub2e4.\n<\/p>\n
def generate_signals(predictions):\n signals = []\n for i in range(1, len(predictions)):\n if predictions[i] > predictions[i - 1]:\n signals.append(1) # Buy\n else:\n signals.append(0) # Hold or Sell\n return signals\nsignals = generate_signals(predictions)\n<\/code><\/pre>\n8. \uc2e4\uc81c \uac70\ub798 \uc2dc\uc2a4\ud15c\uc73c\ub85c\uc758 \uc804\ud658<\/h2>\n
\n \ubaa8\ub378\uacfc \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc774 \uc131\uacf5\uc801\uc73c\ub85c \uc791\ub3d9\ud55c\ub2e4\uba74, \uc774\ub97c \uc2e4\uc81c \uac70\ub798 \uc2dc\uc2a4\ud15c\uc73c\ub85c \uc804\ud658\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc774\ub97c \uc704\ud574\uc11c\ub294 \uac70\ub798 API\ub97c \ud65c\uc6a9\ud558\uc5ec \uc790\ub3d9\uc73c\ub85c \uc8fc\ubb38\uc744 \uc2e4\ud589\ud560 \uc218 \uc788\ub294 \uc2dc\uc2a4\ud15c\uc744 \uad6c\ucd95\ud574\uc57c \ud569\ub2c8\ub2e4.\n<\/p>\n
import alpaca_trade_api as tradeapi\n\napi = tradeapi.REST('APCA_API_KEY_ID', 'APCA_API_SECRET_KEY', base_url='https:\/\/paper-api.alpaca.markets')\napi.submit_order(\n symbol='AAPL',\n qty=1,\n side='buy',\n type='market',\n time_in_force='gtc'\n)\n<\/code><\/pre>\n9. \uacb0\ub860<\/h2>\n
\n 1D CNN\uc744 \ud65c\uc6a9\ud55c \uc790\uae30 \ud68c\uadc0 \ubaa8\ub378\uc740 \uae08\uc735 \uc2dc\uc7a5\uc5d0\uc11c\uc758 \uac00\uaca9 \uc608\uce21\uacfc \ud2b8\ub808\uc774\ub529 \uc804\ub7b5 \uac1c\ubc1c\uc5d0 \uc720\uc6a9\ud55c \ub3c4\uad6c\uc785\ub2c8\ub2e4. \ub370\uc774\ud130 \uc900\ube44, \ubaa8\ub378 \uad6c\ucd95, \ubaa8\ub378 \ud3c9\uac00 \ubc0f \ud2b8\ub808\uc774\ub529 \uc804\ub7b5 \uad6c\ud604 \ud504\ub85c\uc138\uc2a4\ub97c \ud1b5\ud558\uc5ec, \ub354\uc6b1 \uc815\uad50\ud558\uace0 \ud6a8\uc728\uc801\uc778 \ud2b8\ub808\uc774\ub529 \uc2dc\uc2a4\ud15c\uc744 \uad6c\ucd95\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uadf8\ub7ec\ub098 \uc5ec\uc804\ud788 \uc2dc\uc7a5\uc740 \ubcf5\uc7a1\ud558\uace0 \ubd88\ud655\uc2e4\ud558\ubbc0\ub85c, \ud56d\uc0c1 \ub9ac\uc2a4\ud06c \uad00\ub9ac\uc640 \ud14c\uc2a4\ud2b8\ub97c \ucca0\uc800\ud788 \ud574\uc57c \ud569\ub2c8\ub2e4.\n<\/p>\n
\n \ucd94\uac00\uc801\uc73c\ub85c, \uc774 \uae00\uc5d0\uc11c\ub294 \uae30\ubcf8\uc801\uc778 \uac1c\ub150\uacfc \uad6c\ud604 \ubc29\ubc95\uc744 \uc124\uba85\ud558\uc600\uc73c\ub098, \uac01 \ub2e8\uacc4\uc5d0 \ub300\ud55c \uc2ec\ud654 \uacfc\uc815\uc744 \ubcc4\ub3c4\uc758 \uae00\ub85c \ub098\ub204\uc5b4 \ub2e4\ub8e8\ub294 \uac83\ub3c4 \uc88b\uc744 \uac83\uc785\ub2c8\ub2e4. \ub370\uc774\ud130\uc758 \ud488\uc9c8, \ubaa8\ub378\uc758 \ud558\uc774\ud37c\ud30c\ub77c\ubbf8\ud130 \uc870\uc815, \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc758 \ub2e4\uc591\ud654 \ub4f1 \ub2e4\uc591\ud55c \uc694\uc18c\ub4e4\uc774 \uc720\uae30\uc801\uc73c\ub85c \uc791\uc6a9\ud558\uae30 \ub54c\ubb38\uc785\ub2c8\ub2e4.\n<\/p>\n
<\/body><\/p>\n","protected":false},"excerpt":{"rendered":"