{"id":29061,"date":"2024-10-27T16:16:35","date_gmt":"2024-10-27T16:16:35","guid":{"rendered":"http:\/\/atmokpo.com\/w\/?p=29061"},"modified":"2024-11-26T06:54:48","modified_gmt":"2024-11-26T06:54:48","slug":"%eb%a8%b8%ec%8b%a0%eb%9f%ac%eb%8b%9d-%eb%b0%8f-%eb%94%a5%eb%9f%ac%eb%8b%9d-%ec%95%8c%ea%b3%a0%eb%a6%ac%ec%a6%98-%ed%8a%b8%eb%a0%88%ec%9d%b4%eb%94%a9-%eb%b9%84%ec%84%a0%ed%98%95-%ed%8a%b9%ec%84%b1","status":"publish","type":"post","link":"https:\/\/atmokpo.com\/w\/29061\/","title":{"rendered":"\uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529, \ube44\uc120\ud615 \ud2b9\uc131 \ucd94\ucd9c\uc744 \uc704\ud55c \uc624\ud1a0\uc778\ucf54\ub354"},"content":{"rendered":"

<\/p>\n

\uae08\uc735 \uc2dc\uc7a5\uc5d0\uc11c \uc218\uc775\uc744 \uadf9\ub300\ud654\ud558\uae30 \uc704\ud574 \ub2e4\uc591\ud55c \uc804\ub7b5\uacfc \uc54c\uace0\ub9ac\uc998\uc774 \uac1c\ubc1c\ub418\uace0 \uc788\ub2e4. \uadf8 \uc911\uc5d0\uc11c\ub3c4 \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998\uc740 \uae09\uaca9\ud558\uac8c \ubc1c\uc804\ud558\uace0 \uc788\uc73c\uba70, \uc774\ub97c \ud65c\uc6a9\ud55c \uc790\ub3d9\ub9e4\ub9e4 \uc2dc\uc2a4\ud15c\uc740 \ud22c\uc790\uc790\ub4e4\uc5d0\uac8c \uc911\uc694\ud55c \ub3c4\uad6c\uac00 \ub418\uace0 \uc788\ub2e4. \ubcf8 \uac15\uc88c\uc5d0\uc11c\ub294 \ube44\uc120\ud615 \ud2b9\uc131 \ucd94\ucd9c\uc744 \uc704\ud55c \uc624\ud1a0\uc778\ucf54\ub354(autoencoder)\ub97c \uc911\uc2ec\uc73c\ub85c \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc744 \ud65c\uc6a9\ud55c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc5d0 \ub300\ud574 \uc790\uc138\ud788 \uc0b4\ud3b4\ubcf4\uaca0\ub2e4.<\/p>\n

1. \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uc774\ud574<\/h2>\n

\uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529(Algorithmic Trading)\uc740 \ucef4\ud4e8\ud130 \ud504\ub85c\uadf8\ub7a8\uc744 \uc774\uc6a9\ud574 \uc790\ub3d9\uc73c\ub85c \uac70\ub798\ub97c \uc218\ud589\ud558\ub294 \ubc29\uc2dd\uc774\ub2e4. \uc774 \ubc29\ubc95\uc740 \uc778\uac04\uc758 \uac10\uc815 \ubcc0\ub3d9\uc131\uc744 \ubc30\uc81c\ud558\uace0, \uace0\uc18d\uc73c\ub85c \ub370\uc774\ud130 \ubd84\uc11d \ubc0f \uac70\ub798\ub97c \uc2e4\ud589\ud560 \uc218 \uc788\ub294 \uc7a5\uc810\uc744 \uc9c0\ub2c8\uace0 \uc788\ub2e4. \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \ud575\uc2ec \uc694\uc18c \uc911 \ud558\ub098\ub294 \uc2dc\uc7a5 \ub370\uc774\ud130\ub97c \ubd84\uc11d\ud558\uc5ec \ud328\ud134\uc744 \ubc1c\uacac\ud558\uace0 \uc774\uc5d0 \ub530\ub77c \ub9e4\ub9e4 \uacb0\uc815\uc744 \ub0b4\ub9ac\ub294 \uac83\uc774\ub2e4.<\/p>\n

1.1. \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc758 \ucc28\uc774<\/h3>\n

\uba38\uc2e0\ub7ec\ub2dd(Machine Learning)\uc740 \ub370\uc774\ud130\ub97c \ubd84\uc11d\ud558\uc5ec \ud328\ud134\uc744 \ud559\uc2b5\ud558\uace0 \uc608\uce21\ud558\ub294 \uae30\uc220\uc774\uba70, \ub370\uc774\ud130\uc5d0\uc11c \ud559\uc2b5\ud558\ub294 \ub2e4\uc591\ud55c \uc54c\uace0\ub9ac\uc998\uc744 \ud3ec\ud568\ud55c\ub2e4. \ubc18\uba74, \ub525\ub7ec\ub2dd(Deep Learning)\uc740 \uba38\uc2e0\ub7ec\ub2dd\uc758 \ud55c \ubd84\uc57c\ub85c, \uc778\uacf5 \uc2e0\uacbd\ub9dd(Artificial Neural Networks)\uc744 \uae30\ubc18\uc73c\ub85c \ub192\uc740 \ucc28\uc6d0\uc758 \ub370\uc774\ud130\uc5d0\uc11c \ubcf5\uc7a1\ud55c \ud328\ud134\uc744 \uc778\uc2dd\ud558\ub294 \ub370 \uac15\uc810\uc744 \uac00\uc9c4\ub2e4.<\/p>\n

2. \uba38\uc2e0\ub7ec\ub2dd\uc758 \uae30\ucd08<\/h2>\n

2.1. \ub370\uc774\ud130 \uc900\ube44<\/h3>\n

\ub370\uc774\ud130\ub294 \uba38\uc2e0\ub7ec\ub2dd \ubaa8\ub378\uc758 \uc131\ub2a5\uc5d0 \uc9c1\uc811\uc801\uc778 \uc601\ud5a5\uc744 \ubbf8\uce5c\ub2e4. \ub530\ub77c\uc11c \ucda9\ubd84\ud558\uace0 \uace0\ud488\uc9c8\uc758 \ub370\uc774\ud130\ub97c \uc900\ube44\ud558\ub294 \uac83\uc774 \uc911\uc694\ud558\ub2e4. \uae08\uc735 \ub370\uc774\ud130\ub294 \uc8fc\uac00, \uac70\ub798\ub7c9, \uae30\uc220 \uc9c0\ud45c \ub4f1\uc744 \ud3ec\ud568\ud560 \uc218 \uc788\uc73c\uba70, \uc2dc\uac04\uc5d0 \ub530\ub77c \ubcc0\ud558\ub294 \ube44\uc815\ud615 \ub370\uc774\ud130\ub97c \ub2e4\ub8e8\ub294 \uac83\uc774 \uc77c\ubc18\uc801\uc774\ub2e4.<\/p>\n

2.2. \ud53c\ucc98 \uc5d4\uc9c0\ub2c8\uc5b4\ub9c1<\/h3>\n

\ud53c\ucc98 \uc5d4\uc9c0\ub2c8\uc5b4\ub9c1(Feature Engineering)\uc740 \ubaa8\ub378\uc758 \uc131\ub2a5\uc744 \ud5a5\uc0c1\uc2dc\ud0a4\uae30 \uc704\ud55c \uacfc\uc815\uc73c\ub85c, \uc6d0\uc2dc \ub370\uc774\ud130\ub97c \uac00\uacf5\ud558\uc5ec \uc720\uc6a9\ud55c \ud53c\ucc98\ub97c \uc0dd\uc131\ud558\ub294 \uc791\uc5c5\uc774\ub2e4. \uc774 \uacfc\uc815\uc5d0\uc11c \ub3c4\uba54\uc778 \uc9c0\uc2dd\uc774 \uc911\uc694\ud55c \uc5ed\ud560\uc744 \ud558\uba70, \uae08\uc735 \uc2dc\uc7a5\uc758 \ud2b9\uc131\uc744 \uace0\ub824\ud55c \ud53c\ucc98\ub97c \uc0dd\uc131\ud574\uc57c \ud55c\ub2e4.<\/p>\n

3. \ub525\ub7ec\ub2dd\uc758 \uae30\ucd08<\/h2>\n

3.1. \uc2e0\uacbd\ub9dd \uad6c\uc870 \ubc0f \uc791\ub3d9 \uc6d0\ub9ac<\/h3>\n

\ub525\ub7ec\ub2dd\uc5d0\uc11c \uc0ac\uc6a9\ub418\ub294 \uc2e0\uacbd\ub9dd\uc740 \ub2e4\uc218\uc758 \uce35(layer)\uc73c\ub85c \uad6c\uc131\ub418\uc5b4 \uc788\uc73c\uba70, \uc785\ub825\uce35, \uc740\ub2c9\uce35(hidden layer), \ucd9c\ub825\uce35\uc73c\ub85c \ub098\ub258\uc5b4\uc9c4\ub2e4. \uac01 \uce35\uc740 \uc5ec\ub7ec \uac1c\uc758 \ub178\ub4dc(node)\ub85c \uad6c\uc131\ub418\uba70, \ub178\ub4dc \uac04\uc758 \uc5f0\uacb0\uc740 \uac00\uc911\uce58(weight)\ub97c \ud1b5\ud574 \uc870\uc808\ub41c\ub2e4. \uc2e0\uacbd\ub9dd\uc740 \uc5ed\uc804\ud30c(Backpropagation) \uc54c\uace0\ub9ac\uc998\uc744 \ud1b5\ud574 \ud559\uc2b5\ud558\uba70, \ucd5c\uc18c\ud654\ud560 \uc190\uc2e4 \ud568\uc218(loss function)\ub97c \uc815\uc758\ud55c\ub2e4.<\/p>\n

3.2. \uc624\ud1a0\uc778\ucf54\ub354\uc758 \uc774\ud574<\/h3>\n

\uc624\ud1a0\uc778\ucf54\ub354\ub294 \uc785\ub825 \ub370\uc774\ud130\ub97c \uc555\ucd95\ud558\uace0 \ubcf5\uc6d0\ud558\ub294 \ub370 \uc0ac\uc6a9\ub418\ub294 \uc2e0\uacbd\ub9dd\uc758 \uc77c\uc885\uc774\ub2e4. \uc774\ub294 \uc8fc\ub85c \ube44\uc120\ud615 \ub370\uc774\ud130\uc758 \ud2b9\uc131\uc744 \ud559\uc2b5\ud558\ub294 \ub370 \uc720\uc6a9\ud558\ub2e4. \uc624\ud1a0\uc778\ucf54\ub354\uc758 \uad6c\uc870\ub294 \uc778\ucf54\ub354(Encoder)\uc640 \ub514\ucf54\ub354(Decoder)\ub85c \ub098\ub258\uba70, \uc778\ucf54\ub354\ub294 \uc785\ub825 \ub370\uc774\ud130\ub97c \uc800\ucc28\uc6d0 \uacf5\uac04\uc73c\ub85c \ubcc0\ud658\ud558\uace0, \ub514\ucf54\ub354\ub294 \uc774\ub97c \ub2e4\uc2dc \uc6d0\ub798\uc758 \ucc28\uc6d0\uc73c\ub85c \ubcf5\uc6d0\ud55c\ub2e4.<\/p>\n

4. \uc624\ud1a0\uc778\ucf54\ub354\ub97c \uc0ac\uc6a9\ud55c \ube44\uc120\ud615 \ud2b9\uc131 \ucd94\ucd9c<\/h2>\n

4.1. \uc624\ud1a0\uc778\ucf54\ub354\uc758 \uc544\ud0a4\ud14d\ucc98<\/h3>\n

\uc624\ud1a0\uc778\ucf54\ub354\ub294 \ub2e4\uc591\ud55c \uc544\ud0a4\ud14d\ucc98\ub97c \uac00\uc9c8 \uc218 \uc788\uc73c\uba70, \ub525\ub7ec\ub2dd\uc758 \ud2b9\uc131\uc744 \ud65c\uc6a9\ud558\uc5ec \ube44\uc120\ud615\uc131\uc744 \ubaa8\ub378\ub9c1\ud560 \uc218 \uc788\ub2e4. \uc774\ub7ec\ud55c \uc544\ud0a4\ud14d\ucc98\ub294 \uc2ec\uce35 \uc624\ud1a0\uc778\ucf54\ub354(Deep Autoencoder), \ud76c\uc18c \uc624\ud1a0\uc778\ucf54\ub354(Sparse Autoencoder), \ubcc0\ubd84 \uc624\ud1a0\uc778\ucf54\ub354(Variational Autoencoder) \ub4f1\uc73c\ub85c \uad6c\ubd84\ub41c\ub2e4. \uac01 \uc544\ud0a4\ud14d\ucc98\ub294 \uc11c\ub85c \ub2e4\ub978 \ubc29\uc2dd\uc73c\ub85c \uac15\ub825\ud55c \ud45c\ud604\ub825\uc744 \ud655\ubcf4\ud55c\ub2e4.<\/p>\n

4.2. \ub370\uc774\ud130 \uc804\ucc98\ub9ac \ubc0f \uc624\ud1a0\uc778\ucf54\ub354 \ud6c8\ub828<\/h3>\n

\uc624\ud1a0\uc778\ucf54\ub354\ub97c \ud6c8\ub828\ud558\uae30 \uc804\uc5d0 \ub370\uc774\ud130\uc758 \uc804\ucc98\ub9ac\uac00 \ud544\uc218\uc801\uc774\ub2e4. \uc774\ub294 \uacb0\uce21\uce58 \ucc98\ub9ac, \uc815\uaddc\ud654(normalization), \uadf8\ub9ac\uace0 \uc2e4\uc9c8\uc801\uc778 \ud53c\ucc98 \uc0dd\uc131 \uacfc\uc815\uc774 \ud3ec\ud568\ub41c\ub2e4. \uc774\ud6c4, \uc624\ud1a0\uc778\ucf54\ub354 \ubaa8\ub378\uc744 \ud6c8\ub828\uc2dc\ud0a4\uace0, \uc774\ub97c \ud1b5\ud574 \ub370\uc774\ud130\uc758 \ube44\uc120\ud615 \ud2b9\uc131\uc744 \ucd94\ucd9c\ud55c\ub2e4.<\/p>\n

5. \uc624\ud1a0\uc778\ucf54\ub354 \uae30\ubc18 \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529 \uc804\ub7b5 \uac1c\ubc1c<\/h2>\n

5.1. \ube44\uc120\ud615 \ud2b9\uc131\uc758 \ud65c\uc6a9<\/h3>\n

\uc624\ud1a0\uc778\ucf54\ub354\uc5d0\uc11c \ucd94\ucd9c\ud55c \ud2b9\uc131\uc744 \uae30\ubc18\uc73c\ub85c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc744 \uc218\ub9bd\ud560 \uc218 \uc788\ub2e4. \ube44\uc120\ud615 \ud2b9\uc131\uc744 \uac00\uc9c4 \ub370\uc774\ud130\ub97c \ubaa8\ub378\ub9c1\ud568\uc73c\ub85c\uc368, \uc2dc\uc7a5\uc758 \ubcf5\uc7a1\ud55c \ub3d9\ud5a5\uc744 \uc608\uce21\ud558\uace0 \uc774\uc5d0 \ub530\ub77c \ub9e4\ub9e4 \uc2e0\ud638\ub97c \uc0dd\uc131\ud560 \uc218 \uc788\ub2e4.<\/p>\n

5.2. \ubaa8\ub378 \ud3c9\uac00<\/h3>\n

\uac1c\ubc1c\ub41c \ubaa8\ub378\uc758 \uc131\ub2a5\uc744 \ud3c9\uac00\ud558\uae30 \uc704\ud574 \ub2e4\uc591\ud55c \uc9c0\ud45c\ub97c \uc0ac\uc6a9\ud560 \uc218 \uc788\ub2e4. \uc77c\ubc18\uc801\uc73c\ub85c \uc0ac\uc6a9\ub418\ub294 \ud3c9\uac00\uc9c0\ud45c\ub85c\ub294 \uc218\uc775\ub960(Return), \uc0e4\ud504 \ube44\uc728(Sharpe Ratio), \ucd5c\ub300 \ub099\ud3ed(Max Drawdown) \ub4f1\uc774 \uc788\ub2e4. \uc774\ub4e4\uc740 \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uc131\uacfc\ub97c \uac1d\uad00\uc801\uc73c\ub85c \ubd84\uc11d\ud558\ub294 \ub370 \ub3c4\uc6c0\uc744 \uc900\ub2e4.<\/p>\n

6. \uacb0\ub860<\/h2>\n

\uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd\uc744 \ud65c\uc6a9\ud55c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc740 \uae08\uc735 \uc2dc\uc7a5\uc5d0\uc11c\uc758 \ud22c\uc790 \uc804\ub7b5\uc744 \ud601\uc2e0\uc801\uc73c\ub85c \ubcc0\ud654\uc2dc\ud0a4\uace0 \uc788\ub2e4. \ud2b9\ud788 \uc624\ud1a0\uc778\ucf54\ub354\ub97c \ud1b5\ud55c \ube44\uc120\ud615 \ud2b9\uc131 \ucd94\ucd9c\uc740 \uace0\uc720\ud55c \ud22c\uc790 \ud1b5\ucc30\ub825\uc744 \uc81c\uacf5\ud560 \uc218 \uc788\uc73c\uba70, \uc774\ub294 \ub354\uc6b1 \ud6a8\uacfc\uc801\uc778 \uac70\ub798 \uacb0\uc815\uc744 \ub0b4\ub9ac\ub294 \ub370 \uae30\uc5ec\ud560 \uc218 \uc788\ub2e4. \uc55e\uc73c\ub85c\ub3c4 \uc774\ub7ec\ud55c \uae30\uc220\ub4e4\uc740 \ubc1c\uc804\uc744 \uac70\ub4ed\ud558\uba70, \ub354\uc6b1 \uc815\uad50\ud55c \uc790\ub3d9\ub9e4\ub9e4 \uc2dc\uc2a4\ud15c\uc744 \uac00\ub2a5\ud558\uac8c \ud560 \uac83\uc774\ub2e4.<\/p>\n

\ucc38\uace0\ubb38\ud5cc<\/h2>\n