{"id":29161,"date":"2024-10-27T16:17:05","date_gmt":"2024-10-27T16:17:05","guid":{"rendered":"http:\/\/atmokpo.com\/w\/?p=29161"},"modified":"2024-11-26T06:53:55","modified_gmt":"2024-11-26T06:53:55","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-%ec%8b%a4%ed%97%98-%ec%8b%a4%ed%96%89","status":"publish","type":"post","link":"https:\/\/atmokpo.com\/w\/29161\/","title":{"rendered":"\uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529, \uc2e4\ud5d8 \uc2e4\ud589"},"content":{"rendered":"

<\/p>\n

\uc11c\ub860<\/h2>\n

\n \ucd5c\uadfc \uba87 \ub144\uac04 \uae08\uc735\uc2dc\uc7a5\uc5d0\uc11c\ub294 \uc790\ub3d9\ud654\ub41c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uc911\uc694\uc131\uc774 \uae09\uc99d\ud558\uace0 \uc788\uc2b5\ub2c8\ub2e4. \ud2b9\ud788 \uba38\uc2e0\ub7ec\ub2dd(ML)\uacfc \ub525\ub7ec\ub2dd(DL) \uae30\uc220\uc740 \uacfc\uac70\uc758 \ub370\uc774\ud130\ub97c \ubd84\uc11d\ud558\uace0 \ud328\ud134\uc744 \ucc3e\uc544\ub0b4\uc5b4 \ub9e4\ub9e4 \uc804\ub7b5\uc744 \uc218\ub9bd\ud558\ub294 \ub370 \ud0c1\uc6d4\ud55c \uc131\ub2a5\uc744 \ubcf4\uc5ec\uc8fc\uace0 \uc788\uc2b5\ub2c8\ub2e4. \ubcf8 \uac15\uc88c\uc5d0\uc11c\ub294 \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc744 \ud65c\uc6a9\ud55c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uae30\ucd08\ubd80\ud130 \uc2e4\ud5d8 \uc2e4\ud589\uae4c\uc9c0 \ub2e8\uacc4\ubcc4\ub85c \uc790\uc138\ud788 \uc124\uba85\ud558\uaca0\uc2b5\ub2c8\ub2e4.\n <\/p>\n

1. \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc758 \uae30\ucd08<\/h2>\n

1.1 \uba38\uc2e0\ub7ec\ub2dd\uc774\ub780?<\/h3>\n

\n \uba38\uc2e0\ub7ec\ub2dd\uc740 \ud1b5\uacc4\ud559\uacfc \ucef4\ud4e8\ud130 \uacfc\ud559\uc758 \uad50\ucc28\uc810\uc5d0\uc11c \ubc1c\uc804\ud55c \ubd84\uc57c\ub85c, \ub370\uc774\ud130\ub85c\ubd80\ud130 \ud559\uc2b5\ud558\uace0 \uc608\uce21 \ubaa8\ub378\uc744 \ub9cc\ub4dc\ub294 \uae30\uc220\uc785\ub2c8\ub2e4. \uc54c\uace0\ub9ac\uc998\uc740 \ub370\uc774\ud130\ub97c \ubd84\uc11d\ud558\uc5ec \ud328\ud134\uc744 \uc778\uc2dd\ud558\uace0, \uc774\ub7ec\ud55c \ud328\ud134\uc744 \uae30\ubc18\uc73c\ub85c \uc0c8\ub85c\uc6b4 \ub370\uc774\ud130\ub97c \uc608\uce21\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n <\/p>\n

1.2 \ub525\ub7ec\ub2dd\uc774\ub780?<\/h3>\n

\n \ub525\ub7ec\ub2dd\uc740 \uba38\uc2e0\ub7ec\ub2dd\uc758 \ud55c \ubd84\uc57c\ub85c, \uc778\uacf5\uc2e0\uacbd\ub9dd(Artificial Neural Networks)\uc744 \uae30\ubc18\uc73c\ub85c \ud558\uc5ec \ub370\uc774\ud130\uc5d0\uc11c \ud2b9\uc9d5(feature)\uc744 \uc790\ub3d9\uc73c\ub85c \ucd94\ucd9c\ud574\ub0b4\ub294 \uac15\ub825\ud55c \ubc29\ubc95\uc785\ub2c8\ub2e4. \ubcf5\uc7a1\ud55c \ube44\uc120\ud615 \uad00\uacc4\ub97c \ubaa8\ub378\ub9c1\ud560 \uc218 \uc788\ub294 \uc7a5\uc810\uc774 \uc788\uc5b4 \uc774\ubbf8\uc9c0 \ucc98\ub9ac, \uc790\uc5f0\uc5b4 \ucc98\ub9ac\ubfd0\ub9cc \uc544\ub2c8\ub77c \uae08\uc735 \ub370\uc774\ud130 \ubd84\uc11d\uc5d0\uc11c\ub3c4 \uc911\uc694\ud55c \uc5ed\ud560\uc744 \ud558\uace0 \uc788\uc2b5\ub2c8\ub2e4.\n <\/p>\n

2. \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uae30\ubcf8 \uc6d0\ub9ac<\/h2>\n

\n \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc740 \uc0ac\uc804\uc5d0 \uc815\uc758\ub41c \ub9e4\ub9e4 \uaddc\uce59\uc744 \uae30\ubc18\uc73c\ub85c \uc790\ub3d9\uc73c\ub85c \uc8fc\uc2dd\uc744 \uc0ac\uace0 \ud30c\ub294 \uc811\uadfc \ubc29\uc2dd\uc785\ub2c8\ub2e4. \uc774\ub97c \ud1b5\ud574 \ub9e4\ub9e4 \uc2dc\uc758 \uac10\uc815\uc801 \ud310\ub2e8\uc744 \ubc30\uc81c\ud558\uace0, \ube60\ub974\uace0 \uc815\ud655\ud55c \uc8fc\ubb38 \uc2e4\ud589\uc744 \uad6c\ud604\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n <\/p>\n

2.1 \uc804\ub7b5 \uac1c\ubc1c<\/h3>\n

\n \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc740 \uc5ec\ub7ec \uc694\uc18c\ub85c \uad6c\uc131\ub420 \uc218 \uc788\uc73c\uba70, \uc77c\ubc18\uc801\uc73c\ub85c \uac00\uaca9 \ud328\ud134, \uc774\ub3d9 \ud3c9\uade0, \uc624\uc2e4\ub808\uc774\ud130 \ub4f1\uc758 \uae30\uc220\uc801 \uc9c0\ud45c\ub97c \uae30\ucd08\ub85c \ud569\ub2c8\ub2e4. \uba38\uc2e0\ub7ec\ub2dd\uc744 \ud1b5\ud574 \uacfc\uac70\uc758 \uac00\uaca9 \ub370\uc774\ud130\uc5d0\uc11c \ud328\ud134\uc744 \ud559\uc2b5\ud568\uc73c\ub85c\uc368 \uc0c8\ub85c\uc6b4 \uc2e0\ud638\ub97c \uc0dd\uc131\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n <\/p>\n

3. \ub370\uc774\ud130 \uc218\uc9d1<\/h2>\n

3.1 \ub370\uc774\ud130\uc758 \uc911\uc694\uc131<\/h3>\n

\n \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc5d0\uc11c \ub370\uc774\ud130\ub294 \uadf8 \ubb34\uc5c7\ubcf4\ub2e4 \uc911\uc694\ud569\ub2c8\ub2e4. \uc798\ubabb\ub41c \ub370\uc774\ud130\ub294 \uc798\ubabb\ub41c \uacb0\ub860\uc744 \ucd08\ub798\ud560 \uc218 \uc788\uae30 \ub54c\ubb38\uc785\ub2c8\ub2e4. \ub530\ub77c\uc11c \uace0\ud488\uc9c8\uc758 \ub370\uc774\ud130 \uc218\uc9d1 \uc2dc\uc9d1\uc740 \ud544\uc218\uc801\uc785\ub2c8\ub2e4.\n <\/p>\n

3.2 \ub370\uc774\ud130 \uc218\uc9d1 \ubc29\ubc95<\/h3>\n

\n \uae08\uc735 \ub370\uc774\ud130\ub294 \uc5ec\ub7ec \ucd9c\ucc98\uc5d0\uc11c \uc218\uc9d1\ud560 \uc218 \uc788\uc73c\uba70, Yahoo Finance, Quandl, Alpha Vantage \ub4f1 \ub2e4\uc591\ud55c API\ub97c \ud1b5\ud574 \uc2e4\uc2dc\uac04 \ub610\ub294 \uc5ed\uc0ac\uc801 \ub370\uc774\ud130\ub97c \uc5bb\uc744 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \ub370\uc774\ud130 \uc218\uc9d1 \uacfc\uc815\uc5d0\uc11c\ub294 \uc218\uc9d1\ub41c \ub370\uc774\ud130\uc758 \uc804\ucc98\ub9ac\uc640 \uc815\uc81c\ub3c4 \uc911\uc694\ud569\ub2c8\ub2e4.\n <\/p>\n

4. \ubaa8\ub378 \uc120\ud0dd \ubc0f \ud559\uc2b5<\/h2>\n

4.1 \ubaa8\ub378 \uc120\ud0dd<\/h3>\n

\n \uba38\uc2e0\ub7ec\ub2dd\uc5d0\uc11c\ub294 \ub9ce\uc740 \uc885\ub958\uc758 \uc54c\uace0\ub9ac\uc998\uc774 \uc874\uc7ac\ud569\ub2c8\ub2e4. \ud68c\uadc0 \ubd84\uc11d, \uc758\uc0ac\uacb0\uc815\ud2b8\ub9ac, \uc11c\ud3ec\ud2b8 \ubca1\ud130 \uba38\uc2e0(SVM), \uadf8\ub9ac\uace0 \ub525\ub7ec\ub2dd \ubaa8\ub378\uc778 CNN, RNN \ub4f1\uc774 \uc788\uc2b5\ub2c8\ub2e4. \uac01 \ubaa8\ub378\uc758 \ud2b9\uc131\uacfc \uc7a5\ub2e8\uc810\uc744 \uace0\ub824\ud558\uc5ec \ubaa9\uc801\uc5d0 \ub9de\ub294 \ubaa8\ub378\uc744 \uc120\ud0dd\ud558\ub294 \uac83\uc774 \uc911\uc694\ud569\ub2c8\ub2e4.\n <\/p>\n

4.2 \ub370\uc774\ud130 \ubd84\ud560<\/h3>\n

\n \ubaa8\ub378 \ud559\uc2b5 \uc2dc \ub370\uc774\ud130\ub294 \uc77c\ubc18\uc801\uc73c\ub85c \ud559\uc2b5\uc6a9(training), \uac80\uc99d\uc6a9(validation), \ud14c\uc2a4\ud2b8\uc6a9(test)\uc73c\ub85c \ub098\ub269\ub2c8\ub2e4. \ud559\uc2b5\uc6a9 \ub370\uc774\ud130\ub85c \ubaa8\ub378\uc744 \ud559\uc2b5\uc2dc\ud0a4\uace0, \uac80\uc99d\uc6a9 \ub370\uc774\ud130\ub85c \ud558\uc774\ud37c\ud30c\ub77c\ubbf8\ud130\ub97c \ud29c\ub2dd\ud558\uba70, \ud14c\uc2a4\ud2b8\uc6a9 \ub370\uc774\ud130\ub85c \ucd5c\uc885 \ubaa8\ub378\uc758 \uc131\ub2a5\uc744 \ud3c9\uac00\ud569\ub2c8\ub2e4.\n <\/p>\n

4.3 \ud559\uc2b5 \uc54c\uace0\ub9ac\uc998<\/h3>\n

\n \ubaa8\ub378 \ud559\uc2b5\uc740 \uc8fc\uc5b4\uc9c4 \ub370\uc774\ud130\ub97c \ud1b5\ud574 \uac00\uc911\uce58\ub97c \uc5c5\ub370\uc774\ud2b8\ud558\uc5ec \uc2e0\ub8b0\ud560 \uc218 \uc788\ub294 \uc608\uce21\uc744 \ud560 \uc218 \uc788\ub3c4\ub85d \ud569\ub2c8\ub2e4. \uc77c\ubc18\uc801\uc778 \uae30\ubc95\uc73c\ub85c\ub294 \uacbd\uc0ac \ud558\uac15\ubc95(Gradient Descent)\uacfc \uadf8 \ubcc0\ud615\uc778 Adam Optimizer\uac00 \uc788\uc2b5\ub2c8\ub2e4. \uc774 \uacfc\uc815\uc744 \ubc18\ubcf5\ud558\uba74\uc11c \uc190\uc2e4(loss)\uc744 \ucd5c\uc18c\ud654\ud558\uac8c \ub429\ub2c8\ub2e4.\n <\/p>\n

5. \uc2e4\ud5d8 \uc2e4\ud589<\/h2>\n

5.1 \uc804\ub7b5 \ubc31\ud14c\uc2a4\ud305 (Backtesting)<\/h3>\n

\n \uba38\uc2e0\ub7ec\ub2dd \ubaa8\ub378\uc758 \uc720\uc6a9\uc131\uc744 \ud3c9\uac00\ud558\uae30 \uc704\ud55c \uc8fc\uc694 \ubc29\ubc95\ub860 \uc911 \ud558\ub098\ub294 \ubc31\ud14c\uc2a4\ud305\uc785\ub2c8\ub2e4. \uc774\ub294 \uacfc\uac70 \ub370\uc774\ud130\ub97c \uae30\ubc18\uc73c\ub85c \ubaa8\ub378\uc774 \uc5b4\ub5a4 \uc131\uacfc\ub97c \ub0b4\uc5c8\ub294\uc9c0\ub97c \uac80\uc99d\ud558\ub294 \uacfc\uc815\uc785\ub2c8\ub2e4. \uc774\ub97c \ud1b5\ud574 \ubaa8\ub378\uc758 \uc720\ud6a8\uc131\uc744 \ud310\ub2e8\ud558\uace0, \uac1c\uc120\ud560 \uc218 \uc788\ub294 \uc9c0\uc810\uc744 \ucc3e\uc744 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n <\/p>\n

5.2 \uc131\uacfc \ud3c9\uac00 \uc9c0\ud45c<\/h3>\n

\n \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uc131\uacfc\ub97c \ud3c9\uac00\ud558\uae30 \uc704\ud574 \uc0ac\uc6a9\ud560 \uc218 \uc788\ub294 \uc5ec\ub7ec \uc9c0\ud45c\uac00 \uc788\uc2b5\ub2c8\ub2e4. Sharpe Ratio, Maximum Drawdown, Sortino Ratio \ub4f1\uc774 \uc788\uc73c\uba70, \uc774\ub4e4 \uc9c0\ud45c\ub97c \ud1b5\ud574 \ub9e4\ub9e4 \uc804\ub7b5\uc758 \ub9ac\uc2a4\ud06c\uc640 \uc218\uc775\uc744 \uc885\ud569\uc801\uc73c\ub85c \ud3c9\uac00\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n <\/p>\n

6. \uace0\uae09 \uae30\ubc95 \ubc0f \ucd5c\uc801\ud654<\/h2>\n

6.1 \ud30c\ub77c\ubbf8\ud130 \ucd5c\uc801\ud654<\/h3>\n

\n \ubaa8\ub378\uc758 \uc131\ub2a5\uc744 \ud5a5\uc0c1\uc2dc\ud0a4\uae30 \uc704\ud574 \ud558\uc774\ud37c\ud30c\ub77c\ubbf8\ud130 \ud29c\ub2dd\uc740 \ud544\uc218\uc801\uc785\ub2c8\ub2e4. Grid Search, Random Search, Bayesian Optimization \ub4f1\uc758 \ubc29\ubc95\uc73c\ub85c \ucd5c\uc801\uc758 \ud30c\ub77c\ubbf8\ud130 \uc870\ud569\uc744 \ucc3e\uc544 \uc131\ub2a5\uc744 \uadf9\ub300\ud654\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n <\/p>\n

6.2 \uc559\uc0c1\ube14 \uae30\ubc95<\/h3>\n

\n \uc5ec\ub7ec \uac1c\uc758 \ubaa8\ub378\uc744 \uc870\ud569\ud558\uc5ec \uc608\uce21\uc758 \uc815\ud655\uc131\uc744 \ub192\uc774\ub294 \uc559\uc0c1\ube14 \uae30\ubc95\ub3c4 \ud6a8\uacfc\uc801\uc785\ub2c8\ub2e4. Bagging, Boosting, Stacking \ub4f1\uc774 \uc788\uc73c\uba70, \uac01 \ubaa8\ub378\uc758 \uc608\uce21 \uacb0\uacfc\ub97c \uc870\ud569\ud558\uc5ec \ucd5c\uc885 \uacb0\uacfc\ub97c \ub3c4\ucd9c\ud569\ub2c8\ub2e4.\n <\/p>\n

7. \ub9ac\uc2a4\ud06c \uad00\ub9ac<\/h2>\n

7.1 \ud3ec\ud2b8\ud3f4\ub9ac\uc624 \uc774\ub860<\/h3>\n

\n \ub9ac\uc2a4\ud06c \uad00\ub9ac\ub294 \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc5d0\uc11c \uc911\uc694\ud55c \uc694\uc18c\ub85c, \ud3ec\ud2b8\ud3f4\ub9ac\uc624 \uc774\ub860\uc744 \uc801\uc6a9\ud558\uc5ec \uc5ec\ub7ec \uc790\uc0b0\uc5d0 \ubd84\uc0b0 \ud22c\uc790\ud568\uc73c\ub85c\uc368 \ub9ac\uc2a4\ud06c\ub97c \uc904\uc774\ub294 \uc138\ubd80 \uc804\ub7b5\uc744 \uc0ac\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. Markowitz\uc758 \ud6a8\uc728\uc801 \ud504\ub860\ud2f0\uc5b4 \uc774\ub860\uc740 \ub300\ud45c\uc801\uc778 \uc811\uadfc \ubc29\ubc95\uc785\ub2c8\ub2e4.\n <\/p>\n

7.2 \uc190\uc808\ub9e4\uc640 \uc774\uc775\uc2e4\ud604<\/h3>\n

\n \ub9e4\ub9e4 \uc804\ub7b5\uc5d0 \uc190\uc808\ub9e4(stop-loss)\uc640 \uc774\uc775\uc2e4\ud604(take profit) \uaddc\uce59\uc744 \ucd94\uac00\ud558\ub294 \uac83\uc740 \uac10\uc815\uc801 \ud310\ub2e8\uc744 \ucd5c\uc18c\ud654\ud558\uace0 \uc218\uc775\uc744 \ubcf4\uc7a5\ud558\ub294 \ub370 \ub3c4\uc6c0\uc774 \ub429\ub2c8\ub2e4. \uc774\ub97c \ud1b5\ud574 \uc9c0\uc18d\uc801\uc778 \ub9e4\ub9e4\ub97c \ud1b5\ud574 \uc131\uacfc\ub97c \uadf9\ub300\ud654\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n <\/p>\n

\uacb0\ub860<\/h2>\n

\n \ubcf8 \uac15\uc88c\uc5d0\uc11c\ub294 \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd\uc744 \ud65c\uc6a9\ud55c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uae30\ucd08\ubd80\ud130 \uc2e4\ud5d8 \uc2e4\ud589\uc5d0 \uc774\ub974\uae30\uae4c\uc9c0 \ub2e8\uacc4\ubcc4\ub85c \uc124\uba85\ud558\uc600\uc2b5\ub2c8\ub2e4. \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc740 \ub370\uc774\ud130 \ubd84\uc11d\uacfc \ud328\ud134 \uc778\uc2dd\uc744 \ud1b5\ud574 \ub9e4\ub9e4 \uc804\ub7b5\uc758 \uc131\uacfc\ub97c \uac1c\uc120\ud560 \uc218 \uc788\ub294 \uc720\ub9dd\ud55c \uc811\uadfc\uc785\ub2c8\ub2e4. \ub9c8\uc9c0\ub9c9\uc73c\ub85c, \uc9c0\uc18d\uc801\uc778 \ud559\uc2b5\uacfc \uc2e4\ud5d8\uc744 \ud1b5\ud574 \uac1c\uc778 \ub9de\ucda4\ud615 \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc744 \uad6c\ucd95\ud574 \ub098\uac00\uae30\ub97c \ubc14\ub78d\ub2c8\ub2e4.\n <\/p>\n

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