{"id":29307,"date":"2024-10-27T16:17:48","date_gmt":"2024-10-27T16:17:48","guid":{"rendered":"http:\/\/atmokpo.com\/w\/?p=29307"},"modified":"2024-11-26T06:53:08","modified_gmt":"2024-11-26T06:53:08","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%a0%95%ec%b1%85-%eb%b0%98%eb%b3%b5","status":"publish","type":"post","link":"https:\/\/atmokpo.com\/w\/29307\/","title":{"rendered":"\uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529, \uc815\ucc45 \ubc18\ubcf5"},"content":{"rendered":"

<\/p>\n

\uae08\uc735 \uc2dc\uc7a5\uc740 \ubcf8\uc9c8\uc801\uc73c\ub85c \ubcf5\uc7a1\ud558\uace0 \ubd88\ud655\uc2e4\ud55c \ud658\uacbd\uc785\ub2c8\ub2e4. \uc774\ub7ec\ud55c \ubd88\ud655\uc2e4\uc131\uc5d0\ub3c4 \ubd88\uad6c\ud558\uace0 \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd \uae30\uc220\uc740 \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc5d0\uc11c \ud070 \uc131\uacf5\uc744 \uac70\ub450\uace0 \uc788\uc2b5\ub2c8\ub2e4. \ubcf8 \uae00\uc5d0\uc11c\ub294 \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uc6d0\ub9ac\uc640 \uc815\ucc45 \ubc18\ubcf5 \ubc29\ubc95\ub860\uc5d0 \ub300\ud574 \uc790\uc138\ud788 \uc0b4\ud3b4\ubcf4\uaca0\uc2b5\ub2c8\ub2e4.<\/p>\n

1. \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uae30\ubcf8 \uac1c\ub150<\/h2>\n

\uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc740 \ucef4\ud4e8\ud130 \ud504\ub85c\uadf8\ub798\ubc0d\uc744 \ud1b5\ud574 \uc790\ub3d9\uc73c\ub85c \ub9e4\ub9e4 \uacb0\uc815\uc744 \ub0b4\ub9ac\ub294 \uacfc\uc815\uc744 \uc758\ubbf8\ud569\ub2c8\ub2e4. \uc774 \uacfc\uc815\uc740 \ub370\uc774\ud130\ub97c \ubd84\uc11d\ud558\uace0 \ub9e4\ub9e4 \uc2e0\ud638\ub97c \uc0dd\uc131\ud558\uc5ec, \uc778\uac04\uc758 \uac1c\uc785 \uc5c6\uc774 \ub9e4\ub9e4\ub97c \uc2e4\ud589\ud569\ub2c8\ub2e4. \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uc7a5\uc810\uc5d0\ub294 \ube60\ub978 \uc758\uc0ac\uacb0\uc815, \uac10\uc815\uc801 \uac1c\uc785 \uac10\uc18c, \uadf8\ub9ac\uace0 \ubc18\ubcf5\uc801\uc778 \uc804\ub7b5 \uc2e4\ud589\uc774 \ud3ec\ud568\ub429\ub2c8\ub2e4.<\/p>\n

1.1 \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uc720\ud615<\/h3>\n

\uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc740 \uc5ec\ub7ec \uc720\ud615\uc73c\ub85c \ub098\ub20c \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc5ec\uae30\uc5d0\ub294 \ud1b5\uacc4\uc801 \ucc28\uc775 \uac70\ub798, \uc2dc\uc7a5 \uba54\uc774\ud0b9, \ucd94\uc138 \ucd94\uc801 \ub4f1\uc774 \ud3ec\ud568\ub429\ub2c8\ub2e4. \uac01 \uc720\ud615\uc740 \ud2b9\uc815\ud55c \uac70\ub798 \uc804\ub7b5\uacfc \ubaa9\ud45c\ub97c \uac00\uc9c0\uace0 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n

2. \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd\uc758 \uae30\ubcf8 \uac1c\ub150<\/h2>\n

\uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc740 \ub370\uc774\ud130\uc5d0\uc11c \ud328\ud134\uc744 \ud559\uc2b5\ud558\uc5ec \uc608\uce21\uc744 \uc218\ud589\ud558\ub294 \uc778\uacf5\uc9c0\ub2a5 \uae30\uc220\uc785\ub2c8\ub2e4. \uba38\uc2e0\ub7ec\ub2dd\uc740 \uc8fc\ub85c \ub370\uc774\ud130\ub97c \uae30\ubc18\uc73c\ub85c \ud55c \uc608\uce21 \ubaa8\ub378\uc744 \uc0dd\uc131\ud558\ub294 \ub370 \uc911\uc810\uc744 \ub450\uba70, \ub525\ub7ec\ub2dd\uc740 \ub2e4\uce35 \uc2e0\uacbd\ub9dd\uc744 \uc0ac\uc6a9\ud558\uc5ec \ub354\uc6b1 \ubcf5\uc7a1\ud55c \ud328\ud134\uc744 \ud559\uc2b5\ud569\ub2c8\ub2e4.<\/p>\n

2.1 \uba38\uc2e0\ub7ec\ub2dd\uc758 \uc8fc\uc694 \uc54c\uace0\ub9ac\uc998<\/h3>\n

\uba38\uc2e0\ub7ec\ub2dd\uc5d0\uc11c\ub294 \uc5ec\ub7ec \uc54c\uace0\ub9ac\uc998\uc774 \uc0ac\uc6a9\ub429\ub2c8\ub2e4. \ub300\ud45c\uc801\uc778 \uc54c\uace0\ub9ac\uc998\uc73c\ub85c\ub294 \uc120\ud615 \ud68c\uadc0, \uc758\uc0ac\uacb0\uc815 \ud2b8\ub9ac, \uc11c\ud3ec\ud2b8 \ubca1\ud130 \uba38\uc2e0(SVM), K-\ucd5c\uadfc\uc811 \uc774\uc6c3(KNN), \ub79c\ub364 \ud3ec\ub808\uc2a4\ud2b8 \ub4f1\uc774 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n

2.2 \ub525\ub7ec\ub2dd\uc758 \uae30\ubcf8 \uad6c\uc870<\/h3>\n

\ub525\ub7ec\ub2dd\uc5d0\uc11c\uc758 \uac00\uc7a5 \uae30\ubcf8\uc801\uc778 \uad6c\uc870\ub294 \uc778\uacf5 \uc2e0\uacbd\ub9dd\uc785\ub2c8\ub2e4. \uc2e0\uacbd\ub9dd\uc740 \uc785\ub825\uce35, \uc740\ub2c9\uce35, \uadf8\ub9ac\uace0 \ucd9c\ub825\uce35\uc73c\ub85c \uad6c\uc131\ub429\ub2c8\ub2e4. \uae4a\uc740 \uc2e0\uacbd\ub9dd\uc740 \uc5ec\ub7ec \uac1c\uc758 \uc740\ub2c9\uce35\uc744 \ud3ec\ud568\ud558\uc5ec \ubcf5\uc7a1\ud55c \ub370\uc774\ud130 \ud328\ud134\uc744 \ubaa8\ub378\ub9c1\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n

3. \uc815\ucc45 \ubc18\ubcf5(Policy Iteration) \uac1c\ub150<\/h2>\n

\uc815\ucc45 \ubc18\ubcf5\uc740 \uac15\ud654 \ud559\uc2b5\uc758 \ud55c \uac00\uc9c0 \ubc29\ubc95\ub860\uc73c\ub85c, \uc5d0\uc774\uc804\ud2b8\uac00 \ucd5c\uc801\uc758 \ud589\ub3d9 \uc815\ucc45\uc744 \ucc3e\uae30 \uc704\ud574 \uac12\uc744 \ubc18\ubcf5\uc801\uc73c\ub85c \uc5c5\ub370\uc774\ud2b8\ud558\ub294 \uacfc\uc815\uc744 \ud3ec\ud568\ud569\ub2c8\ub2e4. \uc5ec\uae30\uc11c \uc815\ucc45\uc740 \uc8fc\uc5b4\uc9c4 \uc0c1\ud0dc\uc5d0\uc11c \uc5b4\ub5a4 \ud589\ub3d9\uc744 \uc120\ud0dd\ud560\uc9c0\ub97c \uacb0\uc815\ud558\ub294 \uc804\ub7b5\uc785\ub2c8\ub2e4.<\/p>\n

3.1 \uc815\ucc45 \ubc18\ubcf5\uc758 \ub2e8\uacc4<\/h3>\n

\uc815\ucc45 \ubc18\ubcf5\uc740 \ub450 \uac00\uc9c0 \uc8fc\uc694 \ub2e8\uacc4\ub85c \ub098\ub20c \uc218 \uc788\uc2b5\ub2c8\ub2e4:<\/p>\n

    \n
  1. \uc815\ucc45 \ud3c9\uac00(Policy Evaluation):<\/strong> \ud604\uc7ac \uc815\ucc45\uc5d0 \ub530\ub77c \uac01 \uc0c1\ud0dc\uc758 \uac00\uce58 \ud568\uc218\ub97c \uacc4\uc0b0\ud569\ub2c8\ub2e4.<\/li>\n
  2. \uc815\ucc45 \uac1c\uc120(Policy Improvement):<\/strong> \uac00\uce58 \ud568\uc218\ub97c \uae30\ubc18\uc73c\ub85c \uc815\ucc45\uc744 \uc5c5\ub370\uc774\ud2b8\ud558\uc5ec \ub354 \ub098\uc740 \ud589\ub3d9\uc744 \uc120\ud0dd\ud569\ub2c8\ub2e4.<\/li>\n<\/ol>\n

    3.2 \uc815\ucc45 \ubc18\ubcf5\uc758 \uc218\ub834<\/h3>\n

    \uc815\ucc45 \ubc18\ubcf5\uc740 \uc77c\ubc18\uc801\uc73c\ub85c \uc815\ucc45\uc774 \uc218\ub834\ud560 \ub54c\uae4c\uc9c0 \ubc18\ubcf5\ub418\uc5b4\uc57c \ud558\uba70, \uc774 \ub2e8\uacc4\uc5d0\uc11c \uac01 \uc0c1\ud0dc\uc758 \uac00\uce58 \ud568\uc218\uac00 \ucd5c\uc801\ud654\ub429\ub2c8\ub2e4.<\/p>\n

    4. \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd\uc744 \uc774\uc6a9\ud55c \uc815\ucc45 \ubc18\ubcf5<\/h2>\n

    \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc744 \ud1b5\ud574 \uc815\ucc45 \ubc18\ubcf5\uc744 \uac1c\uc120\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \ud2b9\ud788 \uac12 \ud568\uc218\ub97c \uadfc\uc0ac\ud558\ub294 \ub370 \ub525\ub7ec\ub2dd\uc744 \uc0ac\uc6a9\ud560 \uc218 \uc788\uc73c\uba70, \uc774\ub294 \uace0\ucc28\uc6d0 \uc0c1\ud0dc \uacf5\uac04\uc5d0\uc11c \uac15\ub825\ud55c \uc131\ub2a5\uc744 \ubc1c\ud718\ud569\ub2c8\ub2e4.<\/p>\n

    4.1 \ub525 Q-\ub7ec\ub2dd(Deep Q-Learning)<\/h3>\n

    \ub525 Q-\ub7ec\ub2dd\uc740 \uc815\ucc45 \ubc18\ubcf5\uc758 \ud55c \uc608\ub85c, \ub525\ub7ec\ub2dd\uc744 \uc774\uc6a9\ud558\uc5ec \uac01 \uc0c1\ud0dc\uc758 Q-\uac12\uc744 \uadfc\uc0ac\ud569\ub2c8\ub2e4. \uc774\ub294 \uc5d0\uc774\uc804\ud2b8\uac00 \uc8fc\uc5b4\uc9c4 \uc0c1\ud0dc\uc5d0\uc11c \uc5b4\ub5a4 \ud589\ub3d9\uc744 \uc120\ud0dd\ud560\uc9c0\ub97c \uacb0\uc815\ud558\ub294 \ub370 \ud544\uc218\uc801\uc785\ub2c8\ub2e4.<\/p>\n

    4.2 \uc815\ucc45 \ub124\ud2b8\uc6cc\ud06c\uc640 \uac00\uce58 \ub124\ud2b8\uc6cc\ud06c<\/h3>\n

    \uc815\ucc45 \ubc18\ubcf5\uc5d0 \uc0ac\uc6a9\ub418\ub294 \ub450 \uac00\uc9c0 \uc8fc\uc694 \ub124\ud2b8\uc6cc\ud06c\uac00 \uc788\uc2b5\ub2c8\ub2e4. \uccab\uc9f8, \uc815\ucc45 \ub124\ud2b8\uc6cc\ud06c\ub294 \uac01 \uc0c1\ud0dc\uc5d0 \ub300\ud55c \ud589\ub3d9 \ud655\ub960\uc744 \uc608\uce21\ud569\ub2c8\ub2e4. \ub458\uc9f8, \uac00\uce58 \ub124\ud2b8\uc6cc\ud06c\ub294 \ud604\uc7ac \uc0c1\ud0dc\uc758 \uac00\uce58\ub97c \uc608\uce21\ud569\ub2c8\ub2e4. \uc774\ub7ec\ud55c \ub124\ud2b8\uc6cc\ud06c\ub4e4\uc774 \ud568\uaed8 \uc791\uc5c5\ud558\uc5ec \ucd5c\uc801\uc758 \ud2b8\ub808\uc774\ub529 \uacb0\uc815\uc744 \ub0b4\ub9ac\ub3c4\ub85d \ud569\ub2c8\ub2e4.<\/p>\n

    5. \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc744 \uc704\ud55c \uc2e4\uc2b5 \uc608\uc81c<\/h2>\n

    \uc774\uc81c \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc744 \ud1b5\ud55c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uc2e4\uc81c \uc801\uc6a9 \uc0ac\ub840\ub97c \uc54c\uc544\ubcf4\uaca0\uc2b5\ub2c8\ub2e4. Python\uc744 \uc0ac\uc6a9\ud55c \uc2e4\uc81c \ucf54\ub4dc\uc640 \uadf8 \uc124\uba85\uc744 \ud1b5\ud574 \uc774\ub860\uc744 \uc2e4\uc2b5\uc73c\ub85c \uc62e\uaca8\ubcf4\uaca0\uc2b5\ub2c8\ub2e4.<\/p>\n

    5.1 \ub370\uc774\ud130 \uc218\uc9d1<\/h3>\n
    \nimport pandas as pd\nimport yfinance as yf\n\n# \ub370\uc774\ud130\ub97c \ub2e4\uc6b4\ub85c\ub4dc\ud569\ub2c8\ub2e4.\ndata = yf.download(\"AAPL\", start=\"2010-01-01\", end=\"2023-01-01\")\ndata.head()\n    <\/code><\/pre>\n
    5.2 \ub370\uc774\ud130 \uc900\ube44<\/h3>\n
    \uc218\uc9d1\ud55c \ub370\uc774\ud130\ub97c \ud559\uc2b5 \uac00\ub2a5\ud55c \ud615\ud0dc\ub85c \ubcc0\ud658\ud569\ub2c8\ub2e4. \uc8fc\uc2dd \uac00\uaca9\uc758 \ubcc0\ub3d9\uc744 \uc608\uce21\ud558\uae30 \uc704\ud574 \ud2b9\uc131(features)\uacfc \ubaa9\ud45c(target) \ub370\uc774\ud130\ub97c \uc0dd\uc131\ud569\ub2c8\ub2e4.<\/p>\n
    \nimport numpy as np\n\n# \uac00\uaca9 \ubcc0\ub3d9, \uc218\uc775\ub960 \uacc4\uc0b0\ndata['Returns'] = data['Close'].pct_change()\ndata.dropna(inplace=True)\n\n# \ud2b9\uc131\uacfc \ub808\uc774\ube14 \ubd84\ub9ac\nX = data['Returns'].values[:-1]\ny = np.where(data['Returns'].values[1:] > 0, 1, 0)\n    <\/code><\/pre>\n
    5.3 \ubaa8\ub378 \ud559\uc2b5<\/h3>\n
    \uba38\uc2e0\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998\uc744 \ud1b5\ud574 \ubaa8\ub378\uc744 \ud559\uc2b5\uc2dc\ud0b5\ub2c8\ub2e4. \uc5ec\uae30\uc11c\ub294 \ub85c\uc9c0\uc2a4\ud2f1 \ud68c\uadc0\ub97c \uc0ac\uc6a9\ud558\uaca0\uc2b5\ub2c8\ub2e4.<\/p>\n
    \nfrom sklearn.model_selection import train_test_split\nfrom sklearn.linear_model import LogisticRegression\nfrom sklearn.metrics import accuracy_score\n\n# \ud6c8\ub828 \ub370\uc774\ud130\uc640 \ud14c\uc2a4\ud2b8 \ub370\uc774\ud130\ub85c \ubd84\ub9ac\nX_train, X_test, y_train, y_test = train_test_split(X.reshape(-1, 1), y, test_size=0.2, random_state=42)\n\n# \ubaa8\ub378 \ud559\uc2b5\nmodel = LogisticRegression()\nmodel.fit(X_train, y_train)\n\n# \uc815\ud655\ub3c4 \ud3c9\uac00\npredictions = model.predict(X_test)\naccuracy = accuracy_score(y_test, predictions)\nprint(f\"\ubaa8\ub378 \uc815\ud655\ub3c4: {accuracy:.2f}\")\n    <\/code><\/pre>\n
    5.4 \uc815\ucc45 \ubc18\ubcf5 \uc801\uc6a9<\/h3>\n
    \ub9c8\uc9c0\ub9c9\uc73c\ub85c, \ud559\uc2b5\ub41c \ubaa8\ub378\uc744 \uae30\ubc18\uc73c\ub85c \uc815\ucc45 \ubc18\ubcf5\uc744 \ud1b5\ud574 \ub9e4\ub9e4 \uacb0\uc815\uc744 \ub0b4\ub9bd\ub2c8\ub2e4. \ud574\ub2f9 \ubd80\ubd84\uc5d0 \ub300\ud574\uc11c\ub294 \ubcf4\ub2e4 \uc2ec\ud654\ub41c \uad6c\ud604\uc774 \uc694\uad6c\ub429\ub2c8\ub2e4.<\/p>\n
    \uacb0\ub860<\/h2>\n
    \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc740 \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc5d0\uc11c \ub9e4\uc6b0 \uc720\uc6a9\ud55c \ub3c4\uad6c\uc785\ub2c8\ub2e4. \ud2b9\ud788, \uc815\ucc45 \ubc18\ubcf5\uc744 \ud1b5\ud574 \uc5d0\uc774\uc804\ud2b8\uac00 \ucd5c\uc801\uc758 \ub9e4\ub9e4 \uacb0\uc815\uc744 \ub0b4\ub9b4 \uc218 \uc788\ub3c4\ub85d \ud559\uc2b5\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc774 \uae00\uc5d0\uc11c \uc124\uba85\ud55c \uae30\ubc95\ub4e4\uc744 \ud65c\uc6a9\ud558\uc5ec \ubcf4\ub2e4 \ud6a8\uc728\uc801\uc73c\ub85c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc744 \uad6c\ud604\ud574 \ubcf4\uc2dc\uae30 \ubc14\ub78d\ub2c8\ub2e4.<\/p>\n
    \ucc38\uace0 \uc790\ub8cc<\/h2>\n
    \ubcf8 \uac15\uc88c\uc5d0\uc11c \ucc38\uace0\ud55c \uc790\ub8cc\uc640 \ucd94\uac00\uc801\uc778 \ud559\uc2b5 \uc790\ub8cc\ub294 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4:<\/p>\n