Skip to content

Latest commit

 

History

History
82 lines (71 loc) · 3.66 KB

README.md

File metadata and controls

82 lines (71 loc) · 3.66 KB
Raw

Spring_Stock

  • Personal study project for getting used to java spring
  • Stock price prediction web site
  • LSTM model trained for predict next day KOSPI close price
  • Check site from website

Result

result
result
result
result
result
result
result
result

Model result

  • data

    • KOSPI close price prediction for next day
    • trained data KOSPI between '2014-01-01' to '2022-01-01'
    • test data KOSPI between '2022-01-01' to '2022-07-01'

  • regression LSTM

    • model structure (LSTM, {'n_layers':1, 'bidirectional': True,"rnn_dropout":0.3,"fc_dropout":0.9})
    • mse loss 0.000741
    • When use it as category classification, up down over 0.2% increase than prev close price
      • expected earning when only buy true predicted : 0.15% per day (without transaction fee(tax))
      • expected earning when all buy : -0.10% per day (without transaction fee(tax))
                    precision    recall  f1-score   support   

       False       0.59      0.88      0.71     50376   
        True       0.46      0.14      0.21     35269   

    accuracy                           0.58     85645    
   macro avg       0.52      0.51      0.46     85645   
weighted avg       0.54      0.58      0.51     85645

Dependncy

  • Spring
    • Java 11
    • Spring boot 2.6.6
    • JPA, hibernate
    • Spring security
    • mockito
    • flyway
    • lombok
    • h2
    • mariadb
    • redis
  • Nuxt
    • pinia
    • billboard.js
    • vue-sweetalert2
  • fastai
    • tsai

Acknowledgement and References