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ttop32/Spring_Stock

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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

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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

AltStyle によって変換されたページ (->オリジナル) /