此專案作品用於:預測買賣股票的時間點
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採用LSTM股價模型
專案動機:
從小父母常常提到股票投資
近年來也有很多用電腦寫程式進行自動化交易的例子
學會機器學習之後也想試試看套用到股票的效果
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重點技術:
匯入資料以及歸一化處理
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建立LSTM模型
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訓練過程
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訓練結果
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回測系統與利潤-程式碼
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回測系統與利潤-數據結果
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研究結論:
這次研究中我們用長短期記憶模型來預測股票價格,再選擇最佳間隔範圍內的低買高賣原則來買賣股票,而模型本身會有高估利潤現象,但是我們發現MSE越高,只是實際利潤跟預測利潤落差越大,實際上還是有獲利的,此外預測時間越久波動性越大,因次我們不斷利用過去的數據來更新矯正模型,達到較為精準的預測,而實際結果也顯示出此模型對於這50支股票皆有獲利,每支股票的獲利金額也會因為股價而影響,價格較高的股價,雖然MSE會比較高,但也相對會得到較高的獲利。
專案心得&回饋:
1. 對Python有了整合性的理解與創新
2. 把模型套用到其他方面,EX:威力彩
3. 過程中受到老師的提點以減少繞路的時間
專案分析報告:
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