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

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

• 스프링부트로 웹 서비스 출시하기
• spring boot
• java
• Spring Security를 이용한 회원가입/로그인/로그아웃🐵
• Spring Exception Handling
• Spring Guide - Exception 전략
• nuxtjs
• pinia
• Vuetify login
• canva
• termly, Privacy Policy Generator
• tsai
• fastai
• Key takeaways from Kaggle’s most recent time series competition
• Deep Learning With Weighted Cross Entropy Loss On Imbalanced Tabular Data Using FastAI
• How to Deal With Imbalanced Classification and Regression Data
• Delving into Deep Imbalanced Regression
• 불균형 데이터 해결하기, 주가 예측 프로젝트
• Stanford researchers have developed an AI model, StockBot