Spring_Stock

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 
```