March 2022
Beginner to intermediate
796 pages
18h 14m
Korean
Content preview from 파이썬을 활용한 금융 분석(2판) : 파이썬의 기초부터 금융공학, 머신러닝, 퀀트 분석, 매매 시스템 구현까지
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606
4
부
알고리즘 트레이딩
그림
15-16
EUR
/
USD
환율과 분류 기반 매매 전략의 성과(무작위 학습 - 검증 분리)
15.7
심층 신경망
심층 신경망은 사람의 뇌 기능을 흉내 내는 것으로 하나의 (특징) 입력층, 하나의 (레이블 ) 출
력층 그리고 여러 개의 은닉층으로 이루어져 있다. 복수의 은닉층이 있어야 심층 신경망이라
고 할 수 있다. 은닉층은 보다 복잡한 관계를 학습하고 더 많은 유형의 문제를 풀 수 있다. 심
층 신경망을 사용하면 머신러닝이 아니라
딥러닝
deep
learning
이라고 한다. 이 분야에 대해서는 제
롱
Géron
(
2017
) 및 깁슨
Gibson
, 패터슨
Patterson
(
2017
)의 참고 문헌을 참조한다.
15.7.1
scikit
-
learn
을 사용한 심층 신경망
이 절에서는
13
장에서 소개한
scikit
-
learn
의
MLPClassifier
알고리즘을 적용한다. 우선
디지털화된 특징값을 사용하여 전체 데이터를 학습하고 검증한다. 이 알고리즘은 표본 내
in
-
sample
성능이 아주 뛰어나고 심층 신경망이 가진 강력한 힘을 보여준다(그림
15
-
17
). 비현실
적으로 뛰어난 성능은 지나친 과최적화
overfitting
를 암시한다.
607
15
장
매매 전략
In [108]: from sklearn.neural_network import ...
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I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.