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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610
4
부
알고리즘 트레이딩
15.7.2
TensorFlow
를 사용한 심층 신경망
TensorFlow
7
는 가장 유명한 딥러닝 라이브러리다. 구글에서 개발하고 다양한 머신러닝 문제
에 사용된다.
Zedah
,
Ramsundar
(
2018
)에서는
TensorFlow
를 사용한 딥러닝을 심도 있게
다룬다.
scikit
-
learn
과 마찬가지로
TensorFlow
의
DNNClassifier
알고리즘을 사용하
면
13
장에서 소개했던 것처럼 쉽게 알고리즘 트레이딩 전략을 유도할 수 있다. 학습용 데이터
와 검증용 데이터는 앞의 예제와 같다. 우선 모델을 학습시킨 뒤 표본 내 성능을 살펴보면 패시
브 벤치마크 투자의 성능을 훨씬 뛰어넘는 것을 볼 수 있다(그림
15
-
19
). 마찬가지로 심하게
과최적화되어 있다는 뜻이다.
In [124]: import tensorflow as tf
tf.logging.set_verbosity(tf.logging.ERROR)
In [125]: fc = [tf.contrib.layers.real_valued_column('lags', dimension=lags)]
In [126]: model = tf.contrib.learn.DNNClassifier(hidden_units=3 * [500],
n_classes=len(bins) + 1,
feature_columns=fc) ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
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.