• Title/Summary/Keyword: 에코 스테이트 네트워크

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The Optimization of Technical Analysis Indicators and Stock Trend Prediction Using Machine Learning and Cloud Computing (클라우드 컴퓨팅과 기계학습 기법을 이용한 주식의 기술적 분석 지표 최적화 및 주가 추세 변동 예측)

  • Hoon-Hee Kim
    • Journal of Internet of Things and Convergence
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    • v.10 no.5
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    • pp.13-18
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    • 2024
  • The application of machine learning models for trend prediction in the domestic stock market is increasing. In particular, utilizing machine learning is essential for analyzing and predicting complex time-series data, such as stock price data. This study proposes a machine learning system for financial time-series trend prediction, utilizing cloud computing services. First, for data collection, the serverless service of Amazon Web Services was employed, and the thresholds of technical analysis indicators were optimized through a genetic algorithm. The optimized indicators were then used as training data for Echo State Network, Recurrent Neural Network (RNN), and various machine learning classification models to predict the trend of each stock. Based on the predicted trends, backtesting was conducted, and the results showed that the average returns were 334% for ESN, 175% for RNN, and 199% for classification models. Therefore, this study suggests that machine learning exhibits high predictive power in domestic stock investment and holds various potential applications.