단기 NVDA 예측을 위한 AI 기반 Quant 대시보드

hackernews | | 📰 뉴스
#ai #nlp #nvda #quant #시계열 예측 #하드웨어/반도체
원문 출처: hackernews · Genesis Park에서 요약 및 분석

요약

엔비디아(NVDA) 주식의 단기 가격 방향성을 예측하기 위해, LSTM 신경망 기반의 시계열 분석과 FinBERT를 활용한 뉴스 감성 분석을 결합한 AI 정량 대시보드가 개발되었습니다. FastAPI 백엔드는 시장 데이터와 최신 뉴스 헤드라인을 실시간으로 병합하며, 이를 통해 미국 나스닥 거래 시간을 고려하여 정확히 1시간 뒤의 주가를 추정합니다. 이 프로젝트는 단순한 기술적 분석을 넘어 파이토치(PyTorch)와 뷰.js(Vue.js)를 활용한 종단 간(end-to-end) 파이프라인을 구축하여 뉴스 요인을 반영한 고급 예측 기능을 제공합니다.

본문

A full-stack quantitative analysis and real-time prediction tool for NVIDIA ($NVDA) stock. It combines neural networks for time-series forecasting with Natural Language Processing (NLP) for sentiment analysis, delivering insights through a reactive, custom Cyberpunk UI. The main goal is to build an end-to-end AI pipeline that doesn't solely rely on historical prices (technical analysis) but actively integrates the news factor (fundamental/sentiment analysis). The system provides an automated, short-term estimation of the stock's price direction (UP/DOWN) for the next active market hour. The FastAPI backend acts as the data orchestrator: - Market Data (Prices): Fetched in real-time via the yfinance library, pulling hourly candlesticks (Open, High, Low, Close, Volume). - Sentiment Data (News): Calls News APIs to fetch the latest headlines regarding NVIDIA and the broader AI/Semiconductor sector. - Data Merging: The two data streams are merged using strict chronological sorting. Missing sentiment values (NaN) are forward-filled to ensure every stock timestamp has a corresponding sentiment score. The core prediction engine is powered by a Long Short-Term Memory (LSTM) neural network, implemented in PyTorch. - Feature Engineering: The model processes 2 primary features: the Close Price and a Sentiment Score. The sentiment score is generated by passing news headlines through FinBERT (an NLP model specifically fine-tuned on financial text). - Scaling: Before inference, raw data undergoes MinMax Scaling using parameters saved during the training phase ( scaler_params.npy ). - LSTM Mechanism: The network ingests a rolling "window" (Sequence Length) of the last 10 hours ( SEQ_LENGTH=10 ). It analyzes the sequential pattern of these 10 data points and outputs a scaled prediction, which is then inversely transformed back to a real USD value. - Prediction Horizon: The model strictly forecasts 1 hour ahead (Next-Hour Forecast). It focuses on micro-trends rather than long-term investing. - Market State Awareness: The backend is fully aware of NASDAQ trading hours. If the market is closed (Weekends, After-Hours, Pre-Market), the system accurately calculates and displays the next valid market open hour (e.g., Monday 09:30 AM EST) instead of blindly predicting the next chronological hour. - AI / Machine Learning: PyTorch, LSTM, FinBERT (HuggingFace) - Backend: Python, FastAPI, Pandas, yfinance, Uvicorn - Frontend: Vue.js 3, Vite, Chart.js, TailwindCSS - Architecture: RESTful API, Reactive UI, State Management 1. Install requirements pip install -r requirements.txt - Create a .env file in thenvda_predictor directory and add yourNEWS_API_KEY :NEWS_API_KEY=your_api_key_here - Then start the backend server: uvicorn main:app --reload

Genesis Park 편집팀이 AI를 활용하여 작성한 분석입니다. 원문은 출처 링크를 통해 확인할 수 있습니다.

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