AI-OPTIMIZED FUZZY CONVOLUTIONAL PREDICTION FOR FINANCIAL TIME SERIES

Furkan Keskin; Ozge Cagcag Yolcu; Sümeyye Polater

doi:10.37880/cumuiibf.1885701

EN TR

AI-OPTIMIZED FUZZY CONVOLUTIONAL PREDICTION FOR FINANCIAL TIME SERIES

Abstract

A deep convolutional prediction approach for financial time series is introduced in which fuzzy-cluster memberships and lagged observations are provided as inputs to a GA-tuned 1D convolutional network. Fuzzy C-Means clustering is fitted on the training segment to obtain memberships, whose nonlinear transforms are concatenated with scaled autoregressive lags to form a single feature block processed by the network. Hyperparameters—including lag order, number of clusters, fuzzifier, convolutional kernel size, filter counts, and mini-batch size—are selected through a genetic algorithm that minimizes validation RMSE. The proposed AI-Optimized Fuzzy Convolutional Prediction approach, incorporating fuzzy memberships and autoregressive lags, is evaluated on TAIEX datasets comprising 16 series. Across these datasets, lower error rates than state-of-the-art baselines are obtained, and close agreement between predictions and realized values is indicated by regression diagnostics and visual graphics. An intercept-free regression of observations on forecasts yielded slopes and determination coefficients consistently near one, and scatter/residual plots exhibited limited dispersion and no salient error structure. The results suggest that integrating fuzzy membership–based feature construction with GA-tuned convolutional modelling yields accurate predictions on financial time series.

Keywords

FİNANSAL ZAMAN SERİLERİ İÇİN YAPAY ZEKA İLE OPTİMİZE EDİLMİŞ BULANIK EVRİŞİMSEL TAHMİN

Öz

Finansal zaman serileri için, bulanık küme üyelikleri ve gecikmeli gözlemlerin genetik algoritma ile ayarlanan tek boyutlu (1D) bir evrişimsel ağa girdi olarak verildiği derin evrişimsel bir öngörü yaklaşımı sunulmaktadır. Eğitim bölümüne Bulanık C-Ortalamalar uygulanarak üyelikler elde edilmekte; bu üyeliklerin doğrusal olmayan dönüşümleri, ölçeklenmiş otoregresif gecikmelerle birleştirilerek ağ tarafından işlenen tek bir özellik bloğu oluşturulmaktadır. Gecikme derecesi, küme sayısı, bulanıklık indeksi, evrişim çekirdeği boyutu, filtre sayıları ve mini-yığın boyutu dâhil hiperparametreler, doğrulama setleri üzerinden hata kareler ortalamasını en aza indiren bir genetik algoritma ile seçilmektedir. Bulanık üyelikler ve otoregresif gecikmelerle oluşturulan Yapay Zekâ ile Optimize Edilen Bulanık Evrişimsel Tahmin yaklaşımı, 16 farklı Tayvan Borsası zaman serisi ne uygulanmıştır. Bu veri setleri için, güncel yöntemlere kıyasla daha düşük hata oranları elde edilmiştir. Gözlemler üzerine, sabit terim içermeyen bir doğrusal regresyon kurulduğunda, eğim ve belirleme katsayılarının tutarlı biçimde bire yakın olduğu; saçılım ve artık grafiklerinde sınırlı yayılım ve belirgin bir hata yapısının bulunmadığı gözlenmiştir. Bulgular, önerilen tahmin modelinin oldukça başarılı tahminler sağladığını ortaya koymaktadır.

Anahtar Kelimeler

Supporting Institution

Marmara University

Project Number

FYL-2024-11360

Thanks

This study was supported by Marmara University Scientific Research Projects Committee (BAPKO) under the Master’s Thesis Project, Project No: FYL-2024-11360

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Details

Primary Language

English

Subjects

Time-Series Analysis , Statistics (Other)

Journal Section

Research Article

Authors

Furkan Keskin
0000-0002-8178-4227
Türkiye

Ozge Cagcag Yolcu ^*
0000-0003-3339-9313
Türkiye

Sümeyye Polater
0009-0003-6010-7387
Türkiye

Publication Date

April 26, 2026

Submission Date

February 10, 2026

Acceptance Date

April 24, 2026

Published in Issue

Year 2026 Volume: 27 Number: 2

DOI

https://doi.org/10.37880/cumuiibf.1885701

IZ

https://izlik.org/JA67UT23AW

Cite

RIS / Bibtex

APA

Keskin, F., Cagcag Yolcu, O., & Polater, S. (2026). AI-OPTIMIZED FUZZY CONVOLUTIONAL PREDICTION FOR FINANCIAL TIME SERIES. Cumhuriyet Üniversitesi İktisadi Ve İdari Bilimler Dergisi, 27(2), 816-838. https://doi.org/10.37880/cumuiibf.1885701