Enhancing Trading Strategies: Mandani Fuzzy Logic Forecasting for Borsa Istanbul Stocks Using Important Indicators


Özer E., Sevinçkan N., Sevinçkan E., Aydos H.

International Journal of Computational and Experimental Science and Engineering (IJCESEN), cilt.10, sa.10, ss.508-515, 2025 (Scopus)

Özet

Recent  years  have  seen  significant  financial  market  advancements,  predicting  stock  or crypto  exchange  prices  is  a  complex  and  risky  process.  Developments  in  the  financial world  are  becoming  increasingly  interesting,  especially  for  traders  and  investors  whowant  to  maximise  profits.  Nowadays,  financial  forecasting  analysis  is  changing  as conditions  change  and  popular  methods  are  preferred  instead  of  traditional  methods. Current changes and developments in the markets have become very important with the fuzzylogic  method  and  the  selection  of  indicators.  In  this  study  demonstrates  that significant  success  was  achieved  by  combining  the  strengths  of  six  popular  indicators RSI,  SO,  MACD,  OBV,  BB,  and  CCI  to  mitigate  their  weaknesses  and  enhance prediction accuracy. This study provides forecasting analysis with mandani fuzzy logic method  to  facilitate  the  operation  of  655  companies  listed  in  Borsa  Istanbul  (BIST). FROTO  stock  data  belonging  to  Ford  Otosan  company  on  BIST  is  used  as  data.  This study  aims  to  enable  traders  and  investors  to  maximize  their  profits  or  increase  their portfolios. The most accurate results were obtained using membership functions created for the indicators and 34 rules created using the Mamdani fuzzy method.