A Neuro-Fuzzy System for Interpretable Long-Term Stock Market Forecasting

• URL: http://arxiv.org/abs/2510.00960v1
• Date: Wed, 01 Oct 2025 14:33:07 GMT
• Title: A Neuro-Fuzzy System for Interpretable Long-Term Stock Market Forecasting
• Authors: Miha Ožbot, Igor Škrjanc, Vitomir Štruc,
• Abstract summary: Fuzzy Transformer (Fuzzformer) is a novel recurrent neural network architecture combined with multi-head self-attention and fuzzy inference systems.<n>The method was examined on the real world stock market index S&P500.<n>Initial results show potential for interpretable forecasting and identify current performance tradeoffs.
• Score: 0.025280119895043862
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: In the complex landscape of multivariate time series forecasting, achieving both accuracy and interpretability remains a significant challenge. This paper introduces the Fuzzy Transformer (Fuzzformer), a novel recurrent neural network architecture combined with multi-head self-attention and fuzzy inference systems to analyze multivariate stock market data and conduct long-term time series forecasting. The method leverages LSTM networks and temporal attention to condense multivariate data into interpretable features suitable for fuzzy inference systems. The resulting architecture offers comparable forecasting performance to conventional models such as ARIMA and LSTM while providing meaningful information flow within the network. The method was examined on the real world stock market index S\&P500. Initial results show potential for interpretable forecasting and identify current performance tradeoffs, suggesting practical application in understanding and forecasting stock market behavior.

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