SUNʼIY INTELLEKT VA EKONOMETRIK TAHLIL: CHAKANA SAVDO TARMOGʻI MOLIYAVIY KOʻRSATKICHLARINI PROGNOZ QILISHDA UCH REJIMLI YONDASHUV
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Abstrak
Ushbu maqolada sunʼiy intellekt va mashinaviy oʻqitish algoritmlarining chakana savdo tarmogʻi moliyaviy ko‘rsatkichlarini prognozlashdagi amaliy samaradorligi ekonometrik tekshiruv usullari bilan o‘zaro bog‘liqlikda tadqiq etilgan. Tadqiqot O‘zbekistonda faoliyat yurituvchi qandolat-kafe tarmog‘ining 140 ta do‘koniga oid 158 715 ta do‘kon-kun panel kuzatuvlari asosida amalga oshirilib, XGBoost, CatBoost va regulyarlashtirilgan GRU modellari uchta tahlil rejimida qiyosiy baholangan. Natijalar tekshiruv rejimi qat’iylashgani sari barcha modellarning R² ko‘rsatkichlari pasayishini, XGBoost va CatBoost modellarining esa GRUga nisbatan barqarorroq natijalar namoyon etishini ko‘rsatgan. Qaror egri chizig‘i tahlili prognoz aniqligi cheklangan sharoitda ham modellarning boshqaruv qarorlarini qo‘llab-quvvatlashdagi amaliy qiymati saqlanishini tasdiqlagan. Olingan natijalar sunʼiy intellekt modellarini moliyaviy amaliyotga joriy etishda qat’iy va tadqiqot maqsadiga mos ekonometrik tekshiruv metodologiyasini tanlash zarurligini ilmiy jihatdan asoslaydi.
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