BAYESIAN LEARNING AND AUTOREGRESSIVE PERSISTENCE: ADAPTIVE FORECASTING OF THE DOW JONES INDUSTRIAL AVERAGE (2022–2025)
Authors: George Cristian Gruia, Ioana Duca, Anca Postole Vol. 10 • Special Issue • 2025 View abstract PDF View article PDF Abstract Financial markets operate as dynamic systems in which information and volatility interact continuously, challenging traditional forecasting models based on fixed historical patterns. This study compares Bayesian and Autoregressive (AR (1)) models for forecasting daily …
