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Forecasting Market Regimes in an Emerging European Market: A Machine Learning Framework for the Romanian BET Index Cover

Forecasting Market Regimes in an Emerging European Market: A Machine Learning Framework for the Romanian BET Index

Proceedings of the International Conference on Business Excellence
Volume 20 (2026): Issue 1 (July 2026)
By:  and    
Open Access
|Jul 2026
Authors

Authors

Bogdan Ionut ANGHEL

bogdan.anghel@rei.ase.ro

Bucharest University of Economic Studies, Bucharest, Romania

Radu LUPU

radu.lupu@rei.ase.ro

Bucharest University of Economic Studies, Bucharest, Romania
Romanian Academy, Bucharest, Romania
DOI: https://doi.org/10.2478/picbe-2026-0044 | Journal eISSN: 2558-9652
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Language: English
Page range: 553 - 562
Published on: Jul 16, 2026
Published by: Bucharest University of Economic Studies
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
Market regimes,
Hidden Markov model,
XGBoost,
Emerging markets,
BET index,
Volatility forecasting,
Macro-financial indicators
Related subjects:
Business and economics,
Political economics,
Political economics, other,
Business management,
Business management, other,
Industrial chemistry,
Energy harvesting and conversion

© 2026 Bogdan Ionut ANGHEL, Radu LUPU, published by Bucharest University of Economic Studies
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Volume 20 (2026): Issue 1 (July 2026)
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