Danubius International Conferences, 4th International Conference on Education in the Digital Era

Modeling Stock Markets Behaviour using GARCH Models and AI Technology

Ramona Birau, Stefan Margaritescu, Gabriela Ana Maria Lupu (Filip), Roxana-Mihaela Nioata (Chireac), Cristina Sultănoiu (Pătularu)
Last modified: 2025-07-21

Abstract

The mail aim of this paper is modeling stock markets behaviour using GARCH models and AI technology. The interest for this research study is very high considering the significant implications on financial markets and investment decission process. Given the current economic uncertainties and global turmoil, a high-accuracy approach to stock market investments and volatility prediction are highly challenging topics.