The Paper Feed
A feed of Bayesian network related papers, articles, books and research that we happen across and find of interest
An Object-Oriented Bayesian Framework for the Detection of Market Drivers
We use Object Oriented Bayesian Networks (OOBNs) to analyze complex ties in the equity market and to detect drivers for the Standard & Poor’s 500 (S&P 500) index. To such aim, we consider a vast number of indicators drawn from various investment areas (Value, Growth, Sentiment, Momentum, and Technical Analysis), and, with the aid of OOBNs, we study the role they played along time in influencing the dynamics of the S&P 500. Our results highlight that the centrality of the indicators varies in time, and offer a starting point for further inquiries devoted to combine OOBNs with trading platforms.