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  • Article
  • Open Access
1 Citations
4,149 Views
18 Pages

An Object-Oriented Bayesian Framework for the Detection of Market Drivers

  • Maria Elena De Giuli,
  • Alessandro Greppi and
  • Marina Resta

14 January 2019

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 i...