Causal Relationships of the Stock Market with other Asset Classes: An Indian Perspective.
Rajveer Samuel RawlinSavitha Rani Ramachandran RekhaPublished in: ICEME (2022)
Keyphrases
- stock market
- causal relationships
- financial markets
- stock price
- causal models
- short term
- causal discovery
- financial time series
- stock exchange
- bayesian networks
- trading rules
- stock trading
- financial news
- data mining
- financial data
- causal structure
- fuzzy cognitive maps
- stock index futures
- listed companies
- stock returns
- trading strategies
- garch model
- structural descriptions
- stock data
- generative model
- learning algorithm
- non stationary
- np hard