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	Causal inference from financial factors: Continuous variable based local structure learning algorithm
	Yang, Jianjun ; Tong, Yunhai ; Liu, Xinhai ; Tan, Shaohua
	2014
英文摘要	For identifying the interrelationships of financial factors, we present a local structure learning based framework for Bayesian networks (BN) discovery from a large amount of continuous financial data without making parametric assumption. First, the skeleton of BN structure is learned by finding the parent and child set of each variable. Second, to direct the edges, the v-structures are learned by finding the spouse set of each node. To make the algorithm more useful to practitioners, our previously developed two-step accelerated method is incorporated into each step of local learning. Empirical studies on 56 US financial factors show both the efficiency and the effectiveness of our method. ? 2014 IEEE.; EI; CPCI-S(ISTP); 0
语种	英语
DOI标识	10.1109/CIFEr.2014.6924084
内容类型	其他
源URL	[http://ir.pku.edu.cn/handle/20.500.11897/329953]
专题	信息科学技术学院
推荐引用方式 GB/T 7714	Yang, Jianjun,Tong, Yunhai,Liu, Xinhai,et al. Causal inference from financial factors: Continuous variable based local structure learning algorithm. 2014-01-01.

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