crypto | R Documentation |
Dynamic evolution of causal relationships among cryptocurrencies: an analysis via Bayesian networks.
A discrete Bayesian modelling to exam- ine the causal interrelationships among six major cryptocurrencies. Probabilities were given within the referenced paper. The vertices are:
(Down, Up);
(Down, Up);
(Down, Up);
(Down, Up);
(Down, Up);
(Down, Up);
An object of class bn.fit
. Refer to the documentation of bnlearn
for details.
Amirzadeh, R., Thiruvady, D., Nazari, A., & Ee, M. S. (2024). Dynamic evolution of causal relationships among cryptocurrencies: an analysis via Bayesian networks. Knowledge and Information Systems, 1-16.
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