Bayesian network modeling stock price change

Update 29 April 2018 I suspect this result is erroneous in that the graph often shows two arrows between any two given nodes, one inward and one outward. I’ll investigate this further and get back to you… – Emily Introduction Taking a cue from the systems biology folks, I decided to model stock price change […]

clustering stocks by price correlation (part 2)

In my last post, “clustering stocks by price correlation (part 1)“, I performed hierarchical clustering of NYSE stocks by correlation in weekly closing price. I expected the stocks to cluster by industry, and found that they did not. I proposed several explanations for this observation, including that perhaps I chose a poor distance metric for […]

hacking the stock market (part 1)

Caveat: I am not a technical investor–just a hobbyist, so take this analysis with a grain of salt. I am also just beginning with my Master’s work in statistics. I wanted to examine the correlation between changes in the daily closing price of the Dow Jones Industrial Average (DJIA) and lags of those changes, to […]