picking stocks by graph database (part one)

Historical stock price data comes readily available at daily resolution. So we calculated the Granger causality for each pair of stocks we hold data for, at one and two day lags (testing the question “does daily percent change in volume for stock X Granger cause daily percent change in adjusted close price for stock Y?”). […]

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 […]

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 […]