Forecasting stock market index daily direction: A Bayesian Network approach

作者：

Highlights：

• A Bayesian Network is proposed to forecast the São Paulo Exchange main index’s closing direction.

• Network designed to reflect some intuitive dependencies amongst inter-continental markets.

• Simple and intuitive model with results comparable to those of the related literature.

摘要

•A Bayesian Network is proposed to forecast the São Paulo Exchange main index’s closing direction.•Network designed to reflect some intuitive dependencies amongst inter-continental markets.•Simple and intuitive model with results comparable to those of the related literature.

论文关键词：Stock direction prediction,Bayesian Networks,Machine learning,Applied artificial intelligence

论文评审过程：Received 21 February 2017, Revised 26 February 2018, Accepted 22 March 2018, Available online 23 March 2018, Version of Record 24 April 2018.

论文官网地址：https://doi.org/10.1016/j.eswa.2018.03.039