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bnRep (version 0.0.3)

crypto: crypto Bayesian Network

Description

Dynamic evolution of causal relationships among cryptocurrencies: an analysis via Bayesian networks.

Arguments

Value

An object of class bn.fit. Refer to the documentation of bnlearn for details.

Format

A discrete Bayesian modelling to exam- ine the causal interrelationships among six major cryptocurrencies. Probabilities were given within the referenced paper. The vertices are:

Bitcoin

(Down, Up);

Binance_Coin

(Down, Up);

Ethereum

(Down, Up);

Tether

(Down, Up);

Litecoin

(Down, Up);

Ripple

(Down, Up);

References

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.