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Causal Modelling of Cryptocurrency Price Movements Using Discretisation-Aware Bayesian Networks

This Bayesian Network models the key drivers of price movements for six major cryptocurrencies, Bitcoin, Ethereum, Binance Coin, Ripple, Litecoin, and Tether, by integrating macro-financial indicators and social media factors. Built using a structured discretisation pipeline, it enables coin-specific causal analysis to uncover financial and behavioural influences.

Rasoul Amirzadeh
GeNIe 2.0 XML format
Amirzadeh, R., Nazari, A., Thiruvady, D. & Ee, M. (2023) Modelling determinants of cryptocurrency prices: a Bayesian network approach. Available at SSRN: https://ssrn.com/abstract=4403923, 4403923
Technology