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General Information
    • ISSN: 2010-3700
    • Frequency: Bimonthly
    • DOI: 10.18178/IJMLC
    • Editor-in-Chief: Dr. Lin Huang
    • Executive Editor:  Ms. Cherry L. Chen
    • Abstracing/Indexing: Engineering & Technology Digital Library, Google Scholar, Crossref, ProQuest, Electronic Journals Library, DOAJ and EI (INSPEC, IET).
    • E-mail: ijmlc@ejournal.net
Editor-in-chief
Dr. Lin Huang
Metropolitan State University of Denver, USA
It's my honor to take on the position of editor in chief of IJMLC. We encourage authors to submit papers concerning any branch of machine learning and computing.
IJMLC 2014 Vol.4(3): 243-249 ISSN: 2010-3700
DOI: 10.7763/IJMLC.2014.V4.419

Learning Causal Graph: A Genetic Programming Approach

Amer Bakhach and Mahmoud Samad
Abstract—Representing causal relation between set of variables is a challenged objective. Causal Bayesian Networks has been classified as good modeling technique for this purpose. However structure learning for causal Bayesian networks still suffering from several problems including the causal interpretation of the model and the complexity of the learning algorithm. In this research the author presents an approach for learning causal graph based on Wiener-Granger causal-theory, with minor modifications, and use Genetic Programming to determine the parameters of Granger formula. This approach enjoys necessary advantages: reasonable complexity and cover nonlinear equation. A case study of 5 global stock markets is presented to experimentally explain and support this approach. The finding show that SP500 has Granger-causal influence on NIKKE: the accuracy of forecasting NIKKE stock market can be incremented by 24% when integrating past data from SP500. Whereas Euro STOXX 50 is reported to be the least stock Granger-causally affected by the others.

Index Terms—Genetic programming, granger-causality, learning causal graph, stock market forecasting, JEL classification: G15 – C32 – D83.

Amer Bakhach and Mahmoud Samad are with the Computer Sciences Department, Lebanese International University, Lebanon (e-mail: amer.bakkach@liu.edu.lb, Mahmoud.samad@liu.edu.lb).

[PDF]

Cite: Amer Bakhach and Mahmoud Samad, "Learning Causal Graph: A Genetic Programming Approach," International Journal of Machine Learning and Computing vol.4, no. 3, pp. 243-249, 2014.

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