I have a data set of stock prices, with a set of events and their probabilities as follows:
A = Change in price between current day and previous day $$ P(A>0) = 0.548 $$ B = Correlation between today and a given day $$ P(B \geq 0.5) = 0.030 $$ C = Price change in the last hour of the trading day $$ P(C \geq 0.3) = 0.086 $$ The above events are not mutually exclusive, as the occurrence of one does not prevent the occurrence of another.
Furthermore, from the data set I have calculated: $$ P(A| B) = 0.5\\ P(A | C) = 0.533 $$
If I am correct, the fact that the probability of A changes based on the occurrence of either B or C, these events are not independent?
If this is the case, assuming I had only $P(A), P(B)$ and $P(C)$, what formula should I use to calculate: $$ P(A| B) \text{ and } P(A| C). $$