Volatilities and correlations rise with trend strength via quadratic polynomials, refining mean-reversion models and supporting lattice gas modeling of markets near criticality.
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4 Pith papers cite this work. Polarity classification is still indexing.
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A literature survey finds no peer-reviewed Bitcoin price models beat the naive baseline at medium horizons and proposes methodological improvements including walk-forward testing and Diebold-Mariano tests.
Cost-aware execution filters enable selected machine learning strategies, particularly long-only XGBoost, to achieve over 65% annualized returns and Sharpe ratios above 1 in hourly BTC trading despite 10bp costs.
Empirical panel regressions on 142 Brazilian firms find the market differentiates high from low long-term accounting performers but shows weaker separation between high and medium performers.
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Market and Long Term Accounting Operational Performance
Empirical panel regressions on 142 Brazilian firms find the market differentiates high from low long-term accounting performers but shows weaker separation between high and medium performers.