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.
year 2004
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
fields
q-fin.GN 2verdicts
UNVERDICTED 2representative citing papers
Empirical finance is limited to ex post causal inference because self-reference in markets makes unidirectional causation unstable or fallacious.
citing papers explorer
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Bitcoin Price Prediction: Peer-Reviewed Evidence and Social Media Discourse
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.
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Epistemic Limits of Empirical Finance: Causal Reductionism and Self-Reference
Empirical finance is limited to ex post causal inference because self-reference in markets makes unidirectional causation unstable or fallacious.