{"id":"W2897880840","doi":"10.3390/jrfm11040063","title":"An Analysis of Bitcoin’s Price Dynamics","year":2018,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Blockchain Technology Applications and Security","field":"Computer Science","cited_by":97,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Cryptocurrency; Econometrics; Economics; Autoregressive model; Volatility (finance); Heteroscedasticity; Distributed lag; Contrast (vision); Lag; Order (exchange); Database transaction; Financial economics; Computer science; Finance","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006903523,0.000229688,0.0003835605,0.001396048,0.0002431526,0.001269216,0.0003554691,0.0005121646,0.00285345],"category_scores_gemma":[0.005765443,0.0001766218,0.0003215785,0.001557527,0.0002584319,0.001499138,0.0004183813,0.0009302124,0.0004168623],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000544685,"about_ca_system_score_gemma":0.0004042947,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005359563,"about_ca_topic_score_gemma":0.003929681,"domain_scores_codex":[0.9997023,0.00005184082,0.00001854056,0.00006293195,0.0001146824,0.00004964758],"domain_scores_gemma":[0.9963472,0.001961561,0.0009115678,0.0001526637,0.0004556264,0.0001713027],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0006642931,0.0004961261,0.7274723,0.0003221706,0.0003299456,0.003659767,0.001138799,0.1141921,0.02290742,0.04835129,0.007159292,0.0733066],"study_design_scores_gemma":[0.00001821112,0.0001550033,0.3578452,0.00003591995,0.00005397342,0.0005775713,0.0005900541,0.625747,0.003175849,0.008144934,0.003593235,0.00006307135],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9902412,0.0002533694,0.004266621,0.00033425,0.00001728102,0.00001999393,0.0006503887,0.00007691952,0.004140129],"genre_scores_gemma":[0.9979427,0.0001310238,0.0005190432,0.00001123843,0.00001558713,0.000007435876,0.0005210134,0.00001324745,0.0008385403],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005359563,"threshold_uncertainty_score":0.01065671,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.003786031778480781,"score_gpt":0.220775124086709,"score_spread":0.2169890923082282,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}