{"id":"W4399381752","doi":"10.1016/j.knosys.2024.112026","title":"Forecasting bitcoin: Decomposition aided long short-term memory based time series modeling and its explanation with Shapley values","year":2024,"lang":"en","type":"article","venue":"Knowledge-Based Systems","topic":"Stock Market Forecasting Methods","field":"Decision Sciences","cited_by":73,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Alberta","funders":"Science Fund of the Republic of Serbia","keywords":"Term (time); Series (stratigraphy); Decomposition; Computer science; Chemistry; Geology; Physics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","scholarly_communication"],"consensus_categories":[],"category_scores_codex":[0.008786244,0.000488023,0.0007095772,0.001204866,0.000522389,0.001416976,0.0004856494,0.0002083926,0.00009304597],"category_scores_gemma":[0.00187704,0.0003707651,0.000163447,0.001457425,0.00009975276,0.001019769,0.0001016923,0.0002987152,0.0001271169],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002410735,"about_ca_system_score_gemma":0.0004196682,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00002245839,"about_ca_topic_score_gemma":0.00008526933,"domain_scores_codex":[0.9942994,0.001393439,0.001220523,0.001215446,0.001330823,0.000540401],"domain_scores_gemma":[0.9931383,0.004853924,0.0002376902,0.0005750162,0.0009348329,0.0002602767],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.002547442,0.0004631385,0.02230134,0.005498581,0.0005411014,0.0009443709,0.008317328,0.7116844,0.02906414,0.0009203933,0.004462382,0.2132554],"study_design_scores_gemma":[0.0004951109,0.0002429348,0.0002766564,0.002283737,0.00008475479,0.0001763477,0.0003374309,0.9914782,0.003806348,0.0002711831,0.00007918758,0.0004680843],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6240763,0.003649343,0.3651165,0.0001174972,0.001408957,0.0009659627,0.00004308435,0.0005026289,0.004119698],"genre_scores_gemma":[0.9913821,0.000002188638,0.006613838,0.00001915572,0.0004650266,0.0001703957,0.00005740081,0.00009214781,0.001197702],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3673058,"threshold_uncertainty_score":0.9998744,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1206324377903339,"score_gpt":0.3751820788323812,"score_spread":0.2545496410420474,"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."}}