{"id":"W4411158177","doi":"10.3390/ijfs13020108","title":"Bitcoin Return Dynamics Volatility and Time Series Forecasting","year":2025,"lang":"en","type":"article","venue":"International Journal of Financial Studies","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"Memorial University of Newfoundland","funders":"","keywords":"Volatility (finance); Economics; Econometrics; Series (stratigraphy); Time series; Financial economics; Mathematics; Statistics","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001163192,0.0004619505,0.0004541564,0.0008881667,0.0002862086,0.00132741,0.0003077768,0.0005691648,0.001299712],"category_scores_gemma":[0.007789866,0.0001607873,0.000218579,0.001421356,0.0002725576,0.001713848,0.0004100704,0.0007791704,0.000248665],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006108598,"about_ca_system_score_gemma":0.0004200257,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.008997045,"about_ca_topic_score_gemma":0.004101762,"domain_scores_codex":[0.9995733,0.0001318531,0.00002384741,0.00007536248,0.0001551054,0.00004054365],"domain_scores_gemma":[0.998112,0.001098869,0.0003455996,0.0001337846,0.0002562142,0.00005353565],"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":[0.0001942995,0.00007258399,0.03926523,0.00007470694,0.00009044368,0.0002427653,0.00009231587,0.8438485,0.005245908,0.02658731,0.00309164,0.08119445],"study_design_scores_gemma":[0.000004942983,0.00001156176,0.006219618,0.000008884203,0.000006015963,0.00002418014,0.00001296511,0.9861082,0.001141896,0.00588782,0.0005621917,0.00001164609],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8643382,0.00187023,0.1167835,0.002087659,0.0002033975,0.00003109869,0.0005611681,0.0008774517,0.01324724],"genre_scores_gemma":[0.9942254,0.0003115156,0.004444142,0.00003444251,0.00003358067,0.000005849848,0.0001715539,0.00003146313,0.0007420659],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.008997045,"threshold_uncertainty_score":0.01788938,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02667374390591251,"score_gpt":0.2597911013028631,"score_spread":0.2331173573969506,"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."}}