{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008893835,0.000112364,0.0003911828,0.0002181531,0.0000992638,0.00006004226,0.000216641,0.00005937557,0.00003329736],"category_scores_gemma":[0.001904446,0.0001127265,0.0001089328,0.0001251153,0.000112595,0.0002794167,0.0001543043,0.0001711067,0.000002083187],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002197598,"about_ca_system_score_gemma":0.00004520649,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00003677435,"about_ca_topic_score_gemma":0.0001005219,"domain_scores_codex":[0.9988704,0.00001555812,0.0007657826,0.0001573642,0.00006639271,0.0001244625],"domain_scores_gemma":[0.9988253,0.0001387876,0.0005268602,0.00008087192,0.0003983387,0.00002981538],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0002841019,0.00007451652,0.8231666,0.00005457317,0.0004241445,0.00003310689,0.0004836508,0.000005768827,0.000009550165,0.150397,0.001733529,0.02333344],"study_design_scores_gemma":[0.001012495,0.0001529346,0.2562506,0.0002480749,0.00002635368,0.00005849011,0.0001325461,0.1211612,0.00002556022,0.6025386,0.01812172,0.0002713799],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9678176,0.006359302,0.004702617,0.004512857,0.002396091,0.0001006895,0.0001803188,0.00001178973,0.01391876],"genre_scores_gemma":[0.996388,0.0006398356,0.001297611,0.0001713404,0.0001841794,0.000002086368,0.000003239806,0.000005648525,0.00130811],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5669159,"threshold_uncertainty_score":0.4596852,"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."}}