{"id":"W4412796505","doi":"10.2139/ssrn.5374578","title":"Tests for No-Arbitrage in Cryptocurrency Markets","year":2025,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Blockchain Technology Applications and Security","field":"Computer Science","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"York University","funders":"","keywords":"Cryptocurrency; Arbitrage; Index arbitrage; Business; Monetary economics; Economics; Financial economics; Risk arbitrage; Arbitrage pricing theory; Computer science; Capital asset pricing model; Computer security","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":[0.03243291,0.001443662,0.00357223,0.002507771,0.002136881,0.005377522,0.004333493,0.006668906,0.01850574],"category_scores_gemma":[0.2557749,0.0007936904,0.002225371,0.001977735,0.0080752,0.01557834,0.003653677,0.00632399,0.001530336],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001157026,"about_ca_system_score_gemma":0.003460862,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0006626308,"about_ca_topic_score_gemma":0.0004512229,"domain_scores_codex":[0.972277,0.0117457,0.002440762,0.004229809,0.0053465,0.003960116],"domain_scores_gemma":[0.4081981,0.529808,0.02230254,0.0193914,0.009608077,0.01069186],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.02263025,0.002803489,0.1785725,0.001264135,0.002427454,0.003873765,0.002147543,0.05820296,0.008892749,0.6469262,0.009369641,0.06288937],"study_design_scores_gemma":[0.001877736,0.002089533,0.01862997,0.00008666577,0.0002675547,0.000913347,0.001109089,0.1872318,0.006936867,0.7783674,0.002353077,0.0001369795],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9301724,0.0003410197,0.04667205,0.002984107,0.0002965371,0.0001336781,0.0007686919,0.0003613891,0.01827016],"genre_scores_gemma":[0.9970917,0.00003226394,0.001713628,0.0001487973,0.00007737649,0.00003590573,0.0002519815,0.00002541881,0.0006229487],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.03243291,"threshold_uncertainty_score":0.1715237,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.009289673739121294,"score_gpt":0.2718388545662551,"score_spread":0.2625491808271338,"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."}}