When Are Statistical Forecast Gains Economically Relevant? Evidence From Bitcoin Returns
ABSTRACT We study how statistical forecast gains for Bitcoin translate into trading profits. Using real‐time out‐of‐sample forecasts from daily bivariate VARs from October 2021 to February 2024, we show that Bitcoin returns are forecastable and that seven predictive indices yield significant gains in directional accuracy (DA).
Rehan Arain, Stephen Snudden
wiley +1 more source
The effect of productive capacity changes, income, and clean energy on ecological sustainability in China by novel KRLS approach. [PDF]
Kartal MT +5 more
europepmc +1 more source
Mortality Forecasting Using Variational Inference
ABSTRACT This paper considers the problem of forecasting mortality rates. A large number of models have already been proposed for this task, but they generally have the disadvantage of either estimating the model in a two‐step process, possibly losing efficiency, or relying on methods that are cumbersome for the practitioner to use.
Patrik Andersson, Mathias Lindholm
wiley +1 more source
Global forest conservation policies and the Sustainable Development Goals
Britz W, Wilts R, Wuepper D.
europepmc +1 more source
Sectoral sensitivity of the Kuwait stock market to a dual shock. [PDF]
Alotaibi T, Morales L.
europepmc +1 more source
A Study of the Microdynamics of Early-Childhood Learning. [PDF]
Heckman J, Zhou J.
europepmc +1 more source
Socioeconomic determinants of affordability of medication: a panel data econometric analysis in Iran. [PDF]
Rajabi MJ +3 more
europepmc +1 more source
Beyond just correlation: causal machine learning for the microbiome, from prediction to health policy with econometric tools. [PDF]
Khelfaoui I +9 more
europepmc +1 more source
Adaptability research on lean management under medical insurance payment reform: threshold effect of DRG/DIP reform intensity and operational efficiency of traditional Chinese medicine hospitals. [PDF]
Luo M, Yue Y, Li W, Fang Q.
europepmc +1 more source
Impact of tariff reforms on Indian industry: Assessment based on a mutli-sector econometric model
Arvind Virmani +3 more
openalex +1 more source

