Open access
Sep 2026
Walk-Forward Evaluation of Early-Warning Models for Large Bitcoin Movements Under Fixed and Train-Only Event Definitions
Evaluations of financial early-warning models can appear stronger when temporal separation is incomplete or when the event definition uses information unavailable at the forecast origin. This study examines one-day-ahead risk ranking of large absolute Bitcoin returns using 334 daily observations from 31 August 2024 to...
Anupong Sukprasert, Lersak Phothong, Napat Jantarajaturapath et al.
· Risks · 0 citations