Slide episode 6 before bitstamp

slide episode 6 before bitstamp

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  • slide episode 6 before bitstamp
    account_circle Nikokinos
    calendar_month 17.12.2022
    What nice idea
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Rolling Granger causality p value estimates. This figure shows a scatter plot of BTC returns expressed in decimal form and not in percentages on the left axis against order imbalance bottom axis for the sample period of April 1, until January 15, They are not specific to an exchange but rather describe various characteristics in bitcoin's blockchain. We show how type I errors false positive classifications and type II errors false negative classifications are important to consider when trying to deduce what estimated probability is a likely indication that a price crash will actually occur.

slide episode 6 before bitstamp

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