Dogecoin

Product · 2 documents

Key number

-8.25564

Portfolio CVaR at 99% Confidence Level. Growth Leadership Journal p.12

Key number

-0.29%

Best Out-of-Sample R² (Random Forest). Frontiers in Business and AI p.16

Measuring and comparing investment risks for a sample of cryptocurrencies using the Value at Risk (VAR) model and the Conditional Value at Risk (CVAR) model

Research paperGrowth Leadership JournalOctober 202617 pages

The dataset includes 1,095 daily observations per cryptocurrency, generating a total of 6,570 observations for analysis in EViews.

Sources of Cryptocurrency Return Predictability: Econometric and Machine Learning Evidence Across Market States

Research paperFrontiers in Business and AIOctober 202630 pages

Predicting cryptocurrency return levels out-of-sample is highly challenging, with every model producing a negative out-of-sample R², where Random Forest performs best at -0.29% and OLS records -1.28%.