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E. Filatovas

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Open access Sep 2026

Price-Derived Headline Market-Impact Labels for Bitcoin Forecasting with Multivariate Transformers

This study investigates Bitcoin forecasting in a big-data setting by combining high-frequency market data aggregated to hourly forecasting features, news headlines, Bitcoin on-chain variables, and broader macro-financial indicators to provide a chronology-aware evaluation of whether headline-conditioned market-impact s...

Povilas Mažeika, Remigijus Paulavičius, E. Filatovas · 0 citations

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