Should short-horizon price forecasting papers benchmark against market-implied forecasts, not just naive baselines? [D]
been reading a bunch of papers on short term crypto and commodity price forecasting (transformers, LSTMs, the usual). almost all of them compare against ARIMA, a random walk, maybe a simple LSTM, and report a better RMSE. what i rarely see is a comparison against what the market already expects. op…
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- 2026-11-14 16:23 · r/MachineLearning
Should short-horizon price forecasting papers benchmark against market-implied forecasts, not just naive baselines? [D]