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AccursedGalaxy/wasserstein-btc

Distributional crypto-return forecasting via Wasserstein-geodesic extrapolation in quantile-function space. WGeo family wins 12/12 (asset × horizon) cells over 6.75y walk-forward CRPS vs GARCH and classical baselines. v0.4.

AI dev
Stack
Python pytest uv
GitHub topics
#backtesting #bitcoin #caviar #crps #cryptocurrency #diebold-mariano
Updated
2026-06-04
Lists
1 list mention
First commit
2026-05-23
History
1 history point
License
MIT
Issues
1 open
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1
stars
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0
Commits
30 commits
Star growth, last 7 days
0 0.0%
Commit velocity, last 7 days
0 0.0%
Website GitHub