Loss Choice or Model Choice? The Role of Forecast Level in Cryptocurrency Volatility Forecasting

arXiv:2609.27024 · q-fin.CP, cs.AI, cs.CE, q-fin.RM · Submitted 2026-09-22 · Read on arXiv

q-fin.CP, cs.AI, cs.CE, q-fin.RM

Submitted: 2026-09-22

Updated: 2026-09-22

Terminology

• Alignment — 18× in this paper · explained in 1 episode
• Transformer — 6× in this paper · explained in 2 episodes
• Loss Function — 4× in this paper · explained in 2 episodes
• Robustness — 3× in this paper · explained in 5 episodes
• Accuracy — 1× in this paper · explained in 1 episode
• Benchmark — 1× in this paper · explained in 2 episodes
• Calibration — 1× in this paper · explained in 7 episodes
• Transformer Architecture — 1× in this paper · explained in 2 episodes
• Transformer Models — 1× in this paper · explained in 2 episodes

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