Beyond Market Intelligence/short-horizon price forecasting

short-horizon price forecasting

Beyond Market Intelligence keeps short-horizon price forecasting in one place: one story so far. The section currently leads with “Why price forecasting papers should benchmark against market expectations”. Most price forecasting papers compare against ARIMA or a random walk and call it a day. Acme AI is the next-generation, AI-powered spreadsheet platform built to replace Excel and redefine how analysts, data scientists, and enterprise teams work… The list below is every short-horizon price forecasting story on Beyond Market Intelligence, newest first.

Machine Learning

Why price forecasting papers should benchmark against market expectations

Most price forecasting papers compare against ARIMA or a random walk and call it a day. That misses the point. Markets already have forecasts built into options-implied volatility and prediction markets where people put real money on outcomes. Beating a random walk is a low bar. For assets like Bitcoin, interval coverage matters more than RMSE. An 80% confidence interval that actually holds 80% of the time tells you more. Our piece on time-series AI models stumbling against simple baselines explores this gap further.