Research series

Wavelet-GAN Bitcoin Forecasting

Four reports trace a wavelet-conditioned forecasting idea from proposal to controlled re-evaluation.

Series summary

Can a wavelet-conditioned model forecast short-horizon Bitcoin changes?

The series moves from a proposal and first wavelet-domain experiment to a complete architecture and a stricter return-domain re-evaluation.

The arc

From concept to controlled evaluation.

Four reports in sequence. Each entry opens the complete original page, with its prose, figures, tables, and references preserved.

  1. Part 1 · Concept 2022

    Trading AI Proposals

    The founding concept paper. It argues that while Bitcoin's price looks like a random walk, its minute-to-minute price changes hold a near-invariant distribution a network can exploit, and proposes pairing wavelets with a GAN to extrapolate it.

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  2. Part 2 · First experiment Sept 2022

    WaveGAN BTCUSDT Extrapolation Report

    The first concrete build: a MATLAB wavelet-augmented conditional GAN evaluated in the wavelet domain across 30-, 60-, and 128-minute horizons, beating an identity baseline by up to 50.76% at 30 minutes.

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  3. Part 3 · Refined architecture Jan 2023

    Wavelet GAN Trading Prototype

    The architecture deep-dive: a full write-up of the wavelet-conditioned generator and discriminator, the compound loss, and the training and evaluation design behind the prototype.

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  4. Part 4 · Controlled re-evaluation Mar 2026

    Wavelet Feature Forecasting Study

    A controlled re-test holds the earlier optimism to account. Against matched baselines, ridge regression, and residual TCNs, the neural wavelet variants do not win. This documented result reframes where to look next.

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