Explainable Patterns in Cryptocurrency Microstructure

By Bartosz Bieganowski, Robert Ślepaczuk

Published 2026-02-03

Everscope rating

1442.9

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: CatBoost with SHAP Explainability and GMADL Objective. Problem types: Time Series Forecasting, Algorithmic Execution, Market Making, Risk Management.

arXiv:2602.00776 · Paper rankings

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