Alejandro Cañete. Online NoVaS Conformal Volatility Prediction. In Harris Papadopoulos, Khuong An Nguyen, Henrik Boström, Lars Carlsson, editors, Conformal and Probabilistic Prediction with Applications, 13-15 September 2023, Limassol, Cyprus. Volume 204 of Proceedings of Machine Learning Research, pages 166-168, PMLR, 2023. [doi]
Abstract is missing.