Wojciech Wisniewski, David Lindsay, Siân Lindsay. Application of conformal prediction interval estimations to market makers' net positions. In Alexander Gammerman, Vladimir Vovk, Zhiyuan Luo, Evgueni N. Smirnov, Giovanni Cherubin, Marco Christini, editors, Conformal and Probabilistic Prediction and Applications, COPA 2020, 9-11 September 2020, Virtual Event, Verona, Italy. Volume 128 of Proceedings of Machine Learning Research, pages 285-301, PMLR, 2020. [doi]
Abstract is missing.