Online NoVaS Conformal Volatility Prediction

Alejandro Canete

Online NoVaS Conformal Volatility Prediction

Alejandro Canete

Proceedings of the Twelfth Symposium on Conformal and Probabilistic Prediction with Applications, PMLR 204:166-168, 2023.

Cite this Paper

BibTeX


@InProceedings{pmlr-v204-canete23b,
  title = 	 {Online NoVaS Conformal Volatility Prediction},
  author =       {Canete, Alejandro},
  booktitle = 	 {Proceedings of the Twelfth Symposium on Conformal
 and Probabilistic Prediction with Applications},
  pages = 	 {166--168},
  year = 	 {2023},
  editor = 	 {Papadopoulos, Harris and Nguyen, Khuong An and Boström, Henrik and Carlsson, Lars},
  volume = 	 {204},
  series = 	 {Proceedings of Machine Learning Research},
  month = 	 {13--15 Sep},
  publisher =    {PMLR},
  pdf = 	 {https://proceedings.mlr.press/v204/canete23b/canete23b.pdf},
  url = 	 {https://proceedings.mlr.press/v204/canete23b.html}
}

Endnote

%0 Conference Paper
%T Online NoVaS Conformal Volatility Prediction
%A Alejandro Canete
%B Proceedings of the Twelfth Symposium on Conformal
 and Probabilistic Prediction with Applications
%C Proceedings of Machine Learning Research
%D 2023
%E Harris Papadopoulos
%E Khuong An Nguyen
%E Henrik Boström
%E Lars Carlsson	
%F pmlr-v204-canete23b
%I PMLR
%P 166--168
%U https://proceedings.mlr.press/v204/canete23b.html
%V 204

APA


Canete, A.. (2023). Online NoVaS Conformal Volatility Prediction. Proceedings of the Twelfth Symposium on Conformal
 and Probabilistic Prediction with Applications, in Proceedings of Machine Learning Research 204:166-168 Available from https://proceedings.mlr.press/v204/canete23b.html.

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