@misc{vilmarest2023adaptive,
  title={An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition},
  author={Joseph de Vilmarest and Nicklas Werge},
  year={2023},
  eprint={2303.01855},
  archivePrefix={arXiv},
  primaryClass={q-fin.PM},
  url={https://arxiv.org/abs/2303.01855}
}