Recently, I discovered Conformal Prediction https://github.com/valeman/awesome-conformal-prediction .
I am starting to read the book "Practical Guide to Applied Conformal Prediction in Python: Learn and apply the Best Uncertainty Frameworks to your industry applications"
It looks like a way to predict without the assumption of any statistical data distribution for the model.
They mention in the book that it can work for financial applications.
What do you think? any ideas or feedback ?
Serving the Quantitative Finance Community
Re: How much is used conformal prediction on Quants practice
As far as I know - not at all.