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md/train/6vaActvpcp3/6vaActvpcp3.md
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Daily open prices were obtained from publicly available datasets published by The Wall Street Journal. The realized local coverage frequencies for the non-adaptive and adaptive conformal methods on four different stocks are shown in Figure $1 .$ These stocks were selected out of a total of 12 stocks that we examined because they showed a clear failure of the non-adaptive method. Adaptive conformal inference was found to perform well in all cases (see Figure 9 in the appendix).
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As a visual comparator, the grey curves show the moving average 1500 Pt+250r=
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# 3 Related Work
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# 4.2.2 Large deviation bound for the errors
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Our first have that $\operatorname { e r r } _ { t }$ orrect aveand since value. More precisely, by is stationary it follows that $\boxed { 4 . 1 }$ weus, ${ \mathrm { l i m } } _ { T \to \infty } T ^ { - 1 } \sum _ { t = 1 } ^ { T } { \mathrm { e r r } } _ { t } \ { \overset { a . s . } { = } } \alpha$ $\operatorname { e r r } _ { t }$ $\mathbb { E } [ \mathsf { e r r } _ { t } ] = \alpha$ to understand the deviation of T |