To cite scoringfunctions in publications use:

Tyralis H, Papacharalampous G (2022). “A review of probabilistic forecasting and prediction with machine learning.” doi:10.48550/arXiv.2209.08307, https://arxiv.org/abs/2209.08307.

Corresponding BibTeX entry:

  @Misc{,
    title = {A review of probabilistic forecasting and prediction with
      machine learning},
    author = {Hristos Tyralis and Georgia Papacharalampous},
    publisher = {arXiv},
    year = {2022},
    pages = {1--83},
    doi = {10.48550/arXiv.2209.08307},
    url = {https://arxiv.org/abs/2209.08307},
    copyright = {Creative Commons Attribution 4.0 International},
  }