A Transformer classifier for ERCOT price spreads is combined with a peak-hour virtual bidding strategy, but in-sample strategy selection undermines the reported profitability.
Galarneau-Vincent, G
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Deep Learning-Based Electricity Price Forecast for Virtual Bidding in Wholesale Electricity Market
A Transformer classifier for ERCOT price spreads is combined with a peak-hour virtual bidding strategy, but in-sample strategy selection undermines the reported profitability.