Abstract:An index on the gas market commonly refers to the average price of a certain trading product, e.g., over the period of one month. Index-based sourcing is a widely-used habit in modern gas business. Risks are reduced by averaging prices over the purchasing period. Due to the significant volume, there have been many attempts to ”beat the index”, i.e., to design a strategy that, over time, offers cheaper prices than the index. Here, we use neural networks to identify n, n∈N, optimal shopping points. Both classifi… Show more
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