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van der Heijden, T.J.T. (author), Palensky, P. (author), Abraham, E. (author)In this paper we propose a Quantile Regression Deep Neural Network capable of forecasting multiple quantiles in one model using a combined quantile loss function, and apply it to probabilistically forecast the prices of 8 European Day Ahead Markets. We show that the proposed loss function significantly reduces the quantile crossing problem to ...conference paper 2021