Energy markets management by stochastic methods

Data inizio
16 gennaio 2017
Durata (mesi) 
6
Dipartimenti
Informatica
Responsabili (o referenti locali)
Di Persio Luca

The project aims at the development of forecasting models and management as well as risk assessment in the fields of stochastic analysis and statistical methods.
Particular emphasis is given to the realization of forecasting and hedging instruments for energy markets. Main topics of the research are:

o Stochastic Partial Differential Equations (SPDE)
o Statistical Analysis of Time Series (SATS)
o Mean Field Tehory (MFT)
o Interacting Particles Systems (IPS)
o Hybrid Systems (HS)
o Stochastic Networks (SN)

 

Enti finanziatori:

SINERGETICA srl
Finanziamento: assegnato e gestito dal dipartimento

Partecipanti al progetto

Luca Di Persio
Ricercatore a tempo determinato

Attività

Strutture