Energy markets management by stochastic methods

Starting date
January 16, 2017
Duration (months)
6
Departments
Computer Science
Managers or local contacts
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)

 

Sponsors:

SINERGETICA srl
Funds: assigned and managed by the department

Project participants

Luca Di Persio
Temporary Assistant Professor

Activities

Research facilities