Institut for Teknologi, Ledelse og Økonomi
Sektion for Operations Research, Division for Management Science
Analytics Energy Markets Forecasting Meteorology Renewable Energy Optimization
I am a Professor of Operations Research at DTU Management, division of Management Science. I originally received a M.Sc. from INSA Toulouse (France) and a Ph.D. from Ecole des Mines de Paris (France). Over the years I have been a visiting researcher at the University of Oxford (Mathematical Institute), at the University of Washington (Dpt. of Statistics), a scientific consultant at the European Centre for Medium-range Weather Forecasts (ECMWF), as well as a visiting Professor at the Ecole Normale Superieure in Rennes, France. In 2019, I was a Simons fellow at the Isaac Newton Institute for Mathematical Sciences (Cambridge, UK). I am a Fellow of the IEEE and a ISI/Clarivate highly-cited researcher (2019 and 2020). My work is mainly related to the application of mathematical modeling and decision-making methods to the energy sector. The primary focus of this research is on easing the large scale integration of renewable energies into power systems and electricity markets, based on stochastic process modeling, forecasting, optimization and decision-making under uncertainty. Some of my key achievements relate to methods for probabilistic forecasting (energy generation, electricity prices, etc.), offering strategies in electricity markets, and to the proposal of future electricity markets (e.g., probabilistic, peer-to peer). I have published a large number of manuscripts in high-profile scientific journals in various disciplines, e.g., the International Journal of Forecasting, European Journal of Operational Research, Omega, Operations Research Letters (management, operations research and decision sciences); Statistical Science, Statistics and Computing, Journal of the Royal Statistical Society C (statistics); the Quarterly Journal of the Royal Meteorological Society and Monthly Weather Review (meteorology and climate science); various IEEE Transactions (electrical engineering and related topics); Applied Energy, Wind Energy, Energy Economics (Energy and Energy Economics); Nature, Scientific data (Open Data), etc. I act as Editor-in-Chief for the International Journal of Forecasting.