PsiQuant
Stochastic Modeling
State-space models (Kalman filter), jump and regime-switching processes for price and demand dynamics.
Anticipate the future with quantitative modeling
We design powerful models to understand, simulate and optimize financial and energy markets.
2,8 %
nMAE — Electricity load forecasting (D+1 to D+7)
±25 MWh
Margin on TRF imbalance (gas consumption forecasting)
2
Markets covered — Electricity & Gas, research to production
Our research areas
Artificial Intelligence
Expert ensembling (regression, AR, GAM, MLP) and learning-based classification for forecasting and calibration.
Energy Markets
Demand forecasting, PPA pricing and dispatch optimization (MILP) on electricity and gas markets.
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