Skip to content
View simon-hirsch's full-sized avatar
  • Statkraft / University Duisburg-Essen
  • 18:39 (UTC +01:00)
  • LinkedIn in/simon-hirsch

Highlights

  • Pro

Block or report simon-hirsch

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don't include any personal information such as legal names or email addresses. Markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
simon-hirsch/README.md

Hi! I'm Simon 👋

I'm a Ph.D. student at the House of Energy Markets and Finance at University of Duisburg-Essen and Statkraft working on probabilistic forecasting for energy markets. I'm interested in distributional regression, online statistical learning and operations research methods for asset optimization. Together with my fellow Ph.D. student Jonathan Berrisch we've developed the ondil Python package for online distributional regression models. I have contributed to scoringrules, a Python implementation of (strictly proper) scoring rules for forecast evaluation and the bitepy package for battery trading in intraday electricity markets.

Pinned Loading

  1. ondil ondil Public

    A package for online distributional learning.

    Python 30 7

  2. online-mv-distreg online-mv-distreg Public

    Reproduction code for the paper on online multivariate distributional regression for electricity price forecasting

    Python 1

  3. dschaurecker/bitepy dschaurecker/bitepy Public

    A Battery Intraday Trading Engine, based on dynamic programming approximations, written in C++, wrapped for Python

    Jupyter Notebook 31 6

  4. frazane/scoringrules frazane/scoringrules Public

    Lightweight library for probabilistic forecast evaluation and optimization.

    Python 68 8