About Us

Since 2019, Matheon's application-oriented mathematical research activities are being continued in the framework of the Cluster of Excellence MATH+
www.mathplus.de
The Matheon websites will not be updated anymore.

Dr. Alexandra Suvorikova

alexandra.suvorikova@wias-berlin.de

Projects as a member

SE22

Decisions in energy markets via deep learning and optimal control
PD Dr. John Schoenmakers / Prof. Dr. Vladimir Spokoiny

Project heads: PD Dr. John Schoenmakers / Prof. Dr. Vladimir Spokoiny
Project members: Dr. Alexandra Suvorikova
Duration: 01.06.2017 - 31.12.2018
Status: completed
Located at: Weierstraß-Institut

Description
One of the main goals in this project is a systematic numerical treatment of generic optimal decision problems in real-life applications that encounter in energy markets by incorporating ``deep Learning'', a recent concept for data analysis and prediction. Also it is intended to include principles of deep learning in methods for forecasting and estimating price distribution processes in a systematic way.

https://www.wias-berlin.de/projects/ECMath-SE22/

Projects as a guest