Research

Methods and themes behind the work

This work is driven by a long-term ambition: improving power-market efficiency and helping build a more sustainable energy system through AI, market design, and trading practice.

I pay particular attention to short-term power markets and market-facing energy assets, where rule changes, renewable uncertainty, price formation, bidding behavior, and operational constraints meet most directly.

Research Themes

Core domains

Electricity Markets

Market design, price formation, short-term market behavior, and cross-border trading mechanisms.

Energy Decision Agents

AI systems that connect rules, forecasts, strategies, execution, risk control, and post-event learning into continuous decision loops.

Storage and Flexibility

Battery dispatch, flexibility assets, and market participation under operational and regulatory constraints.

Energy Digitalization

Turning models, workflows, knowledge bases, and risk boundaries into decision systems that real energy organizations can deploy and use.

Methods

What I work with

Modeling Stack

Time-series forecasting, feature engineering, probabilistic modeling, optimization, and scenario analysis.

Decision Stack

Constraint-aware decision models, reinforcement learning, agent workflows, and safe AI for energy systems and market operations.

Selected Public Projects

Open research repositories

Public GitHub repositories connected to my research on reinforcement learning, energy storage dispatch, and energy-system scheduling.

RL-ADN

A high-performance deep reinforcement learning environment for optimal energy storage systems dispatch in active distribution networks.

Open on GitHub

Related research line

This code layer connects to broader work on storage flexibility, local energy systems, campus-scale energy digitalization, and decision-support methods.