Summary
I am the Chair of Data-centric Design Engineering at Imperial College London, Dyson School of Design Engineering (U.K.), a Chief Scientist at Halfspace (Copenhagen, Denmark) and the Editor-in-Chief of the International Journal of Forecasting. I am also an affiliated Professor with the Technical University of Denmark, Department of Technology, Management and Economics.
The core focus of my research, teaching and consultancy activities is on how to generate optimal value for society from data. I take a very multidisciplinary approach combining various aspects of mathematics & statistics with a number of application areas e.g. meteorology, power and energy, logistics and business analytics. I have made some important contributions within forecasting, optimisation under uncertainty and game theory, especially with power and energy applications. This include, for instance, probabilistic energy forecasting (wind, solar, wave, load, market quantities), trading in energy markets, market design (probabilistic, peer-to-peer, coordination between markets, new market products), data markets.
I have been a guest researcher at the University of Oxford (Mathematical Institute), at the University of Washington in Seattle (Department of Statistics), a visiting professor at Ecole Normale Superieure (Rennes, France), a scientist at the European Centre for Medium-range Weather Forecasts (ECMWF, located in Reading, UK) and a Simons Fellow at the Isaac Newton Institute for Mathematics Sciences in Cambridge, UK.
Opportunities
Candidates interested in a PhD position with me should send me an email with a CV and a research proposal, plus possibly some reference letters. Please note that I will only consider candidates with a strong background and interests in applied mathematics and programming.
In parallel, you should first check whether you fulfil the entrance requirements for Postgraduate Study (PhD) in the School of Design Engineering.
Additional information: Imperial College entry requirements, Imperial College President's PhD Scholarship and other scholarship schemes here, here and here.
Publications
Journals
Raja AA, Pinson P, Kazempour J, et al., 2023, A market for trading forecasts: A wagering mechanism, International Journal of Forecasting, ISSN:0169-2070
Wen H, Pinson P, Gu J, et al., 2023, Wind energy forecasting with missing values within a fully conditional specification framework, International Journal of Forecasting, ISSN:0169-2070
Pinson P, 2023, Distributionally Robust Trading Strategies for Renewable Energy Producers, Ieee Transactions on Energy Markets, Policy and Regulation, Pages:1-12
Ratha A, Pinson P, Le Cadre H, et al., 2022, Moving from linear to conic markets for electricity, European Journal of Operational Research, ISSN:0377-2217
Wang J, Pinson P, Chatzivasileiadis S, et al., 2022, On Machine Learning-Based Techniques for Future Sustainable and Resilient Energy Systems, Ieee Transactions on Sustainable Energy, ISSN:1949-3029