Pierre Pinson

Uncertainty to Forecasting to Decision

Principal at inCommodities and Professor at Imperial College London, Dyson School of Design Engineering

I work on probabilistic forecasting, forecast verification and electricity markets, combining statistics and operations research to get the most value out of data.

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(past) observationsprediction intervalsobservations (obtained a posteriori)

Move across the chart to forecast from another moment.

Highlights

2024 · Award

INFORMS Franz Edelman Award

Led the team, at Halfspace, that pitched the case of how forecasting, optimisation and dynamic pricing radically changed daily operations at Molslinjen.

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Research · 217 papers

Probabilistic energy forecasting

From early work on wind power to methods for wind, solar, wave, load and market quantities, and how to verify them.

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2026 · Lecture

DTU Ørsted Lecture

“Can we predict the future of forecasting?”, the yearly public lecture at the Technical University of Denmark.

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Research · 166 papers

Energy markets

Trading strategies for renewables, and market design and clearing under uncertainty, from coordinated to peer-to-peer markets.

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Research · 19 papers

Data and analytics markets

Mechanisms to value, share and trade data, forecasts and models.

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2023 · Perspective

My take on future electricity markets

How electricity markets should evolve for a power system built on renewables and flexible, active consumers, from my paper “What may future electricity markets look like?”.

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