About

For more than 20 years, through research, teaching and consultancy, I have worked at the interface between data, AI and power systems and markets. My core focus is how to generate optimal value for society from data. I combine mathematics and statistics with applications in meteorology, power and energy, logistics and business analytics, and my main contributions are in forecasting, optimisation under uncertainty and game theory: probabilistic energy forecasting, trading strategies for renewable assets, electricity market design, and data markets.
I care about teaching as much as research. I have taught in French, English and Danish, and my video courses on YouTube, including the open course Renewables in Electricity Markets, have been viewed around 300,000 times. In March 2026 I gave the DTU Ørsted Lecture, “Can we predict the future of forecasting?”.
20+ years in forecasting and energy markets
450+ publications
6× Clarivate Highly Cited Researcher
3 teaching languages: French, English, Danish
Career at a glance
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The full record
- 2026 – Principal, inCommodities (Aarhus, Denmark)
- 2022 – Professor, Imperial College London, Dyson School of Design Engineering
- 2022 – Chief Scientific Advisor, Halfspace (Copenhagen; acquired by Accenture, now part of Faculty)
- 2022 – Affiliated Professor of Operations Research and Analytics, Technical University of Denmark, Department of Technology, Management and Economics
- 2023 – Associated Research Fellow, CoRE, Aarhus University
- 2025 – International Expert, Innovation Fund Denmark
- 2019 – 2026 Scientific Advisor and Angel Investor, Atmo (acquired by Vaisala)
- 2021 – 2022 Professor of Operations Research, Technical University of Denmark
- 2013 – 2020 Professor of Energy Analytics and Markets, Technical University of Denmark
- 2010 – 2011 Scientist, European Centre for Medium-Range Weather Forecasts (Reading, UK)
- 2008 – 2013 Associate Professor, Technical University of Denmark, Department of Applied Mathematics and Computer Science
- 2006 – 2008 Postdoctoral Fellow, then Assistant Professor, Technical University of Denmark, Department of Applied Mathematics and Computer Science
- 2019 – 2026 Editor-in-Chief, International Journal of Forecasting
- 2019 – Director, International Institute of Forecasters
- 2021 – 2026 Associate Editor, OR Spectrum
- 2022 – 2024 Associate Editor, Scientific Data (Nature)
- 2014 – 2019 Associate Editor, then Editor, International Journal of Forecasting
- 2010 – 2019 Editor, Wind Energy
- 2011 – 2016 Editor, IEEE Transactions on Power Systems (and IEEE Power Engineering Letters)
- 2026 DTU Ørsted Lecture, Technical University of Denmark
- 2026 Winner, EPRI AI-ccelerate Unit Commitment competition
- 2024 INFORMS Franz Edelman Award, lead of the winning team (with Halfspace and Molslinjen)
- 2024 Beijing Foreign Scholar, Peking University
- 2019 – 2025 Clarivate Highly Cited Researcher (cross-field): 2019–2023 and 2025
- 2020 IEEE Fellow
- 2019 Simons Fellow, Isaac Newton Institute for Mathematical Sciences, Cambridge
- 2018 IDA Elektropris
- 2017 Emerald Citation of Excellence
- 2019 Simons Fellow, Isaac Newton Institute for Mathematical Sciences, Cambridge (3 months)
- 2016 Visiting Professor, École Normale Supérieure de Rennes
- 2010 – 2011 Scientist, European Centre for Medium-Range Weather Forecasts (Reading, UK)
- 2009 Visiting Researcher, University of Washington, Department of Statistics
- 2009 Visiting Researcher, University of Oxford, Mathematical Institute
- 2006 Ph.D. in Energy Engineering (forecasting, stochastic optimisation), École des Mines de Paris
- 2002 M.Sc./M.Eng. in Applied Mathematics, INSA Toulouse