About me

I am the Chair of Data-centric Design Engineering at Imperial College London (UK), Dyson School of Design Engineering, as well as a Chief Scientist at Halfspace – a data, analytics and AI company. I am an IEEE Fellow (class of 2020), as well as an INFORMS member and an IIF director. I am on the Highly-cited Researcher list of WoS/Clarivate in 2019, 2020 & 2021 (cross-field category) for numerous high-impact works in statistics, meteorology, economics and power/energy engineering. 

Prior to these appointments, I was a Professor at the Technical University of Denmark, successively in the Department of Electrical Engineering and in Department of Technology, Management and Economics. I have been a visiting researcher at the University of Oxford (Mathematical Institute) and at the University of Washington (Dept. of Statistics), also spending one year at the European Centre for Medium-range Weather Forecasts (ECMWF), as a consultant mainly focusing on ensemble forecasting of surface winds. I have also been a visiting Professor at Ecole Normale Superieure in Rennes and a Simons fellow at the Isaac Newton Institute for Mathematical Sciences (Cambridge, UK) in connection with Mathematics of Energy Systems thematic semester.

What I have been most interested in over the last few decades (and still am) is how to generate optimal value for society and various stakeholders from data. In terms of application areas, I mainly focused on energy and meteorology, though having also looked at shipping and logistics, as well as business analytics broadly. This interest in the value of data necessarily translates into focusing on data science, analytics, operations research and management science, game theory, mechanisms design, etc. Some of the works I am known for include probabilistic forecasting and forecast verification, peer-to-peer and community-based markets, coordination of energy markets, collaborative and market-based analytics (e.g., data and analytics markets), etc.

    Academic Positions

    • present2022

      Chair of Data-centric Design Engineering

      Imperial College London, Dyson School of Design Engineering

    • present2022

      Chief Scientist

      Halspace (Copenhagen, Denmark)

    • 20222021

      Professor, Operations Research

      Technical University of Denmark, Department of Technology, Management and Economics

    • 20202013

      Professor, Energy Analytics & Markets

      Technical University of Denmark, Department of Electrical Engineering

    • 20132008

      Associate Professor

      Technical University of Denmark, Department of Applied Mathematics and Computer Science

    • 20082007

      Assistant Professor

      Technical University of Denmark, Department of Applied Mathematics and Computer Science

    • 20072006

      Post-doctoral fellow

      Technical University of Denmark, Department of Applied Mathematics and Computer Science

    Education & Training

    • Ph.D. 2006

      Ph.D., Energy, Forecasting and Stochastic Optimization

      Ecoles des Mines de Paris, France

    • M.Sc. 2002

      M.Sc. in Applied Mathematics

      Institut National des Sciences Appliquées

    Awards (recent only)

    • 2020
      Highly Cited Researcher
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      ISI/Clarivate
    • 2020
      IEEE Fellow
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    • 2019
      Highly Cited Researcher
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      ISI/clarivate
    • 2019
      Simons Fellow
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      Isaac Newton Institute for Mathematical Sciences, Cambridge, UK
    • 2018
      IDA Elektropris
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      Yearly prize in Electrical Engineering of the Danish Association of Engineers