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Dr. Alexandra Suvorikova

alexandra.suvorikova@wias-berlin.de


Projects as a member

  • SE22

    Decisions in energy markets via deep learning and optimal control

    PD Dr. John Schoenmakers / Prof. Dr. Vladimir Spokoiny

    Project heads: PD Dr. John Schoenmakers / Prof. Dr. Vladimir Spokoiny
    Project members: Dr. Alexandra Suvorikova
    Duration: 01.06.2017 - 31.12.2018
    Status: running
    Located at: Weierstraß-Institut

    Description

    One of the main goals in this project is a systematic numerical treatment of generic optimal decision problems in real-life applications that encounter in energy markets by incorporating ``deep Learning'', a recent concept for data analysis and prediction. Also it is intended to include principles of deep learning in methods for forecasting and estimating price distribution processes in a systematic way.

    https://www.wias-berlin.de/projects/ECMath-SE22/

Projects as a guest