Carlo Lucheroni 

ORCID: 0000-0002-8385-951X

I was trained as a theoretical physicist in Italy, where I got a PhD in physics. I worked on bulk, array and interface superconductivity, and on complexity and nonlinear systems. 

Then, about twenty years ago, I switched to mathematical finance. Since then, I have been working on energy finance, in the specific on electricity price/volume forecasting problems and energy portfolio optimization problems (especially in the case of non-thermal, renewable energy sources), using stochastic dynamics modeling, econometric techniques, and machine learning techniques. 

I'm currently experimenting with advanced and state-of-the-art machine learning architectures for forecasting electricity market data and weather and climate time series for renewable energy applications, with the help of my PhD students' group (Nabangshu Sinha - electrical engineer, Martina Zannotti - mathematician, Anna Forster - computer scientist).