Fields of Activity/Competences
- Network models and systemic risk
- Monte-Carlo methods, especially Multilevel and Markov chain
- Portfolio optimization
Publications
Major publications
- Finhold, E.; Gärtner, C.; Grindel, R.; Heller, T.; Leithäuser, N.; Röger, E.; Schirra, F.:
Optimizing the marketing of flexibility for a virtual battery in day-ahead and balancing markets: A rolling horizon case study.
Applied Energy, Volume 352, p. 121667, (2023).
- Wagner, A.; Ramentol, E.; Michaeli, H.; Schirra, F.:
Short- and long-term forecasting of electricity prices using embedding of calendar information in neural networks.
Journal of Commodity Markets, Volume 28, p. 100246, (2022). - Dächert, K.; Grindel, R.; Leoff, E.; Mahnkopp, J.; Wenzel, J.; Schirra, F.:
Multicriteria asset allocation in practice.
OR Spectrum, Volume 44, pp. 349-373, (2022). - Schirra, F.:
Bayesian networks for modeling defaults of interconnected firms.
Masterthesis, Technical University Kaiserslautern, (2018).
A collection of publications by Florian Schirra in the Fraunhofer-Publica