Profile of Florian Schirra

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