Pierre Pinson
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    • Renewables in Electricity Markets
    • Exercises
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Pierre Pinson

Uncertainty→ to Forecasting→ to Decision

Principal at inCommodities and Professor at Imperial College London, Dyson School of Design Engineering

I work on probabilistic forecasting, forecast verification and electricity markets, combining statistics and operations research to get the most value out of data.

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(past) observationsprediction intervalsobservations (obtained a posteriori)

Move across the chart to forecast from another moment.

Forecasting

Probabilistic forecasting and forecast verification, for energy, meteorology and business.

106 papers

Markets

Electricity market design and trading, and markets for data, analytics and forecasts.

93 papers

Optimisation under uncertainty

Stochastic and robust decision-making, from unit commitment to logistics.

49 papers

Recent publications

2026

From intraday orderbook to imbalance price: Understanding cross-market interaction

R. Yu, J.L. Cremer, P. Pinson, J. Kazempour, L. Semmelmann, T. Matsumoto, D.W. Bunn

Preprint (arXiv:2609.37903) · PDF

2026

Learning to fix: Optimisation-aware machine learning for accelerated unit commitment

B. Fritz, A. Makrides, M. Fetanat, P. Pinson

Preprint (arXiv:2609.39396) · PDF

2026

Stabilizing distribution-free probabilistic forecasts

J. Van Belle, H. Wen, W. Verbeke, P. Pinson

Preprint (arXiv:2605.28531) · PDF

2026

Towards replication-robust analytics markets

T. Falconer, P. Pinson, J. Kazempour

INFORMS Journal on Data Science, in press · PDF

2026

How to purchase labels? A cost-effective approach using active learning markets

X. Huang, P. Pinson

INFORMS Journal on Data Science, in press · PDF

2026

Value-oriented forecast reconciliation for renewables in electricity markets

H. Wen, P. Pinson

European Journal of Operational Research 332(2), pp. 492-504 · PDF

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All 220 publications · Download BibTeX

Open course

Renewables in Electricity Markets

Ten modules of video lectures and slides, from market fundamentals to advanced renewable energy forecasting, with exercises and interviews.

Start with module 1

News

Date Title
Oct 2026 Joining inCommodities as Principal
Apr 2024 Molslinjen and Halfspace win the INFORMS Edelman Award
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© 2026 Pierre Pinson

 

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