The winner will contribute to the development of models and algorithms for optimizing bids on intraday electricity markets. The stochastic optimization models will be based on various risk measures, including, for example, Conditional Value at Risk, and will be applied to real data from the Italian electricity market (historical time series from the last 5 years). The models will be implemented in Python using both commercial and academic MILP solvers. The research results will be disseminated through conference proceedings and international journals.The winner will also participate in and coordinate some activities of the research group, including the organization of periodic research seminars and the supervision of PhD students, as well as master's and bachelor's degree students.
Selection process
The application for admission to the selection procedure (dated and signed),the documents and publications considered useful for the evaluation must be submitted, under penalty of exclusion, electronically, by visiting the following web page: https://pica.cineca.it/unipv/tipologia/idr selecting the Competition Notice you have chosen. In order to register with the system, you must have an email address. Following the guidelines published in the procedure, the applicant must enter all the information required for the application, enclosing all documents in electronic .PDF format. The selection of candidates is carried out on the basis of qualifications and interview, supplemented by a test of knowledge of the foreign language (see Art. 1 par. 1 Call for applications).
The public call with detailed attendance and selection rules (Art 4 and 6) can be found at: https://pica.cineca.it/unipv/tipologia/idrThe selections are open to candidates, Italian or foreigner, in possession, on the date of the deadline for submitting applications for the admission to the selection, of a research doctorate (PhD) or equivalent qualification obtained abroad, or, for the sectors concerned, a medical specialization qualification,preferably in Operations Research.The educational qualification has to concern the research theme. Further specific assessable qualifications (see Art. 1 par. 1 Call for applications):-Master's Degree preferably in Mathematics-PhD preferably in Operations Research-Previous experience in research projects in the energy sector (such as, for example, Optimal Bidding and AC-OPF)-Excellent Python programming skills-Knowledge of MILP solvers such as Gurobi and HiGHS-Availability for travel to industrial partnersKnowledge of Italian is required in order to communicate with industrial partners.