Professor of Management Science
Specialization: forecasting, risk management, computational finance, energy economics
More details on: [Personal webpage]
Head of the Economic Modeling and Forecasting Group (K4/Z2) in the Department of Operations Research. He is a member of the Statistics and Econometrics Committee of the Polish Academy of Sciences (KSiE PAN), General Chair of the Energy Finance Christmas (EFC) Workshops series and Associate Editor of Computational Statistics, Energies, International Journal of Forecasting, Journal of Energy Engineering, Journal of Energy Markets, National Economy and Operations Research and Decisions. He is the recipient of the Ministry of Science and Higher Education Prize for outstanding academic achievements (2016), the Emerald Citation of Excellence Award (2017), the IIF Tao Hong Award for the best paper on energy forecasting published in the International Journal of Forecasting (2017) and the Hugo Steinhaus prize of the Polish Mathematical Society for outstanding achievements in Applied Mathematics (2018).
Over the last 20 years Rafał has built an impressive international reputation. With nearly 3000 Scopus-indexed citations (w/o auto-citations) and an H-index of 30, he is one of the leading world experts on energy forecasting. His other research interests include agent-based modeling, computational economics, computational statistics and machine learning, derivatives pricing, financial engineering, risk management, stochastic modeling and time series analysis. He is the author of the widely acclaimed Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach (Wiley, 2006) and co-author of four other books. He has also published over 80 peer-reviewed book chapters and journal articles (most notably in top-tier Energy Economics, Energy Policy, IEEE Transactions on Sustainable Energy, International Journal of Forecasting and Renewable and Sustainable Energy Reviews), including two extensive Review Papers on electricity price forecasting (IJF 2014, RSER 2018). With a Ph.D. (1999) in Financial Mathematics and a habilitation (2009) and professor title (2015) in Economic Sciences, he is periodically engaged as a consultant to financial, energy and software engineering companies.