Universal Forecasts

European Electricity Demand Forecasts

About me

 

I am a Data Scientist with a strong Domain Experience in BFS (Banking and Financial Sector) and Energy sector.

Data Science Experience

In the energy sector I have been making Electricity Demand forecasts for two North American market regions I.e. Ercot and PJM. On the European side I have been making similar forecasts for the Nordic & Baltic countries along with French and Austrian regions. Additionally I have also developed models for predicting trade signals for the French and German Base Load Futures contract traded on the EEX exchange.

I have been coding in ‘R’ and have good practice with the popular data handling packages like Caret, Tidyverse, data.table, ggplot2, RMarkdown, RWordpress, TTR, PerformanceAnalytics, XTS, Zoo, etc. And I have recently picked up Python and use the packages like Sci-Kit Learn, Keras, Pandas, Numpy, etc.

On the data crunching side I have excellent experience with the classification, Clustering, Regression and deep learning algorithms.

Some of my work can be seen here on my blog post www.universalforecasts.com where I have seamlessly scripted the web scraping, data modelling, prediction and reporting/publishing in ‘R’. On my Github page www.github.com/shma1 I have uploaded some of the packages that I have built and use it in my analysis work.

 

Domain Experience

I have been a Sales Specialist and have done business with various departments of a bank(BFSI) with a wide range of solutions e.g. Core Banking Solutions, Risk Management Solutions (Operational and Credit Risk) and Marketing. Hence I understand their requirements and solutions e.g. How to categorise a customer on the use of type of transactions (I.e. cash and electronic) or predict how much transaction would customers do the next year based on the historical data or how or to whom to target the CX initiatives so it benefits the most.

In another role I had been selling Algorithmic trading solutions and Industry Research reports and financial data to investors like Bankers, Private Equity, Asset Managers, etc.

In the Energy Sector I have worked for a Power Exchange as a Business Developer and Business Analyst and in other work assignments I handled Power Sector participants as clients for Software Products and solutions like information services, Geographical Information solutions (GIS solutions from ESRI – ArcGIS), etc.

So e.g. I understand how the power utility handles clients communications and the analytics involved in retail customer experience as well as their power portfolio requirements.

To sum it all I have a rich working experience from the industry with a good Machine Learning track record. I feel that the combined ‘ANALYTICS + DOMAIN’ experience (and not each individually) is the need of the hour for the success and this is where I excel.

 

 

On the educational side I am a Production Engineer with a strong focus on Statistics, Mathematics and optimisation techniques. Along with that I have cleared a couple of Actuarial Science Papers. Further, I have done projects on optimisation algorithms such as Genetic Algorithms which I have recently used in an Futures Signal Trading setup.

I am open for problem solving quests and working together on interesting projects on Kaggle as well. Feel free to drop a line and we can connect.

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s