Electricity Market Intelligence & Price Forecasting
A unified electricity market intelligence cockpit for European wholesale power markets, ingesting live data from OKTE, ENTSO-E, and HUPX, tracking DAM prices, cross-border flows, and volatility in real time. Multi-model ML forecast ensembles, including ridge regression, seasonal decomposition, kernel methods, and time-series predictive neural networks, deliver price predictions with confidence bands across short and medium horizons. Models are trained on both publicly available market resources and our own continuously growing proprietary time-series dataset collected from live market feeds, enabling the system to improve its forecasting accuracy over time. Built to replace scattered manual monitoring with a single decision-oriented environment for trading, risk, and portfolio management. Active research and continuous improvement.
- Live ingestion from OKTE, ENTSO-E, HUPX
- DAM price forecasting with ML ensembles & confidence bands
- Time-series predictive neural networks for price modelling
- Cross-border flow and spread analytics (SK-HU and beyond)
- Volatility modelling for trading & risk assessment
- Unified cockpit replacing manual multi-site monitoring
#energy#forecasting#time-series#ml-ensemble#electricity-market#trading#risk