Projects

International research grants

  • Investigating Market Microstructure and shOrt-term pRice forecasTing in intrA-day eLectricity markets (IMMORTAL), grant DFG-NCN 2016/23/G/HS4/01005, BEETHOVEN grant scheme, University Duisburg-Essen (Germany) and PWr, 2018-2022
    Principal Investigators: Ruediger Kiesel (Essen), Rafał Weron (Wrocław)
    [budget: 768 300 PLN + 239 000 EUR]
  • Economic and social effects of energy sector reforms on sustainable economic growth, Croatian Science Foundation HRZZ Research Project IP-11-2013, no. 2203, University of Rijeka (Croatia) and PWr, 2014-2018
    Principal Investigator: Nela Vlahinic
    Partner Investigator: Rafał Weron
    [budget: 548 400 HRK]
  • European research Centre of Network intelliGence for INnovation Enhancement – ENGINE, 7th Framework Programme FP7-REGPOT-2012-2013-1, grant agreement ID: 316097, W8 PWr (coordinator), 2013-2016
    Coordinator: Przemysław Kazienko
    Investigators (among others): Adam Kasperski, Rafał Weron
    [budget: 4 731 186 EUR]
  • Managing the risk of price spikes, dependences and contagion effects in Australian electricity markets, Australian Research Council (ARC) Discovery Project DP1096326 Macquarie University (Sydney), Queensland University of Technology (Brisbane) and PWr, 2010-2012
    Principal Investigator: Stefan Trueck
    Partner Investigator: Rafał Weron
    [budget: 170 000 AUD]

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National research grants

  • Decision support for participants of the electricity market: point and probabilistic forecasting with the use of simulation methods and statistical learning, DIAMOND GRANT 0027/DIA/2020/49 MNiSW, W8 PWr, Wrocław, 2020-2024
    Principal Investigator: Weronika Nitka
    Research Supervisor: Rafał Weron
    [budget: 180 000 PLN]
  • Loss function in forecasting models and the financial result of an energy company, DIAMOND GRANT 0009/DIA/2020/49 MNiSW, W8 PWr, Wrocław, 2020-2024
    Principal Investigator: Tomasz Serafin
    Research Supervisor: Rafał Weron
    [budget: 180 000 PLN]
  • Deep learning in point, probabilistic and ensemble forecasting of electricity prices, DIAMOND GRANT 0219/DIA/2019/48 MNiSW, W8 PWr, Wrocław, 2019-2023
    Principal Investigator: Grzegorz Marcjasz
    Research Supervisor: Rafał Weron
    [budget: 177 775 PLN]
  • Forecasting wholesale electricity prices for risk management purposes: Using regularization and forecast averaging, DIAMOND GRANT 0199/DIA/2019/48 MNiSW, W8 PWr, Wrocław, 2019-2023
    Principal Investigator: Bartosz Uniejewski
    Research Supervisor: Rafał Weron
    [budget: 180 000 PLN]
  • Crossing Frontiers in electricity prIce forecasTing (CrossFIT), grant NCN 2018/30/A/HS4/00444, MAESTRO grant scheme, W8 PWr, Wrocław, 2019-2024
    Principal Investigator: Rafał Weron
    [budget: 2 961 200 PLN]
  • Probabilistic forecasting of electricity prices and demand for risk management purposes, grant NCN 2015/17/B/HS4/00334, OPUS grant scheme, W8 PWr, Wrocław, 2016-2019
    Principal Investigator: Rafał Weron
    [budget: 398 400 PLN]
  • Economic consequences of consumer opinion formation and decision making: Agent-based modeling of innovation diffusion, grant NCN 2013/11/B/HS4/01061, OPUS grant scheme, W8 PWr, Wrocław, 2014-2017
    Principal Investigator: Rafał Weron
    Investigators (among others): Grzegorz Chodak, Anna Kowalska-Pyzalska, Katarzyna Maciejowska
    [budget: 499 700 PLN]
  • Averaging forecasts of wholesale electricity prices, grant NCN 2013/11/N/HS4/03649, PRELUDIUM grant scheme, W8 PWr, Wrocław, 2014-2016
    Principal Investigator: Jakub Nowotarski
    Research Supervisor: Rafał Weron
    [budget: 115 500 PLN]
  • The analysis and modelling of visual data processing in human – machine interaction, grant NCN 2011/03/B/ST8/06238, OPUS grant scheme, W8 PWr, Wrocław, 2012-2015.
    Principal Investigator: Jerzy Grobelny
    Senior Investigator: Rafał Weron
    [budget: 195 390 PLN]
  • A study on portfolio optimization in different time horizons using multivariate econometric models, evolutionary techniques and artificial intelligence, DIAMOND GRANT 0178/DIA/2012/41 MNiSW, W8 PWr, Wrocław, 2012-2015
    Principal Investigator: Paweł Maryniak
    Research Supervisor: Rafał Weron
    [budget: 142 221 PLN]
  • Simple spin models in applications to social and commercial marketing, grant NCN 2011/01/B/ST3/00727, OPUS grant scheme, IFT UWr, Wrocław, 2011-2014
    Principal Investigator: Katarzyna Sznajd-Weron
    Senior Investigator: Rafał Weron
    [budget: 248 100 PLN]
  • Modeling and forecasting wholesale electricity prices using regime-switching models, grant NCN 2011/01/B/HS4/01077, OPUS grant scheme, W8 PWr, Wrocław, 2011-2014
    Principal Investigator: Rafał Weron
    Investigators (among others): Katarzyna Maciejowska, Jakub Nowotarski
    [budget: 329 600 PLN]
  • Detectors and sensors for measuring factors hazardous to the environment - modeling and monitoring of threats, Task 10, European Regional Development Fund project POIG.01.03.01-02-002/08, W4 PWr, Wrocław, 2009-2012
    Principal Investigator: Tadeusz Więckowski
    Investigators (among others): Krzysztof Burnecki, Marcin Magdziarz, Rafał Weron
    [budget: 27 479 609 PLN]
  • Mathematical methods in the analysis of financial markets and instruments in Poland, Commissioned Grant PBZ-KBN 016/P03/99, Institute of Mathematics of the Polish Academy of Sciences (IM PAN), Warszawa, 2001-2004
    Principal Investigator: Marek Rutkowski
    Senior Investigators (among others): Rafał Weron
    [budget: 3 349 420 PLN]

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Industry projects

  • R&D activities for TAURON Ekoenergia under project POIR.01.02.00-00-0221/16 Development of a platform allowing for aggregation of production and regulatory potential of dispersed renewable energy sources and energy storage, and selected categories of controllable loads, W5 and W8 PWr, Wrocław, 2017-2020
    Principal Investigators: Tomasz Sikorski (W5), Rafał Weron (W8)
    [budget: 1 599 390 PLN]

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