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Dr Matteo Fasiolo

Dr Matteo Fasiolo

Dr Matteo Fasiolo
PhD

Lecturer

Area of research

Generalized additive modelling for electricity demand forecasting

Office GA.17
Fry Building,
Woodland Road, BS8 1UG
(See a map)

+44 (0) 117 42 84872

Summary

I mainly work on Generalized Additive Models, particularly in the context of electricity demand forecasting applications. See https://mfasiolo.github.io for more details.

Biography

I am a statistician working on Generalized Additive Models (GAMs) at the University of Bristol. Broadly, my research aims at developing new statistical methodology and software (mainly R packages) for tackling interesting scientific and industrial problems. The main application I am currently focusing on is electricity demand forecasting, and this part of my work is performed in collaboration with Électricité de France (EDF) R&D and Simon Wood. My other research interests are intractable likelihood and importance sampling. See my personal website for more.  

Keywords

  • Generalized additive models
  • intractable likelihood
  • importance sampling
  • computational statistics

Memberships

Organisations

School of Mathematics

Statistical Science

Recent publications

View complete publications list in the University of Bristol publications system

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