All publications

Research areas and methods of interest in European intraday electricity market research-A systematic literature review
journal Sustainable Energy, Grids and Networks
https://doi.org/10.1016/j.segan.2024.101368
Apr 2024

Conformal Prediction for Stochastic Decision-Making of PV Power in Electricity Markets
conference Power System Computation Conference 2024
https://doi.org/10.48550/arXiv.2403.20149
Mar 2024

Quantifying and Modeling Price Volatility in The Dutch Intraday Electricity Market
working-paper SSRN
http://dx.doi.org/10.2139/ssrn.4668045
Dec 2023

Discovering fraud: can CERN tools accelerate market surveillance
presentation CERN Knowledge Transfer Seminar
https://indico.cern.ch/e/fraud
Jun 2023

Using and Adapting ROOT for High-frequency Financial Market Data
presentation ROOT Users Workshop
https://indico.fnal.gov/event/23628/contributions/240957/
May 2022

A Framework to measure the Impact of Limit Orders on the Quoted Price using Particle Physics Tools
conference NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk
https://research.wur.nl/en/publications/a-framework-to-measure-the-impact-of-limit-orders-on-the-quoted-p
Apr 2022

Unravelling the JPMorgan Spoofing Case Using Particle Physics Visualization Methods
journal European Financial Management
https://doi.org/10.1111/eufm.12353
Jan 2022

The Analysis of High-Frequency Data using ROOT
conference 20th International Workshop on Advanced Computing and Analysis Techniques in Physics Research
https://www.doi.org/10.1088/1742-6596/2438/1/012068
Nov 2021

When two worlds collide: using particle physics tools to visualize the limit order book
journal Journal of Futures Markets
https://doi.org/10.1002/fut.22251
Jul 2021