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I’m Simone, a Data Scientist from Italy working in the energy sector. I am deeply passionate about energy, finance, and quantitative modeling.

What I’m Working On:

Data Scientist at Psaier Energies: I work in the energy trading department, where my main tasks include:

  • Developing and monitoring models for Italian energy market forecasts and analysis.
  • Migrating legacy data processes from on-premises to Azure.
  • Analyzing data using Python and SQL.
  • Creating Power BI dashboards for real-time monitoring and decision-making in energy trading.

What I’ve Recently Done:

  • University Thesis: Developed a Python program to integrate knowledge from various machine learning models to predict and understand engine failures for a leading automotive company.
  • Project Work at Big Data Lab: Utilized advanced machine learning techniques for multivariate anomaly detection of time series data obtained from server logs, which were properly preprocessed.
  • University Project: Collaborated with colleagues to develop an early warning system using Support Vector Machine and Multi-Layer Perceptron models to prevent defaults in Italian municipalities.

Thank you for visiting! Feel free to contact me. Many parts are still a work in progress. Enjoy your browsing!

Divulgation Projects: [looking for collaborators]

Data Science Algorithms

 explained in details with math and Numpy

The Plan:

  • Regression Methods (OLS,Logistic,Ridge,Lasso…)
  • Classification (Decision Trees, SVM, KNN…)
  • Clustering (K-means, DBScan, SOM…)

Time Series Analysis

 From ARMA to modern techniques

The plan:

  • Classical Methods (ARIMA,VAR,Garch,Dynamic Factor Models)
  • Complex Methods (XGBoost,LightGBM,Random Forest)
  • Deep Learning (RNN,LSTM,Tranformer)
  • Modern Libraries (Prophet,Greykite,Orbit,Merlion)

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