Projects
International research grants
Raise excellence in R&S&I in HEI for widening countries (Unite.WIDENING), grant ID 101136765, 🇪🇺 HORIZON-WIDERA-2023-ACCESS-03 grant scheme, Universidade de Lisboa (Coordinator), PWr, Politecnico di Torino, TU Graz, TU Darmstadt, INP Grenoble, Universitat Politecnica de Catalunya, Aalto University, KTH Royal Institute of Technology, 2024-2028
"Top grade researcher"-class investigator (among others): Rafał Weron
[budget: 1 506 795 EUR (PWr), 4 998 467 EUR (Total)]- PRobabilistic mid- and long-term prIce fORecasting In electriciTY markets (PRIORITY), grant DFG-NCN 2021/43/I/HS4/02578, OPUS LAP grant scheme, University Duisburg-Essen (Germany 🇩🇪) and PWr, 2023-2027
Principal Investigators: Rafał Weron (Wrocław), Florian Ziel (Essen)
[budget: 922 200 PLN + 416 000 EUR] - 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, 2018-2023
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]
National research grants
- Temporal Hierarchies for electricity pRIce ForecasTing (THRIFT), grant NCN 2025/57/B/HS4/02413, OPUS grant scheme, W8 PWr, Wrocław, 2026-2030
Principal Investigator: Rafał Weron
[budget: 999 180 PLN] - Probabilistic predictions as inputs to statistical learning models: Price forecasting and decision support in markets for electricity, grant NCN 2023/49/N/HS4/02741, PRELUDIUM grant scheme, W8 PWr, Wrocław, 2024-2027
Principal Investigator: Bartosz Uniejewski
Research Supervisor: Rafał Weron
[budget: 113 460 PLN] - 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, 2019-2026
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]
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]