Main
Jonathan Berrisch
I specialized in econometrics for energy forecasting and am well-versed in R, C++, and Python. I currently work in academia between statistics and information technology. I research probabilistic forecasting and maintain a growing IT infrastructure with databases. I also actively contribute to open-source projects and disseminate knowledge by creating beautiful visualizations.
Education
PhD. Candidate, Econometrics
University of Duisburg Essen
Essen
Current - 2020
- Probabilistic forecasting in energy markets
M.Sc., Economics
University of Duisburg Essen
Essen
2020 - 2017
- Focused on Econometrics
- Gathered experience in R, Python and Git
- Graduated with Distinction: 1.2
B.Sc. Economics and Business Administration
FernUniversität in Hagen
Remote
2017 - 2013
- Focused on Monetary Policy and Quantitative Economics
- Final Grade: 1.7
Software Projects
rolch
A Python Package for Online Distributional Regression
N/A
2024
- Provides online estimation of models for distributional regression, respectively, models for conditional heteroskedastic data.
- Uses numba just in time compilation to improve performance.
rcpptimer
An R package for Benchmarking C++ Code
N/A
2024
- Provides bindings for cpptimer, a tic-toc class for timing C++ code
- Supports nested and overlapping timers and OpenMP parallelism
- Bridges the gap between R and C++ by offering a simple and efficient solution for timing code within the Rcpp ecosystem
profoc
An R Package for Probabilistic Forecast Combination
N/A
2021
- An R package to combine probabilistic forecasts using the CRPS learning algorithm introduced in Berrisch, Ziel, 2023
- The main algorithms are implemented in C++
- Bindings to R are realized using Rcpp
Research Experience
Research Assistant
University of Duisburg Essen
Essen
Current - 2020
- Chair of Environmental Economics and Renewable Energies Prof. Dr. Ziel
- Development and maintenance of Energymarket databases (MySQL, R, Python, Docker), which are used within and outside our department.
- Maintenance of the IT infrastructure (Arch, NixOS, Ubuntu)
Research Aide
University of Duisburg Essen
Essen
2019 - 2018
- Chair of Econometrics: Prof. Dr. Christoph Hanck
- Working with R, Latex, Git, SQL
- First teaching experience
Industry Experience
I gathered industry experience early by studying the bachelors to moonlight.
Masters Degree Candidate
RWE Supply and Trading GmbH
Essen
2020 - 2020
- Developing forecasting models for European natural gas prices
- Working with Python, Tensorflow, SQL, Git
- Published sstudentt
Customer Service Representative
Stadtsparkasse Duesseldorf
Duesseldorf
2015 - 2014
Banking Apprentice
Stadtsparkasse Duesseldorf
Duesseldorf
2014 - 2012
Publications
Modeling volatility and dependence of European carbon and energy prices
J. Berrisch, S. Pappert, A. Arsova, F. Ziel - Finance Research Letters
N/A
2023
High-resolution peak demand estimation using generalized additive models and deep neural networks
J. Berrisch, F. Ziel - Energy and AI
N/A
2023
Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices
J. Berrisch, F. Ziel - International Journal of Forecasting
N/A
2023
Distributional modeling and forecasting of natural gas prices
J. Berrisch, F. Ziel - Journal of Forecasting
N/A
2022
Conferences and Workshops
I like exchanging ideas, connecting with people and shaping the future.
useR! — International R User Conference
Speaker
Salzburg, Austria
2024
International Symposium on Forecasting
Speaker
Dijon, France
2024
Strommarkttreffen
Speaker
Berlin
2024
International Ruhr Energy Conference (INREC)
Speaker
Essen
2023
Statistische Woche 2023
Speaker
Dortmund
2023
ECMI 2023 Conference
Speaker
Wrocław, Poland
2023
Smart4RES Final Conference
Participant
Paris, France
2023
International Symposium on Forecasting
Speaker
Oxford
2022
- Best Student Presentation Award
UseR! 2022 Conference
Speaker
Remote
2022
International Conference on Computational Finance 2022
Speaker
Wuppertal
2022
International Symposium on Forecasting
Speaker
Remote
2021
International Symposium on Forecasting
Speaker
Remote
2020
International Ruhr Energy Conference (INREC)
Speaker
Remote
2020
The 18th summer workshop: “European monetary policy in practice”
Deutsche Bundesbank
Eltville am Rhein
2018
Voluntary
I’m excited about connecting the dots and putting technology to good use.
Member of the Faculty Council
University of Duisburg Essen
Essen
Current - 2024
- Faculty of Business Administration and Economics
Member of the Executive Board
/dev/tal e.V. Hackerspace
Wuppertal
Current - 2023
Member of the Student Parliament
University of Duisburg Essen
Essen
2022 - 2020
- Member of the Presidium (2020 - 2021)
Committees
University of Duisburg Essen
Essen
2020 - 2019
- Evaluation committee for Jun. Prof. Dr. Ziel (Student Member)
- Evaluation committee for Jun. Prof. Dr. Beck (Student Member)
- Appointments committee for a new proffessorship in economics esp. public finance (Student Member)
Mentor
University of Duisburg Essen
Essen
2018
- Supporting the elementary students of M.Sc. Economics
Mentor
University of Duisburg Essen
Essen
2018
- Supporting the elementary students of M.Sc. Economics
Interests
Working in IT and spending time in a hackerspace is a perfect match.
Cooking
Pad-Thai, Sourdough Bread, Lasagne, Cookies, etc.
N/A
N/A
Cycling
In everyday life and on vacation
N/A
N/A
Information Technology
At Home, at the Hackspace, etc.
N/A
N/A
- Self-Hosting: Tandoor, Home Assistant, Wanderer
- Building a Voron 2.4
- Fiddling around with hardware and software