Johann Pfitzinger

We leverage state-of-the-art machine learning / statistical techniques to build industry-scale predictive analytics and forecasting applications for our clients. Uses in FP&A, demand planning, supply chain optimization and other areas.

Financial modeling expert consulting on PE & VC deals, energy / power plant valuation & tariff simulations, project finance, loan securitization, as well as offering financial modeling training courses.

Financial modelling & tariff / PPA modelling for power plants. Broad range of technologies (incl. PV, liquid fuels, battery storage, gas)

Financial modeling for project finance, LBO, VC deals with special emphasis on energy and natural resources.

Research: Regression regularization using a hierarchical group-mean shrinkage estimator, nonlinear dynamic factor models, hierarchical risk parity in semi-active portfolios, network models

Research: Cointegrated Neural Networks, asymmetric equilibrium correction dynamics; Econometrics, Machine Learning; Grade in top 5 of faculty history

Research: Monetary Economics, Effect of QE on corporate funding costs

Research: Effect of tax regime changes on greenfield investment budgets