Andreas Mørk Jensen
ENDA
Andreas Mørk Jensen

Andreas Mørk Jensen

MSc Economics student, Aarhus University

Energy markets · Electricity price forecasting · Quantitative finance

Open to student positions · 8–22 hours/week · Aarhus, Silkeborg, Randers, Skanderborg and in between · own car
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About

I'm a first-semester MSc Economics student at Aarhus University with a quantitative focus. My bachelor's thesis benchmarked twelve forecasting models on hourly electricity prices across six European bidding zones, and in my spare time I'm forecasting the Italian power market. I work systematically with data: testing assumptions, comparing models and trusting what I can document. Before university I ran a restaurant kitchen as head chef, so I'm used to making decisions quickly and keeping an overview when the pace is high.

Projects

Bachelor's thesis · Aarhus University · 2026 · Grade 10

Electricity Price Forecasting in the Era of Foundation Models

A head-to-head benchmark of classical econometrics, machine learning and zero-shot foundation models for forecasting day-ahead electricity prices, on hourly data from 2020–2024 across six European bidding zones.

  • 12 models benchmarked, from seasonal naïve and SARIMAX to CatBoost, NHITS, TimeGPT, Chronos, TimesFM and Lag-Llama
  • Full dataset built from APIs (ENTSO-E, yfinance) with a Python/pandas pipeline that respects the 12:00 gate closure
  • CatBoost cut forecast error (RMSE) by about 43% compared with the best classical model in Germany
  • Energy
  • Python
  • Time series
  • Machine learning
Read the case study →

Personal project

Ongoing

Structural forecasting of Italian electricity prices

Replicating and extending Ciarreta, Martinez & Nasirov (2023) on Italian day-ahead market data (GME/MGP), including an XML data pipeline validated against GME's published figures.

  • Energy
  • Python
  • Replication

Education

  1. MSc in Economics (cand.oecon.)

    2026 – present

    Aarhus University, Aarhus BSS

    Quantitative focus. Current courses:

    • Financial Engineering
    • Financial Econometrics
    • Machine Learning Methods in Empirical Economics

  2. BSc in Economics

    2023 – 2026

    Aarhus University, Aarhus BSS

    Bachelor's thesis graded 10. Relevant courses:

    • Quantitative Financial Economics
    • Programming in Quantitative Economics
    • Econometrics I
    • Financial Economics

  3. Mathematics upgrade from level C to A

    2016 – 2017

    VUC Kolding

  4. Upper secondary school (HHX, business)

    2012 – 2015

    Campus Vejle

Experience

  1. Sales Assistant

    2022 – present

    IKEA Aarhus

    Full-time from 2022, part-time student job since 2023.

    • Simple sales forecasting with IKEA's internal tools
    • Reporting and analysis in Power BI
    • Sales area management and stock control
    • Customer advice and service

  2. Head Chef

    2018 – 2021

    Flammen, Horsens

    • Led and trained a young kitchen team, including onboarding of new staff
    • Purchasing, inventory control and quality and hygiene compliance
    • Took part in operational decisions; opened and closed the restaurant

Earlier: Chef at Victors Madhus, Aalborg (2016–2018) · Freelance translation and web development for international clients (2015–2017)

Skills

Advanced
R
Proficient
Python (pandas, time-series and ML models)
Working knowledge
SQL · MATLAB · Power BI · C++ (coursework)
Languages
Danish (native) · English (fluent)
Other
Driving licence (B)

Contact

The quickest way to reach me is by email. I'm happy to send references or the full thesis on request.

andreas@andreasmoerk.comLinkedIn