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franrolotti/README.md

Francisco Rolotti

Quantitative developer & energy economist · PhD candidate at UPV/EHU · Bilbao, Spain

I study how volatility moves between European power markets and publish the tools behind that research as open-source Python. I also build production data and AI products through Zero Sum.

📫 Available for freelance projects, hourly or milestone-based. See Work with me.

Research

Electricity Market Integration under Stress: Volatility Spillovers and the Iberian Exception. Accepted for presentation at CFE-CMStatistics 2026.
Realized (co)variances from hourly ENTSO-E day-ahead prices, MHAR-LASSO dynamics, and Diebold–Yılmaz connectedness via generalized FEVD.

Open source

Project What it does
connectedness · PyPI Diebold–Yılmaz connectedness, realized (semi)covariances, MHAR-LASSO, static & rolling spillover indices
loadcast · Live dashboard Day-ahead electricity load forecasting for Spain, Germany & France: XGBoost vs LSTM vs a from-scratch Transformer, benchmarked against the TSO, with live daily forecasts
entsoe-data-toolkit Download, cache, process and visualize ENTSO-E electricity market data
VoxLab Local-first AI voice lab: multi-character dialogues, voice profiles, audio style presets

Products

  • Forecast: a forecasting SaaS covering ARIMA, gradient boosting, deep learning (N-HiTS, PatchTST) and foundation models (Chronos, TimesFM) on serverless GPUs.
  • Invoice AI: an LLM-based invoice reader that books supplier invoices into an ERP, with human approval.

Stack

Quant & ML: time-series econometrics, realized volatility, HAR/VAR, LASSO, forecasting, deep learning, LLM applications
Engineering: Python, SQL, TypeScript, FastAPI, Django, Next.js, PostgreSQL, Docker, Solidity/Foundry
Domains: EU & Iberian electricity markets, natural gas, commodities

Work with me

I'm open to freelance work, on an hourly basis or as fixed-price milestones: forecasting and time-series models, energy-market data pipelines, quantitative research, and LLM-based data extraction.

LinkedIn · franrolotti1@gmail.com

Pinned Loading

  1. connectedness connectedness Public

    Python package for Diebold–Yilmaz connectedness, realized volatility spillovers and MHAR-LASSO models.

    Python

  2. loadcast loadcast Public

    Day-ahead electricity load forecasting for Spain, Germany & France: XGBoost vs LSTM vs a from-scratch Transformer, benchmarked against the TSO. Live daily forecasts + dashboard.

    Python

  3. entsoe-data-toolkit entsoe-data-toolkit Public

    Python toolkit for downloading, processing, caching, and visualizing ENTSO-E electricity market data.

    Python

  4. VoxLab VoxLab Public

    Local-first AI voice lab: multi-character dialogues, voice profiles and audio style presets (arcade 80s, radio, cyberpunk...)

    Python

  5. pororoca pororoca Public

    Volatility connectedness across the four submarkets of the Brazilian power system — Diebold-Yilmaz on half-hourly DESSEM marginal cost, 2021-2026

    Python