Henrik Madsen is the Professor and Section Head for Dynamical Systems, Applied Mathematics and Computer Sciences at the Technical University of Denmark in Lyngby (near Copenhagen). His main research interests are related to analysis and modelling of stochastic dynamics systems. This includes signal processing, time series analysis, identification, estimation, grey-box modelling, prediction, optimization and control. The applications are mostly related to Energy Systems, Informatics, Environmental Systems, Bioinformatics, Biostatistics, Process Modelling and Finance.
Henrik has a PhD in Statistics from the Technical University of Denmark in 1986. He was appointed Assoc. Prof. in Statistics in 1986, Assoc. Prof. in 1989, and Professor in Mathematical Statistics with a special focus on Stochastic Dynamical Systems in 1999. In 2017 Henrik was appointed Professor II at NTNU in Trondheim.
Henrik has achieved several awards. In June 2016, he was appointed Knight of the Order of Dannebrog by Her Majesty the Queen of Denmark, and was appointed Doctor HC at Lund University in June 2017.
Henrik has authored or co-authored approximately 500 papers and 12 books. The most recent books are Time Series Analysis (2008); General and Generalized Linear Models (2011); Integrating Renewables in Electricity Markets (2013), and Statistics for Finance (2015).