Péter Juhász, PhD

Péter Juhász, PhD

Quantitative Researcher

Aarhus University

Profile

Quantitative researcher with a PhD in Mathematics, combining expertise in stochastic modeling, statistical inference, and machine learning with industrial experience in developing predictive systems. Experienced in large-scale time-series analysis, uncertainty quantification, and rigorous model validation, with strong Python/C++ skills and a proven track record of translating research into production software. Currently developing intraday electricity-price models and stochastic-control methods for optimal liquidation at Aarhus University, in collaboration with an energy trading firm.

Education

PhD in Mathematics

2022-11-01
2025-10-31

Aarhus University

MBA in Finance

2019-09-01
2021-06-30

Budapest University of Technology and Economics

MSc in Physics

2013-09-01
2016-06-30

Budapest University of Technology and Economics

BSc in Physics

2010-09-01
2013-06-30

Budapest University of Technology and Economics

Interests

Stochastic Modeling Forecasting Algorithm Design Python & Data Analytics
Skills
Modeling
Stochastic Modeling
Probability
Data Analysis
Programming
Python
C++
Git
SQL
Languages
100%
Hungarian Native (mother tongue)
100%
English Fluent — full professional proficiency
100%
German Beginner

Professional Experience

Quantitative Researcher in Energy Markets and Algorithmic Trading

Aros Commodities & Aarhus University, Denmark

  • Developed stochastic models of high-frequency intraday electricity prices for optimal liquidation.
  • Modeled market microstructure and auction effects using Hawkes processes and empirically calibrated jump distributions, including auction-related price drops and recovery.
  • Built memory-efficient Python tools for large-scale quote analysis, maximum-likelihood estimation, and out-of-sample evaluation.
  • Developed stochastic-control methods using Hamilton–Jacobi–Bellman equations to study liquidation under price uncertainty and execution costs.

PhD Researcher in Mathematics

Aarhus University

  • Developed stochastic models and established limit theorems describing the distributional and asymptotic behavior of dynamic networks and higher-order interactions.
  • Designed statistical tests to evaluate model assumptions and predictions against empirical network data.
  • Built high-performance Monte Carlo simulations in Python and C++ to investigate finite-sample behavior, validate theoretical results, and quantify uncertainty.
  • Presented research at international conferences in probability, stochastic modeling, and data analysis.
  • Taught advanced probability, data analysis, and differential equations to mathematics and data-science students.

Machine Learning Researcher & Software Architect in Automated Driving

Bosch Group Hungary

  • Patented a Gaussian regression-based trajectory prediction model, improving predictive accuracy by 3× and uncertainty calibration by 10× over production baselines.
  • Built stochastic forecasting and uncertainty quantification models in Python for safety-critical, real-time decision-making in automated driving.
  • Translated Python prototypes into scalable C++ systems with explicit reliability criteria.
  • Analyzed more than 20,000 hours of driving data and designed large-scale validation experiments to evaluate model assumptions, predictive accuracy, and uncertainty calibration.
  • Led a team of 11 developing, validating, and integrating environment prediction models for automated driving as a technical lead.
  • Oversaw 2 teams in the integration of driver monitoring systems.

Software Engineer in Performance Analytics

Ericsson Telecommunications Hungary

  • Optimized load-balancing strategies by analyzing performance and response-time distributions of large-scale distributed systems.
  • Designed and implemented performance-critical algorithms for high-throughput network routing systems.
  • Coordinated a team of 8 as a deputy of the product owner.

Education

PhD in Mathematics

Aarhus University

Thesis: Stochastic Models of Higher-Order Networks

MBA in Finance

Budapest University of Technology and Economics

Thesis: Machine Learning Prediction of What Makes a Meme Viral

MSc in Physics

Budapest University of Technology and Economics

Thesis: Bayesian Identification of Bitcoin Users

BSc in Physics

Budapest University of Technology and Economics

Thesis: Finite Element Method Plasma Simulation of CMH Lamps
Research & Projects
Stylized electricity infrastructure with luminous stepwise price trajectories.

Ongoing research · Aarhus University & Aros Commodities

Intraday Electricity Prices and Optimal Liquidation

Developed pure-jump models of intraday electricity prices, combining Hawkes processes, auction effects, and calibrated jump distributions. Used high-frequency quote analysis and stochastic control to study optimal liquidation.

Stylized car with possible future paths spreading into a translucent uncertainty ribbon.

Industrial research · Bosch

Probabilistic Trajectory Prediction

Developed Gaussian regression models to predict road users’ trajectories and quantify uncertainty. Connected Python prototyping, C++ implementation, and empirical validation in safety-critical automated-driving systems.

Publications
Random connection hypergraphs

Random connection hypergraphs

Morten Brun, Christian Hirsch, Péter Juhász, Moritz Otto

Stoch. Models, 42(3), 345–387 · 2026

In this paper, we introduce a novel model for random hypergraphs based on weighted random connection models. In accordance to the standard theory for hypergraphs, this model is constructed from a bipartite graph. In our stochastic model, both vertex sets of …

Patents
Method and apparatus for processing data associated with at least one ultrasonic sensor

Method and apparatus for processing data associated with at least one ultrasonic sensor

Georg Rempfer, István Reményi, Judit R. Glavinics, Krisztián Benyuska, Michael Schumann, Péter Pozsegovics, Péter Lakatos, Péter Juhász, Thomas Geller, Zoltán Borbély

Google Patents · 2025

A method for processing data associated with at least one ultrasonic sensor. The method includes receiving at least one signal characterizing at least a portion of a transmitted ultrasonic signal, determining, based on the at least one signal, a …

Awards, Grants
Individual Travel Grant for Presenting a Talk at GPSD 2025
European Mathematical Society ∙ March 2025
500 EUR Random Connection Hypergraphs
Academic Mobility Grant for International Exchange
Aarhus University ∙ October 2024
20 000 DKK Evolving Stochastic Network Models
PhD Fellowship Grant – DDSA-PhD-2022-008
Danish Data Science Academy ∙ November 2022
1 890 000 DKK Stochastic Models of Higher-Order Networks
Excellence Award for Outstanding Thesis and Diploma Work
Hungarian National Bank ∙ September 2020
350 000 HUF Digitalization, Artificial Intelligence, and the Age of Data – What Makes a Meme Viral?
Erasmus+ Scholarship
Technische Universiteit Delft ∙ September 2015
3000 EUR Erasmus+ Scholarship for Academic Excellence
Additional Qualifications
Events
Teaching
Research Software & Resources

Contact

Visit Us

118 Ny Munkegade

Aarhus C, Central Jutland

8000 Denmark DK

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