Dr. Leon Peeters

Research on market making Forex, equities, and index futures in a high-frequency/low-latency environment. Research into new trading strategies, optimization of trading strategy parameters, and development of tools to support said research. Liaison between traders and researchers/developers, teaching role towards traders.

Operations research expert for optimizing civil infrastructure maintenance projects to (bridges, galleries, tunnels, highways). Keywords: Markov chains and decision processes, statistical estimation of transition probabilities under imperfect information, linear & integer programming, dynamic programming. Software engineer for implementing the resulting algorithms.

Post-doctoral researcher at the Algorithms, Data Structures, and Applications group of Prof Dr Peter Widmayer. Research focus on railway optimization, with an emphasis on delay management. Taught the courses “Algorithmic Game Theory” and “Web Algorithms”.

Ph.D. thesis “Cyclic Railway Timetable Optimization”, graduate courses on Combinatorial Optimization, Stochastic Operations Research, Randomized Algorithms and Stochastic Programming, Convex Optimization, Operations Research and Finance.

Specialization Operations Research, Optimization, Network Models, Mixed Integer Programming. M.Sc. thesis “Optimization for the Backbone of a GSM network” (in Dutch). Teaching assistant for mathematics courses for Business and Economics students.