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Kais Hamza
- School of Mathematics - Associate Professor
- Centre for Quantitative Finance and Investment Strategies
Person: Academic, Research
Projects 2019 2021
- 1 Active
Development of efficient computational techniques for convection-diffusion-reaction type problems in econophysics
Mishra, C., Mishra, M., Loeper, G. & Guo, I.
25/06/19 → 24/06/21
Project: Research
Research Output 2016 2019
Challenging the robustness of optimal portfolio investment with moving average-based strategies
Bel Hadj Ayed, A., Loeper, G. & Abergel, F., 2019, In : Quantitative Finance. 19, 1, p. 123–135 13 p.Research output: Contribution to journal › Article › Research › peer-review
2
Citations
(Scopus)
Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach
Zhang, R., Langrené, N., Tian, Y., Zhu, Z., Klebaner, F. & Hamza, K., 2019, In : Quantitative Finance. 19, 3, p. 519-532 14 p.Research output: Contribution to journal › Article › Research › peer-review
Invariance principle for biased bootstrap random walks
Collevecchio, A., Hamza, K. & Liu, Y., Mar 2019, In : Stochastic Processes and their Applications. 129, 3, p. 860-877 18 p.Research output: Contribution to journal › Article › Research › peer-review
Press / Media
Alessio Figalli's Fields Medal and Optimal Transport
28/08/18
1 Media contribution
Press/Media: Expert Comment