Projects per year
Network
Recent external collaboration on country level. Dive into details by clicking on the dots or
Profiles
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Hasan Fallahgoul
- School of Mathematics - Senior Lecturer
- Centre for Quantitative Finance and Investment Strategies
- Monash Data Futures Institute
Person: Academic, Research
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Kais Hamza
- School of Mathematics - Associate Professor
- Centre for Quantitative Finance and Investment Strategies
Person: Academic, Research
Projects
- 2 Active
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Data61 CRP #46 - Risklab Projects - Mathematical Sciences (Hamza) 2020-22
Zhu, Z., Guo, I., Hamza, K., Klebaner, F., Lee, G., Dong, W., Langrené, N. & Knight, K.
1/07/20 → 30/06/23
Project: Research
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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
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Modelling tail risk with tempered stable distributions: an overview
Fallahgoul, H. & Loeper, G., Apr 2021, In : Annals of Operations Research. 299, 1-2, p. 1253-1280 28 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access2 Citations (Scopus) -
A deterministic walk on the randomly oriented Manhattan lattice
Collevecchio, A., Hamza, K. & Tournier, L., 1 Jan 2019, In : Electronic Journal of Probability. 24, 20 p., 137.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile -
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
Press / Media
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Alessio Figalli's Fields Medal and Optimal Transport
28/08/18
1 Media contribution
Press/Media: Expert Comment