Projects per year
Personal profile
Biography
Kais works in the School of Mathematical Sciences at Monash University as Associate Professor and Deputy Head of School
Kais's research areas of interest are:
General theory of stochastic processes. Representation properties for martingales. Markov jump processes. Random walks. Applications of stochastic processes to the modelling of financial markets, population dynamics and biological systems.
Keywords
- Stochastic Processes
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects 2009 2020
Random walks with long memory
Collevecchio, A., Garoni, T., Hamza, K., Cotar, C. & Sidoravicius, V.
Australian Research Council (ARC)
1/01/18 → 31/12/20
Project: Research
RiskLab Projects - Mathematical Sciences
Loeper, G., Hamza, K., Klebaner, F. & Knight, K.
1/01/17 → 31/12/19
Project: Research
Measure-valued analysis of stochastic populations
Klebaner, F., Barbour, A., Hamza, K. & Jagers, P.
Australian Research Council (ARC), Monash University, The University of Melbourne, Chalmers University of Technology
1/01/15 → 30/12/18
Project: Research
Stochastic Populations: Theory and Applications
Klebaner, F., Barbour, A., Hamza, K. & Jagers, P.
Australian Research Council (ARC), The University of Melbourne
3/01/12 → 30/09/15
Project: Research
Research Output 1995 2019
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
Dysfunctional breathing is more frequent in chronic obstructive pulmonary disease than in asthma and in health
Law, N., Ruane, L. E., Low, K., Hamza, K. & Bardin, P. G., 1 Jan 2018, In : Respiratory Physiology and Neurobiology. 247, p. 20-23 4 p.Research output: Contribution to journal › Article › Research › peer-review
Abnormal vocal cord movement in patients with and without airway obstruction and asthma symptoms
Low, K., Ruane, L., Uddin, N., Finlay, P., Lau, K. K., Hamza, K., Holmes, P. W., Hamilton, G. & Bardin, P. G., 1 Feb 2017, In : Clinical and Experimental Allergy. 47, 2, p. 200-207 8 p.Research output: Contribution to journal › Article › Other › peer-review
Bootstrap random walks
Collevecchio, A., Hamza, K. & Shi, M., 1 Jun 2016, In : Stochastic Processes and their Applications. 126, 6, p. 1744-1760 17 p.Research output: Contribution to journal › Article › Research › peer-review