19952020
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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

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Projects 2009 2020

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 journalArticleResearchpeer-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 journalArticleResearchpeer-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 journalArticleResearchpeer-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 journalArticleOtherpeer-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 journalArticleResearchpeer-review