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 1997 2018

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: Research - peer-reviewArticle

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: Research - peer-reviewArticle

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: Research - peer-reviewArticle

On the establishment, persistence, and inevitable extinction of populations

Hamza, K., Jagers, P. & Klebaner, F. C. 2016 In : Journal of Mathematical Biology. 72, 4, p. 797-820 24 p.

Research output: Research - peer-reviewArticle

The Effects of Liquidity on Multi-period Portfolio Selection: A Case Study of American Sector ETFs

Zhang, R., Langrené, N., Tian, Y., Zhu, Z., Klebaner, F. C. & Hamza, K. 2016 Proceedings of 4th Annual International Conference on Operations Research and Statistics. Ganikhodjaev, N. (ed.). Singapore: Global Science and Technology Forum, p. 75-83 9 p.

Research output: Research - peer-reviewConference Paper