19952020

Research output per year

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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.

Research area keywords

  • Stochastic Processes

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Projects

Research Output

Convergence of the age structure of general schemes of population processes

Fan, J. Y., Hamza, K., Jagers, P. & Klebaner, F., 1 Jan 2020, In : Bernoulli. 26, 2, p. 893-926 34 p.

Research output: Contribution to journalArticleResearchpeer-review

Inspiratory vocal cord closure in chronic obstructive pulmonary disease

Leong, P., Ruane, L. E., Phyland, D., Koh, J., MacDonald, M. I., Baxter, M., Lau, K. K., Hamza, K. & Bardin, P. G., 1 Apr 2020, In : European Respiratory Journal. 55, 4, 3 p., 1901466.

Research output: Contribution to journalLetterOtherpeer-review

A 60-Myr record of continental back-arc differentiation through cyclic melting

Wolfram, L. C., Weinberg, R. F., Nebel, O., Hamza, K., Hasalová, P., Míková, J. & Becchio, R., 1 Jan 2019, In : Nature Geoscience. 12, p. 215-219 5 p.

Research output: Contribution to journalArticleResearchpeer-review

9 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 journalArticleResearchpeer-review

Open Access
File

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

2 Citations (Scopus)