Kais Hamza

Assoc Professor

Associate Professor, Sch of Mathematics
Ctr for Quanti Fin & Invest Strategies

EmailKais.Hamza@monash.edu

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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 2021

1 Not started
2 Active
3 Finished

Random walks with long memory

Collevecchio, A., Garoni, T., Hamza, K., Cotar, C. & Sidoravicius, V.

Australian Research Council (ARC)

1/05/18 → 1/05/21

Project: Research

RiskLab Projects - Mathematical Sciences

Loeper, G., Hamza, K., Klebaner, F. & Knight, K.

1/01/17 → 31/12/19

Project: Research

Models for Australian Electricity Derivatives

Klebaner, F. & Hamza, K.

Australian Research Council (ARC), Monash University, ANZ Investment Bank

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

1/07/15 → 30/12/18

Project: Research

Stochastic Populations: Theory and Applications

Klebaner, F., Barbour, A. P., Hamza, K. & Jagers, P.

Australian Research Council (ARC), The University of Melbourne

3/01/12 → 30/09/15

Project: Research