1995 …2021
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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

Research Output 1995 2019

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

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

Low and High Blood Eosinophil Counts as Biomarkers in Hospitalized Acute Exacerbations of COPD

MacDonald, M. I., Osadnik, C. R., Bulfin, L., Hamza, K., Leong, P., Wong, A., King, P. T. & Bardin, P. G., 1 Jul 2019, In : Chest. 156, 1, p. 92-100 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Multidisciplinary team clinic for vocal cord dysfunction directs therapy and significantly reduces healthcare utilization

Baxter, M., Ruane, L., Phyland, D., Leahy, E., Heke, E., Lau, K. K., Low, K., Hamza, K., MacDonald, M. & Bardin, P. G., 1 Aug 2019, In : Respirology. 24, 8, p. 758-764 7 p.

Research output: Contribution to journalArticleResearchpeer-review