Projects per year
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
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects
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
Benchmarking a Cascading Economic Scenario Generator for Superannuation Application
Hamza, K., Zhu, Z. & Knight, K.
1/09/19 → 29/02/20
Project: Research
RiskLab Projects - Mathematical Sciences
Loeper, G., Hamza, K., Klebaner, F. & Knight, K.
1/01/17 → 31/12/19
Project: Research
Measure-valued analysis of stochastic populations
Klebaner, F., Barbour, A., Hamza, K. & Jagers, P.
Australian Research Council (ARC), Monash University, University of Melbourne, Chalmers University of Technology
1/07/15 → 30/12/18
Project: Research
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 journal › Article › Research › peer-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 journal › Letter › Other › peer-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 journal › Article › Research › peer-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 journal › Article › Research › peer-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 journal › Article › Research › peer-review
2
Citations
(Scopus)