Kais Hamza — Monash University

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EmailKais.Hamzamonashedu

Research activity per year

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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.

Expertise related to UN Sustainable Development Goals

In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):

Research area keywords

Stochastic Processes

1 Not started
3 Active
6 Finished

Self-Interacting Random Walks
Collevecchio, A., Garoni, T. & Hamza, K.
1/01/23 → 31/12/25
Project: Research
New universality in stochastic systems
Klebaner, F., Hamza, K., Fan, J. Y., Barbour, A. & Maslowski, B.
16/08/22 → 15/08/25
Project: Research
Data61 CRP #46 - Risklab Projects - Mathematical Sciences (Hamza) 2020-22
Zhu, Z., Guo, I., Hamza, K., Klebaner, F., Lee, G., Dong, W., Langrené, N. & Knight, K.
1/07/20 → 30/06/23
Project: Research
Models for Australian Electricity Derivatives
Klebaner, F. & Hamza, K.
Australian Research Council (ARC), Monash University, Australia and New Zealand Banking Group (ANZ)
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

58 Article
5 Conference Paper
4 Letter

Expectation of local times and the Dupire formula
Hamza, K. & Klebaner, F. C., Aug 2022, In: Stochastic Processes and their Applications. 150, p. 782-787 6 p.
Research output: Contribution to journal › Article › Research › peer-review
Limit theorems and ergodicity for general bootstrap random walks^*
Collevecchio, A., Hamza, K., Shi, M. & Williams, R. J., 2022, In: Electronic Journal of Probability. 27, 22 p., 92.
Research output: Contribution to journal › Article › Research › peer-review

Open Access
Right ventricular end-diastolic volume and outcomes in exacerbations of COPD
Leong, P., Osadnik, C. R., King, P. T., MacDonald, M. I., Ko, B. S., Lau, K. K., Joosten, S. A., Kathriachchige, G., Chua, A., Hamza, K., Kuganesan, A., Troupis, J. M. & Bardin, P. G., Jan 2022, In: Respirology. 27, 1, p. 56-65 10 p.
Research output: Contribution to journal › Article › Research › peer-review

Open Access

4 Citations (Scopus)
Aspiration and severe exacerbations in COPD: A prospective study
Cvejic, L., Guiney, N., Nicholson, T., Lau, K. K., Finlay, P., Hamza, K., Osadnik, C., Leong, P., Macdonald, M., King, P. T. & Bardin, P. G., Jan 2021, In: ERJ Open Research. 7, 1, p. 1-9 9 p., 00735-2020.
Research output: Contribution to journal › Article › Research › peer-review

Open Access

4 Citations (Scopus)
Long range one-cookie random walk with positive speed
Collevecchio, A., Hamza, K. & Nguyen, T. M., Dec 2021, In: Stochastic Processes and their Applications. 142, p. 462-478 17 p.
Research output: Contribution to journal › Article › Research › peer-review

1 Citation (Scopus)