Projects per year
Personal profile
Biography
Kais works in the School of Mathematics at Monash University as 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
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Self-Interacting Random Walks
Collevecchio, A. (Primary Chief Investigator (PCI)), Garoni, T. (Chief Investigator (CI)) & Hamza, K. (Chief Investigator (CI))
14/02/23 → 13/02/26
Project: Research
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New universality in stochastic systems
Klebaner, F. (Primary Chief Investigator (PCI)), Hamza, K. (Chief Investigator (CI)), Fan, J. Y. (Chief Investigator (CI)), Barbour, A. (Chief Investigator (CI)) & Maslowski, B. (Partner Investigator (PI))
16/08/22 → 15/02/26
Project: Research
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Models for Australian Electricity Derivatives
Klebaner, F. (Primary Chief Investigator (PCI)) & Hamza, K. (Chief Investigator (CI))
ARC - Australian Research Council, Monash University, Australia and New Zealand Banking Group (ANZ)
Project: Research
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Data61 CRP #46 - Risklab Projects - Mathematical Sciences (Hamza) 2020-22
Zhu, Z. (Primary Chief Investigator (PCI)), Guo, I. (Chief Investigator (CI)), Hamza, K. (Chief Investigator (CI)), Klebaner, F. (Chief Investigator (CI)), Lee, G. M. (Chief Investigator (CI)), Dong, W. (Chief Investigator (CI)), Langrene, N. (Chief Investigator (CI)) & Knight, K. (Project Manager)
1/07/20 → 30/06/23
Project: Research
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Benchmarking a Cascading Economic Scenario Generator for Superannuation Application
Hamza, K. (Primary Chief Investigator (PCI)), Zhu, Z. (Chief Investigator (CI)) & Knight, K. (Project Manager)
1/09/19 → 29/02/20
Project: Research
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Problems and Solutions in Stochastic Calculus with Applications
Albin, P., Hamza, K. & Klebaner, F. C., 2025, London UK: World Scientific Publishing. 471 p.Research output: Book/Report › Book › Other › peer-review
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Computed Tomography Imaging of the Larynx for Diagnosis of Vocal Cord Dysfunction
Koh, J. H., Ruane, L., Phyland, D. J., Hamza, K., Fukusho, R., Leahy, E., Avram, A., Yap, G., Lau, K. K. P., MacDonald, M. I., Leong, P., Baxter, M. & Bardin, P., Jan 2023, In: NEJM Evidence. 2, 1, p. 1-9 9 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
Elevated blood lactate in COPD exacerbations associates with adverse clinical outcomes and signals excessive treatment with β2-agonists
MacDonald, M. I., Polkinghorne, K. R., MacDonald, C. J., Leong, P., Hamza, K., Kathriachchige, G., Osadnik, C. R., King, P. T. & Bardin, P. G., Sept 2023, In: Respirology. 28, 9, p. 860-868 9 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access9 Citations (Scopus) -
Vocal cord dysfunction/inducible laryngeal obstruction cannot be diagnosed from symptoms
Yap, G., Ruane, L. E., Hamza, K., Leahy, E., Avram, A., Baxter, M., Koh, J., Bardin, P. G. & Leong, P., 1 Nov 2023, In: ERJ Open Research. 9, 6, 4 p., 00707-2023.Research output: Contribution to journal › Letter › Other › peer-review
Open Access1 Citation (Scopus) -
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
2 Citations (Scopus)
Activities
- 2 Contribution to workshop, seminar, course
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AIM Day: Maths AI and Energy meet Industry @ Monash
Collevecchio, A. (Organiser), Garoni, T. (Organiser), Goodwin, S. (Organiser), Hamza, K. (Organiser) & Wagner, M. (Organiser)
3 Jun 2024Activity: Participating in or organising an event types › Contribution to workshop, seminar, course
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AIM Day: Maths AI and Energy meet Industry @ Monash
Collevecchio, A. (Organiser), Dargaville, R. (Organiser), Garoni, T. (Organiser), Goodwin, S. (Organiser), Hamza, K. (Organiser), Lilley, B. (Organiser), Wagner, M. (Organiser) & Xie, Y. (Organiser)
14 Nov 2024Activity: Participating in or organising an event types › Contribution to workshop, seminar, course