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researcher

K. Hamza

26 papers hereh-index 14667 citations67 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author7
  • middle author11
  • last author7

Across the 25 of 26 papers where every author was matched, so the position is known.

fields
  • math.PR17
  • q-fin.PM3
  • math.ST2
  • q-fin.PR2
  • econ.TH1
  • q-bio.PE1

identity via Semantic Scholar / OpenAlex

activity
20052026
most citedDynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach

24 citations · 59 across the 23 of their papers we have counts for

collaborators
Showing 2019 · math.PRShow all

3 papers · 2 filters

math.PR2019

Matching marginals and sums

Robert Griffiths, Kais Hamza

For a given set of random variables X1​,…,Xd​ we seek as large a family as possible of random variables Y1​,…,Yd​ such that the marginal laws and the laws of the sums…

math.PR2019

A deterministic walk on the randomly oriented Manhattan lattice

Andrea Collevecchio, Kais Hamza, Laurent Tournier

Consider a randomly-oriented two dimensional Manhattan lattice where each horizontal line and each vertical line is assigned, once and for all, a random direction by flipping indep…

math.PR2019

Limit theorems for multi-type general branching processes with population dependence

Jie Yen Fan, Kais Hamza, Peter Jagers +1

A general multi-type population model is considered, where individuals live and reproduce according to their age and type, but also under the influence of the size and composition…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.