
Contact
- +44 (0)20 7040 5060
- +447930378950
- parastoo.mousavi.2@cass.city.ac.uk
Postal address
Cass Business School
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom
About
Overview
Parastoo is a PhD student in the Faculty of Actuarial Science & Insurance.
Her research is on forecasting stock returns via machine learning methods for long term investments namely pension funds. She is trying to enhance the predictability of stock returns with sound and rigorous statistical methods in order to find an optimal investment strategy for the pension saver.
Qualifications
- Msc Investment and Risk Finance, University of Westminster, United kingdom, Jan 2016 – Jan 2017
- BSc Economics, Shahid Beheshti University, Iran, Sep 2010 – Jan 2015
Languages
English (can read, write, speak and understand spoken) and Persian (can read, write, speak and understand spoken).
Publications
Journal articles (2)
- Kyriakou, I., Mousavi, P., Nielsen, J.P. and Scholz, M. (2020). Longer-term forecasting of excess stock returns-the five-year case. Mathematics, 8(6). doi:10.3390/math8060927.
- Kyriakou, I., Mousavi, P., Nielsen, J.P. and Scholz, M. (2019). Forecasting benchmarks of long-term stock returns via machine learning. Annals of Operations Research. doi:10.1007/s10479-019-03338-4.