Portrait of Parastoo Mousavi

Parastoo Mousavi

Research Student

Cass Business School, Faculty of Actuarial Science and Insurance

Contact

Visit Parastoo Mousavi

Bunhill Row

Postal address

Cass Business School
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

  1. Msc Investment and Risk Finance, University of Westminster, United kingdom, Jan 2016 – Jan 2017
  2. 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)

  1. Kyriakou, I., Mousavi, P., Nielsen, J.P. and Scholz, M. (2021). Forecasting benchmarks of long-term stock returns via machine learning. Annals of Operations Research, 297(1-2), pp. 221–240. doi:10.1007/s10479-019-03338-4.
  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.