Navid Parvini

University of Kent - Kent Business School

Canterbury, Kent CT2 7PE

United Kingdom

  • University of Kent - Kent Business School

SCHOLARLY PAPERS

3

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246

TOTAL CITATIONS

0

Scholarly Papers (3)

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1.

Textual Regression for Realized Volatility: A Model for Long-Term Forecasting

Number of pages: 58 Posted: 10 Apr 2025
Navid Parvini and Hirbod Assa
University of Kent - Kent Business School and University of Essex - Department of Mathematics
Downloads 192 (342,086)

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Text regression, Natural language processing (NLP), Large language model (LLM), Agriculture, Volatility modelling, Forecasting

2.

Textual analysis in agriculture commodities market

In Assa. H, Liu. P., & Wang, S. Quantitative Risk Management in Agricultural Business. Springer actuarial series. Springer Cham. ISBN 978-3-031-80574-5
Number of pages: 32 Posted: 24 Feb 2025
Navid Parvini
University of Kent - Kent Business School
Downloads 34 (1,003,574)

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3.

Disruption and Information Flow: Unveiling Market Dynamics Across Financial Sectors

Number of pages: 38 Posted: 05 Feb 2025
Sasan Barak, Navid Parvini and Ahmad Al'Maaitah
University of Southampton, Southampton Business School, Department of Decision Analytics and Risk, University of Kent - Kent Business School and University of Southampton - Centre for Digital Finance
Downloads 20 (1,167,856)

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Transfer Entropy (TE), Spillover Effects, Hermitian clustering, COVID-19 pandemic, Russia-Ukraine War