Kaveh S. Nobari is a Postdoctoral Research Associate at the Brevan Howard Centre for Financial Analysis working under the supervision of Dr Enrico Biffis. His areas of research include High-Dimensional Statistics, Time-Series Analysis, Econometric Theory and Financial Econometrics. Previously, Kaveh was a Senior Postdoctoral Research Associate at the Department of Mathematics and Statistics of Lancaster University, working within the domains of High-Dimensional Statistics with Dr Alex Gibberd (Lancaster University) and Dr Anders Bredahl Kock (University of Oxford) on a project that is a collaborative work amongst Lancaster University, University of Oxford, and the Office for National Statistics (ONS). Kaveh carried out his Ph.D. research in Econometric Theory (Nonparametric Inference and Granger Causality Analysis) under the supervision of Professor Abderrahim Taamouti at Durham University.
- Dufour, Jean-Marie, Taamouti, Abderrahim, Salehzadeh Nobari, Kaveh. Exact Point-Optimal Sign-Based Inference for Linear and Nonlinear Predictive Regressions. 2021.[PDF]
- Salehzadeh Nobari, Kaveh. ‘Pair Copula Constructions of Point-Optimal Sign-Based Tests for Predictive Linear and Nonlinear Regressions’. ArXiv:2111.04919 [Econ], Nov. 2021. arXiv.org, http://arxiv.org/abs/2111.04919.
Work in progress
- Salehzadeh Nobari, Kaveh. 'Sign-Based Measures and Tests of Granger causality.
- Gibberd, A., Bredahl Kock, A., Salehzadeh Nobari, K. 'Oracle inequalities for feasible penalized generalized least squares estimators.'