Professor Velu’s research interests in statistics include multivariate methods, longitudinal and time series modeling, and exploratory data analysis. He is currently interested in applied areas such as scanner data modeling in marketing research, analysis of high frequency data in finance, and outcome research in health sciences.
Professor Velu has worked as part of the Intelligent Information Systems Group at IBM-Almaden Lab, where he conducted cutting-edge research on data mining, and as part of the forecasting team at Yahoo!, in developing the company’s newest ad platform, Panama. He has published in Biometrika and the Journal of Econometrics, among many others, and has a research monograph published by Springer. His research is cited in various social and natural sciences fields.
He is also involved in training and consulting for such leading companies as Saks Fifth Avenue and Time, Inc. Selected Publications
"Auditing Disclosures by Relevance Ranking," Proceedings of the Association of Computing Machinery Sigmod 2007, (with Agarwal, Kiernan and Evfiemvski).
"Testing Multi-beta Asset Pricing Models," Vol.6, 1999, Journal of Empirical Finance
, (with G. Zhou).
"Multivariate Reduced-Rank Regression: Theory and Applications," 1998 Springer Verlag
, (with G.C. Reinsel). Selected Publications
- "Auditing Disclosures by Relevance Ranking ", Proceedings of the Association of Computing Machinery Sigmod , 2007, (with Agarwal, Kiernan and Evfiemvski.)