Raja Velu
Professor of Managerial Statistics
315-443-3526
Room: 529
rpvelu@syr.edu
Ph D, University of Wisconsin-Madison (Business/Statistics)
Research Topics
- Data analysis
- Statistics
- Finance
- Big data
Professor Velu is on leave for the academic year 2005-2006.
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 analysis of high frequency data in finance, Asset Pricing and Models for Big Data.
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
Selected Publications
- "Seemingly unrelated reduced-rank regression model", Journal of Statistical Planning and Inference, 138(9), 2837-2846, 2008 (with Richards, J.)
- "Theodore Wilbur Anderson, Jr.", Journal of Statistical Planning and Inference, 138(9), 2593-2594, 2008 (with Lai, T., Olkin, I.)
- "Partially reduced-rank multivariate regression models", Statistica Sinica, 16(3), 899-917, 2006 (with Reinsel, G.)
- "Partially reduced-rank multivariate regression models", Statistica Sinica, 16(3), 899-917, 2006 (with Reinsel, G.)
- "Reduced-rank growth curve models", Journal of Statistical Planning and Inference, 114(1-2), 107-129, 2003 (with Reinsel, G.)
- "Regression of fibrosis in chronic hepatitis C after therapy with interferon and ribavirin", Digestive Diseases and Sciences, 48(7), 1425-1430, 2003 (with Arif, A., Levine, R., Sanderson, S., Bank, L., Shah, A., Mahl, T., Gregory, D.)
- "Cardiac involvement in patients with acute neurologic disease: Confirmation with cardiac troponin I", Archives of Internal Medicine, 160(20), 3153-3158, 2000 (with Dixit, S., Castle, M., Swisher, L., Hodge, C., Jaffe, A.)
- "Testing multi-beta asset pricing models", Journal of Empirical Finance, 6(3), 219-241, 1999 (with Zhou, G.)
- "Testing for omitted variables and non-linearity in regression models for longitudinal data", Statistics in Medicine, 13(21), 2219-2231, 1994 (with Palta, M., Yao, T.)
- "Estimation of parent-offspring correlation", Biometrika, 77(3), 557-562, 1990 (with Roa, M.)
- "Reduced rank regression with autoregressive errors", Journal of Econometrics, 35(2-3), 317-335, 1987 (with Reinsel, G.)
- "Reduced rank models for multiple time series", Biometrika, 73(1), 105-118, 1986 (with Reinsel, G., Wichern, D.)
Awards and Honors
- Chancellor's Excellence Citation Award - Syracuse University (2013)
- Faculty Fellow - JPMC (2012)
- Faculty Fellow - JPMC (2011)
- Elected Member, International Statistics Institute (2006)
- Awarded “Campus Researcher Award” - University of Wisconsin-Whitewater (1989)
- Awarded “Best Researcher Award” - College of Business and Economics, University of Wisconsin-Whitewater (1987)
- Awarded “Best Researcher Award” - College of Business and Economics, University of Wisconsin-Whitewater (1986)