I am an Associate Professor at Department of Economics and Business Economics and CREATESAarhus University. My research interests are 
(1) Financial econometrics, in particular realized measures using high frequency data. 
(2) Machine learning for microeconometrics or forecasting, in particular sequential treatment allocation via bandit problems.
(3) Statistics for stochastic processes, in particular the asymptotic theory for high frequency data. 
During my PhD studies, I worked within the research fields of mathematical finance and stochastic analysis.


Department of Economics and Business Economics
Aarhus University, 
Fuglesangs Alle 4,
8210, Aarhus V, 

Contact Information

Email: bveliyev at econ dot au dot dk
Office: Building 2621, B-10

Research Interests

Financial Econometrics, Machine Learning, Microeconometrics, S
tatistics for Stochastic processes