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researcher

Bezirgen Veliyev

14 papers hereh-index 10363 citations19 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author2
  • last author12

Across the 14 of 14 papers where every author was matched, so the position is known.

fields
  • econ.EM7
  • math.PR3
  • math.ST1
  • q-fin.PM1
  • q-fin.ST1
  • stat.ML1

identity via Semantic Scholar / OpenAlex

activity
20102026
most citedA GMM approach to estimate the roughness of stochastic volatility

38 citations · 55 across the 12 of their papers we have counts for

collaborators
Showing stat.MLShow all

1 paper · 1 filter

stat.ML2020★ 2 cited

Functional Sequential Treatment Allocation with Covariates

Anders Bredahl Kock, David Preinerstorfer, Bezirgen Veliyev

We consider a multi-armed bandit problem with covariates. Given a realization of the covariate vector, instead of targeting the treatment with highest conditional expectation, the…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.