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Siddharth Arora

Career Development Fellow in Management Science

  • siddharth.arora@sbs.ox.ac.uk

Saïd Business School
University of Oxford
Park End Street
Oxford
OX1 1HP

Profile

Siddharth Arora is a Career Development Fellow in Management Science at Saïd Business School.

He obtained his DPhil from the University of Oxford and his research is primarily aimed at developing statistical models for time series forecasting.

Research

Siddharth’s research interests include: time series analysis, probabilistic forecasting, biomedical signal processing, chaos synchronization, and model combination.

His research has applications in the following areas: Healthcare (modelling disease symptom severity using wearable technologies), Energy (predicting residential and SME electricity consumption recorded using smart meters), Macroeconomics (modelling GNP), and Climate (comparing forecasts from GCMs with statistical time series models).

Publications

Probabilistic forecasting of patient waiting times in an emergency department

  • Journal article
  • Manufacturing and Service Operations Management
  • Siddharth Arora,
  • James Taylor
Management Science

Probabilistic load forecasting using post-processed weather ensemble predictions

  • Journal article
  • Journal of the Operational Research Society
  • Nicole Ludwig,
  • Siddharth Arora,
  • James W Taylor
Management Science

Data-Driven Subtyping of Parkinson’s Using Acoustic Analysis of Sustained Vowels and Cluster Analysis: Findings in the Parkinson’s Voice Initiative Study

  • Journal article
  • SN Computer Science
  • A Tsanas,
  • S Arora
Management Science

Assessing Parkinson's disease at scale using telephone-recorded speech: Insights from the Parkinson's Voice Initiative

  • Journal article
  • Diagnostics
  • Siddharth Arora,
  • Athanasios Tsanas
Management Science

Review of low voltage load forecasting: methods, applications, and recommendations

  • Journal article
  • Applied Energy
  • Stephen Haben,
  • Siddharth Arora,
  • Georgios Giasemidis,
  • Marcus Voss,
  • Danica Vukadinović Greetham
Management Science
See more publications

Teaching

Siddharth teaches on the MBA programme. He has also taught the Statistical Research Methods course to the School’s DPhil students.

He teaches the Advanced Financial Data Analysis and Econometrics of Volatility courses to Masters in Mathematical and Computational Finance (MScMCF) students at the Mathematical Institute, Oxford.