Siddharth Arora

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

  • Fay Probert,
  • Tianrong Yeo,
  • Yifan Zhou,
  • Megan Sealey,
  • Siddharth Arora,
  • Jacqueline Palace,
  • Timothy DW Claridge,
  • Rainer Hillenbrand,
  • Johanna Oechtering,
  • David Leppert,
  • Jens Kuhle,
  • Daniel C Anthony
Management Science
  • S Arora,
  • A Brintrup
Management Science
  • Christine Lo,
  • Siddharth Arora,
  • Yoav Ben-Shlomo,
  • Thomas R Barber,
  • Michael Lawton,
  • Johannes C Klein,
  • Sofia Kanavou,
  • Annette Janzen,
  • Elisabeth Sittig,
  • Wolfgang H Oertel,
  • Donald G Grosset,
  • Michele T Hu
Management Science
  • Siddharth Arora,
  • Christine Lo,
  • Michele Hu,
  • Athanasios Tsanas
Management Science
  • Siddharth Arora,
  • L Baghai-Ravary,
  • A Tsanas
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.