
Siddharth Arora
Senior Lecturer in Management Science
- siddharth.arora@sbs.ox.ac.uk
Saïd Business School
University of Oxford
Park End Street
Oxford
OX1 1HP
Profile
Siddharth obtained his DPhil from the University of Oxford.
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 synchronisation
- model combination
His research has applications in the following areas:
- healthcare (modelling disease symptom severity using wearable technologies)
- energy (predicting residential and small and medium enterprise electricity consumption recorded using smart meters)
- macroeconomics (modelling gross national product)
- climate (comparing forecasts from general circulation models with statistical time series models)
Publications
Smartphone-based Remote Digital Monitoring for Parkinson’s Disease and Dementia (S35.007)(opens in new window)
- Journal article
- Neurology
Management Science
Probabilistic forecasting of daily COVID-19 admissions using machine learning(opens in new window)
- Journal article
- IMA Journal of Management Mathematics
Management Science
Probabilistic forecasting of patient waiting times in an emergency department(opens in new window)
- Journal article
- Manufacturing and Service Operations Management
Management Science
Corrigendum: Determination of CSF GFAP, CCN5, and vWF levels enhances the diagnostic accuracy of clinically defined MS from non-MS patients with CSF oligoclonal bands.(opens in new window)
- Journal article
- Frontiers in immunology
Management Science
Probabilistic load forecasting using post-processed weather ensemble predictions(opens in new window)
- Journal article
- Journal of the Operational Research Society
Management Science
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.