Siddharth Arora

Siddharth Arora

Career Development Fellow in Management Science


Saïd Business School
University of Oxford
Park End Street


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.


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).


  • Siddharth Arora,
  • L Baghai-Ravary,
  • A Tsanas
Management Science

Short term load forecasting and the effect of temperature at the low voltage level(opens in new window)

Journal article  |  International Journal of Forecasting  | 
  • S Haben,
  • G Giasemidis,
  • F Ziel,
  • Siddharth Arora
Management Science
  • Siddharth Arora,
  • NP Visanji,
  • TA Mestre,
  • A Tsanas,
  • A Aldakheel,
  • BS Connolly,
  • C Gasca-Salas,
  • DS Kern,
  • J Jain,
  • EJ Slow,
  • A Faust-Socher,
  • AE Lang,
  • MA Little,
  • C Marras
Management Science
  • Siddharth Arora,
  • Fahd Baig,
  • Christine Lo,
  • Thomas Barber,
  • Michael Lawton,
  • A Zhan,
  • Michael Rolinski,
  • Claudio Ruffmann,
  • Johannes Klein,
  • Jane Rumbold,
  • Amandine Louvel,
  • Zenobia Zaiwalla,
  • G Lennox,
  • T Quinnell,
  • G Dennis,
  • Richard Wade-Martins,
  • Y Ben-Shlomo,
  • MA Little,
  • Michele Hu
Management Science
  • John Prince,
  • Siddharth Arora,
  • Maarten de Vos
Management Science
See more publications


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.