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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(opens in new window)

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

Probabilistic load forecasting using post-processed weather ensemble predictions(opens in new window)

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