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Siddharth Arora

Departmental Lecturer 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 Departmental Lecturer 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 daily COVID-19 admissions using machine learning(opens in new window)

  • Journal article
  • IMA Journal of Management Mathematics
  • Bahman Rostami-Tabar,
  • Siddharth Arora,
  • Juan F Rendon-Sanchez,
  • Thanos E Goltsos
Management Science

Probabilistic Forecasting of Patient Waiting Times in an Emergency Department(opens in new window)

  • Journal article
  • Manufacturing & Service Operations Management
  • Siddharth Arora,
  • James W. Taylor,
  • Ho-Yin Mak
Research Office FTE Eligible Faculty
Management Science

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,
  • Ho-Yin Mak
Research Office FTE Eligible Faculty
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
Research Office FTE Eligible Faculty
Management Science
  • Christine Lo,
  • Siddharth Arora,
  • Michael Lawton,
  • Thomas Barber,
  • Timothy Quinnell,
  • Gary J Dennis,
  • Yoav Ben-Shlomo,
  • Michele Tao-Ming Hu
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.