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 teaches the Analytics core course to MBA students at the SBS. He has also taught the Statistical Research Methods course to the Business school’s DPhil students.
Moreover, 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.
Saïd Business School
Park End Street