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 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.