Dr. Siddharth Arora

Associate Professor

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Biography

Siddharth obtained his DPhil from the University of Oxford. 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, and chaos synchronization. He focuses on applying these methodologies in various domains including healthcare, where he models disease symptom severity using wearable technologies; energy, predicting electricity consumption of residential and small medium enterprises through smart meters; macroeconomics, modeling gross national product; and climate, comparing forecasts from general circulation models with statistical time series models. In addition to his research, Siddharth teaches in the MBA program, offering courses such as Advanced Financial Data Analysis, Econometrics, and Volatility to students in the Masters in Mathematical and Computational Finance (MScMCF) program at the Mathematical Institute, Oxford. He has previously taught Statistical Research Methods to the School’s DPhil students, contributing significantly to the academic development of future researchers in his field.

Research Interests

Courses

Statistical Research Methods Advanced Financial Data Analysis Econometrics Volatility

Requirements for University of Oxford

Master Program
Requirements
GPA Requirement
Required:3.7
IELTS
Listening
Required:7
Reading
Required:7
Writing
Required:7
Speaking
Required:7
Overall
Required:7.5
TOEFL
Listening
Required:22
Reading
Required:24
Writing
Required:24
Speaking
Required:25
Total
Required:110
Prerequisites
Bachelor's degree in Politics, International Relations, Economics, History, Law, Philosophy or Sociology
Application Checklist
  • Three academic references
  • Official transcripts
  • CV/Resume
  • Statement of Purpose (1,000 words)
  • Two academic essays (2,000 words each)
Specialization Notes

Department of Politics and International Relations - Higher Level English requirement.