James W Taylor
Scholar

James W Taylor

Google Scholar ID: c4cKEuQAAAAJ
Professor of Decision Science, Said Business School, University of Oxford
ForecastingTime Series
Citations & Impact
All-time
Citations
4,922
 
H-index
38
 
i10-index
60
 
Publications
20
 
Co-authors
18
list available
Publications
20 items
Browse publications on Google Scholar (top-right) ↗
Resume (English only)
Academic Achievements
  • Published and accepted journal papers include works on scores for multivariate distributions and level sets, probabilistic forecasting of patient waiting times in an emergency department, forecasting value at risk and expected shortfall using a model with a dynamic omega ratio, a comparison of methods for forecasting value-at-risk and expected shortfall of cryptocurrencies, modelling uncertainty: probabilistic forecasting using weather ensemble predictions, etc.
Background
  • Research interests: Time series forecasting, particularly in probabilistic forecasting. Application areas include call centers, energy and the environment, financial markets, and inventory management.