About

Within the Management Science Group, our research interests span a variety of applications of operational research and statistical methods.

Our researchers have regularly published their work in leading journals, including Manufacturing and Service Operations Management, Management Science, and the Journal of the American Statistical Association.

Members of the group have strong connections with the academic community, serving as journal associate editors and reviewers. They routinely present their research at academic workshops and conferences.

Publications

Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data(opens in new window)

Journal article  |  EUROPEAN JOURNAL OF OPERATIONAL RESEARCH  | 
  • Xiaochun Meng,
  • James W Taylor
Management Science
  • Siddharth Arora,
  • Ladan Baghai-Ravary,
  • Athanasios Tsanas
Management Science
  • Michael K Lim,
  • Ho-Yin Mak,
  • Seung Jae Park
Management Science

Forecast combinations for value at risk and expected shortfall(opens in new window)

Journal article  |  International Journal of Forecasting  | 
  • JW Taylor
Management Science
  • James W Taylor
Management Science
See more publications

Programmes

Classroom debate

Members of the group teach Analytics core courses on the:

They also teach Statistical Research Methods courses for doctoral students.