Emilio Ferrucci homepage
Emilio Ferrucci

Emilio Ferrucci

Mathematical Institute
University of Oxford
Office S3.24


About me

Hi! I am a postdoctoral research associate at the Mathematical Institute, University of Oxford. I am funded by DataSıg (EPSRC Programme Grant EP/S026347/1). Previously, I was postdoc at the Department of Mathematics, Imperial College London, where I also obtained my PhD. Here is my CV and here is my PhD thesis.

The focus of my current postdoc is on the applications of path signatures to machine learning. I continue to be interested in many questions in pure mathematics (rough paths, probability theory, differential geometry, algebraic combinatorics). More specifically, my research interests are:

  • Machine learning techniques that use path signatures and neural differential equations. In this context, I am particularly interested in the potential for dimensionality reduction.
  • The behaviour of rough integration theories on smooth manifolds.
  • Malliavin calculus for gaussian processes, and other theories of stochastic integration for non-semimartingales.
  • Applications of algebraic combinatorics to rough analysis (e.g. Hopf algebras and branched rough paths).

Papers and preprints