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, with special emphasis on brain signals. I am also 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. I intend to apply such methods to research into mental health, neuroscience and to a variety of other problems.
  • 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