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. My research interests are:

  • Machine learning techniques that use path signatures.
  • The theory of rough paths, particularly as it applies to stochastic processes.
  • Rough differential equations 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