Nicola is a PhD student at the Oxford-Imperial CDT for Mathematics of Random Systems, based at Imperial College London. He graduated from Università di Pisa in 2022 with a thesis written at ETH Zürich, under the supervision of Prefessor Josef Teichmann.
His interests lie in Rough Paths, Functional and Stochastic Analysis, Mathematical Finance and Machine Learning. His research is now focused on the role of Signature Kernels in the setting of Neural CDEs.