Nicola Muça Cirone

Nicola is currently pursuing a PhD at the Oxford-Imperial CDT in Mathematics of Random Systems, under the guidance of Dr. Cristopher Salvi at Imperial College London. He completed his undergraduate studies at Università di Pisa in 2022, with a thesis conducted at ETH Zürich under the supervision of Professor Josef Teichmann.

His research interests are centred around time series analysis within the fields of Machine Learning and Mathematical Finance, approached through Rough Paths Theory, as well as Functional and Stochastic Analysis.

Currently, his work is focused on exploring the scaling laws that govern the behaviour of randomly initialized Neural Networks, both pre-training and during training.

He is particularly interested in Neural Controlled Differential Equations and State Space Models.