Neural signature kernels as infinite-width-depth-limits of controlled ResNets. - Nicola Muca Cirone; Maud Lemercier; Cristopher Salvi (ICML, 2023)

Theoretical Foundations of Deep Selective State-Space Models. - Nicola Muca Cirone; Antonio Orvieto; Benjamin Walker 001; Cristopher Salvi; Terry J. Lyons (NeurIPS, 2024)

Graph Expansions of Deep Neural Networks and their Universal Scaling Limits. - Nicola Muca Cirone; Jad Hamdan; Cristopher Salvi (CoRR, 2024)

Rough kernel hedging. - Nicola Muca Cirone; Cristopher Salvi (CoRR, 2025)

Signature Reconstruction from Randomized Signatures. - Mie Glückstad; Nicola Muca Cirone; Josef Teichmann (CoRR, 2025)

Fixed-Point RNNs: From Diagonal to Dense in a Few Iterations. - Sajad Movahedi; Felix Sarnthein; Nicola Muca Cirone; Antonio Orvieto (CoRR, 2025)

ParallelFlow: Parallelizing Linear Transformers via Flow Discretization. - Nicola Muca Cirone; Cristopher Salvi (CoRR, 2025)

Structured Linear CDEs: Maximally Expressive and Parallel-in-Time Sequence Models. - Benjamin Walker 001; Lingyi Yang; Nicola Muca Cirone; Cristopher Salvi; Terry J. Lyons (CoRR, 2025)

Kernel Learning for Mean-Variance Trading Strategies. - Owen Futter; Nicola Muca Cirone; Blanka Horvath (CoRR, 2025)