Schedule

July 28, 2025

Registration

Welcome

Emilio Rossi Ferrucci (University of Oxford): Rough differential equations for volatility

Sam McCallum (University of Bath): Reversible Solvers for Neural Differential Equations

Coffee break 

Refreshments will be served in the foyer in front of Lecture Theatre D.

Lyudmila Grigoryeva (University of St. Gallen): State-space (reservoir) models for the learning of dynamic processes

Giovanni Ballarin (University of St.Gallen): Statistical Inference with (Shallow) Random Weights Neural Networks

Lunch break

Lunch will be served in the foyer in front of Lecture Theatre D.

Mie Kano Glückstad (University of Oxford): Signature Reconstruction from Randomized Signatures

Horatio Boedihardjo (University of Warwick): Decay rate of logarithmic signature

Coffee break

Refreshments will be served in the foyer in front of Lecture Theatre D.

July 29, 2025

Jiawei Li (University of Edinburgh): Fourier restriction norm method adapted to controlled rough paths

Khoa Lê (University of Leeds): McKean-Vlasov equations with rough common noise

Coffee break and group photo

Refreshments will be served in the foyer in front of Lecture Theatre D.

Maud Lemercier (University of Oxford): Novelty detection on path space using signature kernels

Yue Wu (University of Strathclyde): Tensor-to-tensor models with fast iterated sum features

Lorenzo Lucchese (GSA Capital): Expected Signature Estimation (Online talk)

Lunch break

Lunch will take place at the Waterhouse Café (Building No. 421, map reference D7, Google Maps link.)

Martin Geller (University of Oxford): The Geometry of Rough Path Space

James McAllister (Ulster University): Reservoir Computing and Neuroscience: A Symbiotic Relationship?

Hannah Lim Jing Ting (NTU Singapore): Infinite-dimensional next-generation reservoir computing

Coffee break

Refreshments will be served in the foyer in front of Lecture Theatre D.

End of the workshop and walking tour through Liverpool city centre