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Cristopher Salvi

Observed name: Salvi, Cristopher
ORCID: 0000-0002-4185-5908
Observed ORCID: 0000-0002-4185-5908
OpenAlex ID: A5046539767
Deep Signature Transforms
2019 · Bonnier, Patric, Kidger, Patrick, et al. · arXiv (Cornell University) · 93
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Neural Rough Differential Equations for Long Time Series
2020 · Morrill, James, Salvi, Cristopher, et al. · Oxford University Research Archive (ORA) (University of Oxford) · 65
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Theoretical Foundations of Deep Selective State-Space Models
2024 · Nicola Muca Cirone, Antonio Orvieto, et al. · neural information processing systems · 60
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Lecture notes on rough paths and applications to machine learning
2024 · Cass, Thomas, Salvi, Cristopher · arXiv (Cornell University) · 38
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Sig-SDEs model for quantitative finance
2020 · Imanol Perez Arribas, Cristopher Salvi, et al. · ACM International Conference on AI in Finance (ICAIF) · 38
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Optimal Stopping via Distribution Regression: a Higher Rank Signature Approach
2023 · Horvath, Blanka, Lemercier, Maud, et al. · arXiv (Cornell University) · 32
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Neural Stochastic PDEs: Resolution-Invariant Learning of Continuous Spatiotemporal Dynamics
2022 · Cristopher Salvi, Maud Lemercier, et al. · neural information processing systems · 29
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A path-dependent PDE solver based on signature kernels
2026 · Alexandre Pannier, Cristopher Salvi · Mathematics of Computation · 27
Signature Kernel Conditional Independence Tests in Causal Discovery for Stochastic Processes
2024 · Manten, Georg, Casolo, Cecilia, et al. · Oxford University Research Archive (ORA) (University of Oxford) · 21
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SK-Tree: a systematic malware detection algorithm on streaming trees via the signature kernel
2021 · Thomas Cochrane, Peter Foster, et al. · IEEE International Conference on Cyber Security and Resilience (CSR) · 20
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Stochastic Analysis and Applications
1996 · Dan Crisan, Ilya Chevyrev, et al. · Springer eBooks · 16
Log-PDE Methods for Rough Signature Kernels
2026 · Maud Lemercier, Terry Lyons, et al. · SIAM Journal on Numerical Analysis · 14
Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes
2021 · Salvi, Cristopher, Lemercier, Maud, et al. · Oxford University Research Archive (ORA) (University of Oxford) · 13
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Distribution Regression for Sequential Data
2020 · Lemercier, Maud, Salvi, Cristopher, et al. · Oxford University Research Archive (ORA) (University of Oxford) · 13
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A Neural RDE approach for continuous-time non-Markovian stochastic control problems
2023 · Hoglund, Melker, Ferrucci, Emilio, et al. · arXiv (Cornell University) · 12
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Neural CDEs for Long Time Series via the Log-ODE Method
2021 · James Morrill, Patrick Kidger, et al. · arXiv (Cornell University) · 12
Rough kernel hedging
2025 · Cirone, Nicola Muca, Salvi, Cristopher · arXiv (Cornell University) · 11
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Exact Gradients for Stochastic Spiking Neural Networks Driven by Rough Signals
2024 · Christian Holberg, Cristopher Salvi · neural information processing systems · 11
Neural signature kernels as infinite-width-depth-limits of controlled ResNets
2023 · Cirone, Nicola Muca, Lemercier, Maud, et al. · arXiv (Cornell University) · 11
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New Directions in the Applications of Rough Path Theory
2023 · Adeline Fermanian, Terry Lyons, et al. · IEEE BITS the Information Theory Magazine · 11
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SigDiffusions: Score-Based Diffusion Models for Time Series via Log-Signature Embeddings
2024 · Barancikova, Barbora, Huang, Zhuoyue, et al. · arXiv (Cornell University) · 10
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Sparse Signature Coefficient Recovery via Kernels
2024 · Shmelev, Daniil, Salvi, Cristopher · arXiv (Cornell University) · 8
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Detecting Multivariate Market Regimes Via Clustering Algorithms
2024 · James Mc Greevy, Aitor Muguruza, et al. · SSRN Electronic Journal · 8
Non-adversarial Training of Neural SDEs with Signature Kernel Scores
2023 · Zacharia Issa, Blanka Horvath, et al. · SSRN Electronic Journal · 8
pySigLib -- Fast Signature-Based Computations on CPU and GPU
2025 · Shmelev, Daniil, Salvi, Cristopher · arXiv (Cornell University) · 7
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Works count: 46
Citation count: 645
H-index: 13
I10-index: 22
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