Cristopher Salvi
Scholar

Cristopher Salvi

Google Scholar ID: FVxJ4iIAAAAJ
Imperial College London
probability theorystochastic analysisgenerative models
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Citations & Impact
All-time
Citations
1,196
 
H-index
17
 
i10-index
20
 
Publications
20
 
Co-authors
18
list available
Contact
Emailc.salvi@imperial.ac.ukGitHubOpen ↗LinkedInOpen ↗
Publications
5 items
Explicit and Effectively Symmetric Schemes for Neural SDEs
2025
Cited
0
pySigLib -- Fast Signature-Based Computations on CPU and GPU
2025
Cited
0
Structured Linear CDEs: Maximally Expressive and Parallel-in-Time Sequence Models
2025
Cited
0
ParallelFlow: Parallelizing Linear Transformers via Flow Discretization
2025
Cited
0
SigDiffusions: Score-Based Diffusion Models for Long Time Series via Log-Signature Embeddings
arXiv.org · 2024
Cited
1
Resume (English only)
Research Experience
  • Assistant Professor (now Associate Professor), Department of Mathematics, Imperial College London (Jun 2022 – present)
  • Chapman Fellow, Department of Mathematics, Imperial College London (Sep 2021 – Jun 2022)
  • Visiting Researcher, The Alan Turing Institute (Oct 2020 – Oct 2023)
  • Machine Learning Consultant, Kaiju Capital Management (Jun 2022 – present)
  • Machine Learning Consultant, Symbolica AI (May 2024 – Sep 2024)
  • Machine Learning Consultant, Verv Energy (Jan 2025 – present)
  • Quantitative Researcher, Citigroup (Sep 2017 – Sep 2018)
  • Quantitative Research Intern, BlackRock (Summer 2017)
  • Quantitative Research Intern, Schroders (Summer 2016)
Co-authors
18 total
Maud Lemercier
Maud Lemercier
University of Oxford
Thomas Cass
Thomas Cass
Professor of Mathematics, Imperial College London
Co-author 3
Co-author 3
Patrick Kidger
Patrick Kidger
"ML Wizard" @ Cradle.bio
Co-author 5
Co-author 5
Co-author 6
Co-author 6
Co-author 7
Co-author 7
Blanka Horvath
Blanka Horvath
University of Oxford