Stephen's main area of research lies in machine learning approaches to data analysis. He has particular interests in the development of machine learning theory for problems in time series analysis and dynamical systems. Current research develops a range of methods for diverse problem domains including astrophysics, ecology, finance and data-centric engineering. He leads the Machine Learning Research Group, is a Professorial Fellow of Somerville College, founding Director of the EPSRC Centre for Doctoral Training in Autonomous, Intelligent Machines and Systems (AIMS), Director of the Oxford ELLIS unit, a Fellow of the Turing Institute and, until summer 2021, was Director of the Oxford-Man Institute. Stephen is Co-Founder and Scientific Advisor of Mind Foundry and co-lead of Oxford's Eric and Wendy Schmidt AI in Science Postdoctoral Fellowship programme.