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Muhammed Ali Mehmood I currently work as a quantitative researcher at HSBC in London, on the Credit Algo team. I completed my PhD in Mathematics at Imperial College London under the supervision of Prof. Ewelina Zatorska. My research was focused on the analysis of PDEs and machine learning. More specifically, non-linear PDE systems (Aw-Rascle-Zhang type models) arising from compressible fluid mechanics for the purposes of modelling congestion-driven flows (e.g. traffic, pedestrian dynamics, and multi-phase fluids).. I also worked on machine learning methods for non-linear PDEs, including Physics-Informed Neural Networks (PINNs) and Randomised Neural Networks (RaNNs). I am particularly interested in designing neural network architectures that overcome most of the practical issues with NNs for non-linear PDEs, such as long training times, poor scalability and expressivity. Beyond academia, I am strongly interested in both the application and research of machine learning in the broad sense. |
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