University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
I am interested in developing methods and algorithms for detecting and/or recovering structure in large time-dependent data. I am equally interested in applying such tools to real world problems. My research interests include network theory, community detection, time-dependent networks, stochastic block models, matrix completion, graph sparsification, covariance matrices, combinatorial optimization, and spectral optimization.
I am also interested in developing generative models for "mesoscale" structure (e.g., community strucure) in interdependent data (e.g., time-dependent data).
Co-supervisor (jointly with Sam Howison) of Dominic Chan's M.Sc. in Mathematical and Computational Finance research project on "Probability of Default Modelling for Small and Medium Enterprises", 2020.
Co-supervisor (jointly with Siddharth Arora and Sam Howison) of Chang Liu's M.Sc. in Mathematical and Computational Finance research project on "Modeling and Forecasting SME Cash Flow Time Series", 2019.
Co-supervisor (jointly with Sam Howison) of Jiazhen Shen's M.Sc. in Mathematical and Computational Finance research project on "Recovery Rate Modeling", 2018.
Co-supervisor (jointly with Sam Howison and Mason Porter) of Alexandra Darmon's M.Sc. in Mathematical Modeling and Scientific Computing research project on "Algorithmic Classification of Writing Styles via Time-Series Analysis of Punctuation", 2016.
First year undergraduate tutorials: Linear Algebra and Continuous Mathematics (2013-2014, Somerville College).
B5a: Techniques of Applied Maths (Michaelmas 2011 and Michaelmas 2012).
B21a: Numerical Solution of Differential Equation Part 1 (Michaelmas 2011).
B5b: Applied Partial Differential Equations (Hilary 2011).
Major / recent publications:
A. Elliott, A. Chiu, M. Bazzi, G. Reinert, M. Cucuringu, "Core-Periphery Structure in Directed Networks", to appear in Proceedings of the Royal Society A, 2020.
M. Bazzi*, L. G. S. Jeub*, A. Arenas, S. D. Howison, and M. A. Porter, "A Framework for the Construction of Generative Models for Mesoscale Structure in Multilayer Networks", Physical Review Research, Vol. 2, No. 2, 023100, 2020.
A. N. M. Darmon, M. Bazzi, S. D. Howison, and M. A. Porter, "Pull out all the stops: Textual analysis via punctuation sequences", to appear in European Journal of Applied Mathematics, 2020.
A. Tsakalidis, M. Bazzi, M. Cucuringu, B. Pierpaolo, and B. McGillivray, "Mining the UK web archive for semantic change detection", Recent Advances in Natural Language Processing (RANLP), 2019.
M. Bazzi, M. A. Porter, S. Williams, M. McDonald, D. J. Fenn, and S. D. Howison, "Community Detection in Temporal Multilayer Networks, with an Application to Correlation Networks", Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, Vol. 14, No. 1: 1-41, 2016.