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Josh Fogg is a University Tutor in the School of Mathematics at the University of Edinburgh. His research focuses on improving the efficiency and applicability of Markowitz' Critical Line Algorithm, which is a tool for exploring the Pareto frontier in dual-objective portfolio optimization. His work involves extensive coding, enhancing numerical linear algebra, and finding application-specific shortcuts. He broadly categorizes his research interests under algorithms. Josh completed his undergraduate thesis at the University of Manchester under the supervision of Françoise Tisseur, where he worked on Google's PageRank algorithm. He also participated in a master’s thesis with Chris Johnson on Veach's algorithm for Monte Carlo Light Transport Simulation. His commitment to optimizing mathematical methods positions him as a valuable contributor to the field of Operational Research and Optimization.
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