Josh Fogg
they/them · Contact · JCMB 6311I'm a PhD student and tutor at the University of Edinburgh's School of Mathematics and a teaching fellow at the Centre for Open Learning. My PhD research is supervised by Julian Hall, focused on Numerical Linear Algebra and Optimization.
When not teaching or furiously coding I can often be found reading, running long distances, or playing slightly more ridiculous sports. My personal blog on a hodgepodge of interests can be found here.
Teaching
If you're one of my students drop me an email with any questions. For students I tutor in maths or economics, be aware that tutors from workshops aren't the ones marking your work so I probably won't be able to help there.
2024/25 Semester 2
- Mathematics for Arts, Humanities and Social Sciences (AACE07009) (CO)
- Bayesian Data Analysis (MATH11175)
- Honours Algebra Skills (MATH10069S)
- Large Scale Optimization for Data Science (MATH11147)
- Multivariate Data Analysis (MATH10064)
- Nonlinear Optimization (MATH11244)
- Optimization Methods in Finance (MATH11158)
- Simulation (MATH11028)
Past Teaching...
Sutton Trust
In the summers of 2020 and 2021 I delivered a mini-course as part of the Sutton Trust summer school on machine learning alongside Isabella Deutsch. My primary contributions were an R/Shiny app (code, app) for exploring an application of decision trees and a series of mini research projects on that and applied maths more broadly.
Previous Courses
2024/25 Semester 1
- Advanced Mathematical Economics (ECNM10085)
- Fundamentals of Optimization (MATH11111)
- Introduction to Data Science (MATH08077)
- Probability (MATH08066)
- Honours Differential Equations Skills (MATH10066S) (marking only)
2023/24 Semester 2
- Computing and Numerics (MATH08065)
- Engineering Mathematics 1b (MATH08075) (inc. lecturing)
- Honours Complex Variables Skills (MATH1006S)
- Incomplete Data Analysis (MATH11185)
- Large Scale Optimization for Data Science (MATH11147)
- Linear Programming, Modelling and Solution (MATH10073)
- Optimization Methods in Finance (MATH11158)
- Proofs and Problem Solving (MATH08059)
2023/24 Semester 1
- Engineering Mathematics 1a (MATH08074) (inc. lecturing)
- Facets of Mathematics (MATH08068)
- Fundamentals of Operational Research (MATH10065)
- Intro to Data Science (MATH08077)
- Numerical Linear Algebra (MATH10098)
- MathBase
2022/23 Semester 2
- Engineering Mathematics 1b (MATH08075)
- Biomedical Data Science (MATH11174) (marking only)
2022/23 Semester 1
- Facets of Mathematics (MATH08068)
- Fundamentals of Operational Research (MATH10065)
- Intro to Data Science (MATH08077)
- Numerical Linear Algebra (MATH10098)
- Python Programming (MATH11199)
2021/22 Semester 2
- Calculus and its Applications (MATH08058)
- Large Scale Optimization for Data Science (MATH11147)
2021/22 Semester 1
- Engineering Mathematics 1a (MATH08074)
2020/21 Semester 2
- Calculus and its Applications (MATH08058)
- Optimization Methods for Finance (MATH11158)
- Mathematical Challenge (marking only)
2020/21 Semester 1
- Introduction to Linear Algebra (MATH08057)
- Engineering Mathematics 1a (MATH08074)
- MathBase
2019/20 Semester 2
- Calculus and its Applications (MATH08058)
- Biomedical Data Science (MATH11174) (marking only)
- MathBase
Research Interests
My current academic work is on improving the efficiency and applicability of Markowitz' Critical Line Algorithm, a tool for exploring the pareto frontier of dual-objective portfolio optimization. Practically that means spending a lot of time coding, improving the numerical linear algebra, and searching for application specific shortcuts.
More broadly my research interest could be labelled as 'algorithms'. While at the University of Manchester I did my undergraduate thesis with Françoise Tisseur on Google's PageRank algorithm and then my masters thesis with Chris Johnson was on Veach's algorithm for Monte Carlo Light Transport Simulation.
Towards the end of my PhD, through study of Harry Markowitz I've developed an interest in the history of mathematics, and hope to do more work in this area soon.
Talks, Papers, and Posts
Though writing was my first love, over the course of my PhD I developed a love for presenting verbally. This is reflected in the quite skewed selection of works below.
Markowitz: Not Just a One-Shot Nobel Laureate
2024-12, Issue 4 (2024) ORMS Today
Robust Optimal Contribution Selection
2024-12, arXiv
Five Lessons from Designing and Delivering Lectures for the First Time
2024-08, Teaching Matters
The Life and Work of Harry M Markowitz
2024-07, 33rd ECOR, Copenhagen
Robust Portfolio Optimization for Genetic Selection
2024-06, HiGHS Workshop, Edinburgh
Older works...
Portfolio Optimization for Genetic Selection
2024-05, EMS PG Meeting, The Burn, Edzell
Portfolio Optimization for Genetic Selection
2023-09, PiFORUM23, Birmingham 🥈
Portfolio Optimization for Genetic Selection
2023-08, EUROpt Workshop, Budapest
Portfolio Optimization for Genetic Selection
2023-07, APDIO Optimization, Aveiro
Portfolio Optimization in Genetics
2023-06, SIAM UKIE National SCC, Oxford 🥈
Portfolio Optimization Techniques in a New Context
2023-04, SIAM UKIE Annual Meeting, Dublin
High Performance Portfolio Optimization
2022-06, SIAM UKIE National SCC, Edinburgh
High Performance Portfolio Optimization
2021-11, fORum, Edinburgh-Trier
Circumference of an ellipse? Can't do it mate
2021-11, PG Colloquium, Edinburgh ⋅ Blog Version
Lessons from Hybrid Tutoring
2021-06, EdTA Reflection
From Finance to Genetics: Improving CLA
2021-06, YRM Conference, Bristol
5 Things I've Learned From Research
2020-11, SIAM UG Outreach Event, Edinburgh ⋅ Blog Version
Improving Algorithms; Why Bother?
2020-10, PG Colloquium, Edinburgh
Genetics Portfolio Optimization
2020-09, MIGS PhD Conference, Edinburgh
A Foray into Remote Teaching
2020-08, EdTA Reflection
Tutoring in Disruptive Times
2020-05, EdTA Reflection
Other Bits
I'm a member of the UCU and occasional contributor to the school's outreach team. In 2019/20 and 2020/21 I was a PhD rep within the school. In 2019/20 I also provided tech support for SMSTC.