This Thursday Adam Mlocek of StatFactory will talk about using F# as a platform for quantitative development at the F#unctional Londoner's F# Meetup!
Thursday, March 22, 2012, 6:30 PM The Skills Matter eXchange 116-120 Goswell Road, EC1V 7DP, London (map)
This will be followed by a set of lightning talks 15-30mins on F# related topics including Kit Eason on an optimized actuarial calculation engine and Carl Nolan of Microsoft on F# Charting.You can post a brief title if you'd like to speak.
Please also register for the event on the Skills Matter site.
Adam is the founder of StatFactory Ltd, a company dedicated to development of high performance numerical software with F# API. He holds a Master's degree in Applied Mathematics and is a Microsoft Certified Professional Developer. Before his passion for .NET and numerics led him to becoming an entrepreneur, he worked for 14 years in Sydney and London in both analytical and software development roles across banking, insurance, reinsurance and energy trading.
In this talk Adam will show how F# allows us to write elegant .NET numerical code that runs on both CPU and GPU. We will start with a short introduction to F# and GPU programming. Then we will look at F# implementation of multidimensional matrix library and compare it to Matlab®. Finally, we will go through 2 simple F#/Matlab® examples of calculating Pi and pricing a euro option by Monte Carlo on both CPU and GPU