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f# in finance
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Blog Post:
Slides for "Succeeding with Functional-First Programming in Finance"
dsyme
At NDC Oslo, F# in Finance and other recent events I've given versions of the talk "Succeeding with Functional-First Programming in Finance". I've also given adaptions called "Succeeding with Functional-First Programming in Industry". The slides are now available on Slide Share. The talk is based partly...
on
31 Dec 2013
Blog Post:
F# in Finance - London - 25 Nov 2013
dsyme
Over on the Visual F# Tools team blog: Microsoft Developer Platform Evangelism (DPE) and Fountainhead Events invite you to F# in Finance in London on 25th November! Register early! There will be a matching event in New York on 11th December. Read more here .
on
13 Nov 2013
Blog Post:
F# Deep Dives - Chapter 4 - Financial Programming
dsyme
Earlier I posted about F# Deep Dives and its Early Access Program for reading chapters of the book as they become available. I'm particularly struck by the contents of Chapter 4 - Numerical computing in the financial domain by Chao-Jen Chen . This looks like a stunning guide to financial programming...
on
17 Jul 2013
Blog Post:
Slides for today's talk at UCL Algorithmic Trading Day
dsyme
As I mentioned earlier, I gave a short talk today at the UCL Algorithmic Trading Day . The slides are attached below. The early demos I used were essentially those I used at SIGCSE 2011 . don
on
28 Jun 2011
Blog Post:
Today in London: F# at UCL Algorithmic Trading Workshop
dsyme
Today I'll be giving a 20 minute slot at the UCL Algorithmic Trading Workshop in London. Anyone can come along to the event, which may be of interest to people working in both industry and research. (My talk won't be particularly focused on algorithmic trading, just a general quick F# taster) Algorithmic...
on
28 Jun 2011
Blog Post:
Logistic Regression in F# using Microsoft Solver Foundation
dsyme
Following on from my last post on Support Vector Machines in F# using Microsoft Solver Foundation , I'd also like to point to Yin Zhu's post on Logistic Regression in F# using Microsoft Solver Foundation . Enjoy! Don Logistic Regression in F# using Microsoft Solver Foundation Logistic regression...
on
27 Feb 2011
Blog Post:
Support vector machines (SVMs) in F# using Microsoft Solver Foundation
dsyme
One of the F# blogs I follow all the time is F# for Data Mining by Yin Zhu in Hong Kong. Yin's latest post really caught my eye: An Introduction to Support Vector Machines in F# using Microsoft Solver Foundation . SVMs are a statistical machine learning technique used for all sorts of purposes, from...
on
27 Feb 2011
Blog Post:
F# Team Contract Position in Cambridge UK
dsyme
The F# team in Cambridge have an opening for a contractor specializing in applying F# to industry-relevant domains. This includes developing concepts and demonstrators of using F# to solve real-world issues in cloud computing, with applications to financial programming, technical computing and web programming...
on
26 Jan 2011
Blog Post:
Functional Programming eXchange 2011, London, March 18, 2011
dsyme
In a previous blog post I mentioned Simon Cousins and his explanation of why F# programming was effective for his recent enterprise work. Robert Pickering mentions that Simon wil be one of the speakers at the Functional Programming eXchange 2011 on March 18, 2011, speaking on F# in the Enterprise...
on
19 Jan 2011
Blog Post:
F# New York User Group Meetup
dsyme
The F# New York City User Group has started recently, and the liftoff meetup is a week from now, next Monday, Dec 6 Location Microsoft, 6th floor 1290 Avenue of the Americas New York, NY 10019 This first meeting of the New York City F# User group will be hosted by Richard Minerich...
on
28 Nov 2010
Blog Post:
F# Math: Microsoft Solver Foundation 3.0 Released
dsyme
Microsoft Solver Foundation 3.0 is out, and ready for use with F#: We pleased to announce the release of Microsoft Solver Foundation v3.0. The Express edition is available at http://code.msdn.microsoft.com/solverfoundation . The Standard and Academic Editions of Solver Foundation v3.0 will soon be...
on
14 Nov 2010
Blog Post:
F# Math: NAG Library for .NET, with F# support
dsyme
The Numerical Algorithms Group have recently released their NAG Library for .NET . To quote: The NAG Library for .NET contains mathematical and statistical methods developed by NAG experts to serve the growing number of application developers and users of Microsoft .NET. The methods in the library...
on
12 Nov 2010
Blog Post:
Don talking in London Tonight
dsyme
I'll be talking at the F#unctional Londoner's Meetup Group at 6:30pm tonight, held at the SkillsMatter exchange in London. I'll be giving an overview of F#, some case studies, some demos and taking questions on any F# topics. After, there will be a chance to wind down at one of the nearby pubs. ...
on
9 Sep 2010
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