Tag: F# in Finance

Functional-First Programming in Finance

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 material from http://fsharp.org/testimonials and other sources, I'd be happy … Continue reading Functional-First Programming in Finance →

Today in London: F# at UCL Algorithmic Trading Workshop

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 Trading –Global Opportunities … Continue reading Today in London: F# at UCL Algorithmic Trading Workshop →

Logistic Regression in F# using Microsoft Solver Foundation

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 is a workhorse in data mining. Like decision trees … Continue reading Logistic Regression in F# using Microsoft Solver Foundation →

Support vector machines (SVMs) in F# using Microsoft Solver Foundation

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 finance … Continue reading Support vector machines (SVMs) in F# using Microsoft Solver Foundation →

F# Team Contract Position in Cambridge UK

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. A knowledge of enterprise computing topics such as database, CRM and … Continue reading F# Team Contract Position in Cambridge UK →

Functional Programming eXchange 2011, London, March 18, 2011

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. Other speakers include Simon Peyton Jones, … Continue reading Functional Programming eXchange 2011, London, March 18, 2011 →

F# Math: Microsoft Solver Foundation 3.0 Released

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 available online via MSDN and MSDNAA subscriber downloads.  Microsoft Solver Foundation provides a … Continue reading F# Math: Microsoft Solver Foundation 3.0 Released →

F# Math: NAG Library for .NET, with F# support

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 provide a convenient interface to fast and efficient algorithms … Continue reading F# Math: NAG Library for .NET, with F# support →