Starting with our experiments with integrating General Purpose GPU programming into F# at Microsoft Research, I've been watching the evolution of F# as a GPGPU programming platform. Over time, GPGPU programming with F# has become both more professionalized, and much more broad spectrum (including CUDA, OpenCL and other options). Some latest developments in this area have … Continue reading General Purpose Functional GPU Programming
Tag: NVIDIA
F# Talk at NVIDIA Global Technology Conference 2012 – “New Generation GPU Accelerated Financial Quant Libraries”
A fascinating slide deck of financial programming wizardry by Daniel Egloff of Quantlea at the NVIDIA Global Technology Conference, 2012, showing the real-world power of F# as a tool when applied in the GPGPU programming space: Title: New Generation GPU Accelerated Financial Quant Libraries New generation GPU accelerated solutions for derivative pricing, hedging, and risk management can be build … Continue reading F# Talk at NVIDIA Global Technology Conference 2012 – “New Generation GPU Accelerated Financial Quant Libraries”
@dsyme on software 