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F#unctional Londoners Meetup Group:Designing a Numerical Optimization Library in F-Sharp

Designing a Numerical Optimization Library in F-Sharp

Presentation F Sharp

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Naoufel El Bachir will discuss the design of a numerical optimization library in F#, illustrating how F# allows one to express mathematical problems in a very natural way.

He will discuss the design of an abstract interface, then look in some detail at the implementation of 1 or 2 algorithms, including the easy parallelization of some algorithms.

Just a thought...
If you want to learn more about F# and Functional Programming, check out Robert Pickering's Beginning F# Workshop.

ABOUT NAOUFEL EL BACHIR

Naoufel has recently founded FinBoost Limited to provide quantitative analysis services. He is also under contract Royal Bank Of Scotland to help with the development of the methodology for the Counterparty Exposure system across asset classes.
More about Naoufel El Bachir

ABOUT THE F#UNCTIONAL LONDONERS MEETUP GROUP

F#unctional Londoners is a newly launched meetup group that aims to bring together Londoners with an interest in functional programming with F#.
More about the F#unctional Londoners Meetup Group

PODCAST DESIGNING A NUMERICAL OPTIMIZATION LIBRARY IN F-SHARP

This session took part at the F-Sharp Numerical Optimization and Instant Messaging. You can view the other 1 podcast here.

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