Kit Eason is a highly experienced developer, working in industries from automotive engineering to energy trading. Kit is a Lynda.com/LinkedIn and PluralSight author. He's written software in F# for purposes as diverse as Pension Scheme Valuation, Movie VFX Costing, and Commodities Trading. An F# algorithm he dashed off for a conference demo became part of the UK national energy infrastructure. He talks about F# to whoever will listen.
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.
Adam is the founder of StatFactory Ltd, a company dedicated to development of high performance numerical software with F# API.
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