SkillsCast
About the Speaker
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.
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GPU enabled F# numerics
Adam Mlocek
Adam is the founder of StatFactory Ltd, a company dedicated to development of high performance numerical software with F# API.