Latest Developments in General Purpose GPU Programming with F#

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…

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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…

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