Video: Paradise, a DSEL for Derivatives Pricing

August 11, 2008 on 12:43 am | By Neil | In | 2 Comments

Here’s is the video from Lennart Augustsson’s talk on “Paradise, a DSEL for Derivatives Pricing”:

Here is the downloadable version (143Mb), playable with mplayer or VLC media player.

UPDATE: Here are Lennart’s slides (PDF).

AngloHaskell 2008

July 10, 2008 on 5:16 am | By ganesh | In | No Comments

The 2008 AngloHaskell meeting will be held at Imperial College in London on Friday August 8th and Saturday August 9th. The precise format is still being discussed, but the first day will be more focussed on talks and the second day on general discussion, hacking and socialising, following the successful format of 2006 and 2007. You don’t have to come for the whole time.

Please do come along - you can find full details and sign up here. Please do offer talks too - it’s generally quite a relaxed atmosphere and you don’t need to be a Haskell guru to have something to contribute.

Erlang Exchange User Groups session

June 25, 2008 on 8:12 am | By ganesh | In | No Comments

The Erlang Exchange 2008 conference will include a “user groups” session tomorrow (i.e. Thursday 26th June) evening at 6pm. This session will be free to attend as long as you register first using the form on the webpage. Several London programming language user groups will be giving brief (15 minute) presentations - I’ll be talking about “Concurrent and Multicore Haskell”, drawing heavily on Bryan O’Sullivan’s talk to the BayFP user group last month.

Apologies for the short notice.

Next meeting: Paradise, a DSEL for derivatives pricing

June 9, 2008 on 7:42 pm | By ganesh | In | 8 Comments

The next meeting of the London Haskell User Group will be on Wednesday 25th June from 6:30PM at City University. Lennart Augustsson from Credit Suisse will be talking about his work there:

Creating a new pricing model for a financial derivative model consists of plumbing together generic low level analytics and creating a user friendly interface for the model.

The low level analytics is typically written in C++ and the user interface is often Excel.

We have developed a domain specific embedded language in Haskell for creating pricing models.

The programmer of the pricing model make a high level description of how to put the analytics together and what the user interface should look like, and from this the pricing model is generated.

I’m not sure if Neil will be available to video it this time, so if anyone else has the required equpiment and would like to volunteer to do so, that’d be great!

Edit: I’d accidentally disabled comments on this post. Now fixed, just in case anyone was desperate to make one!

Commercial Users of Functional Programming Workshop

April 1, 2008 on 9:24 am | By Neil | In | Comments Off

[The following message is posted at the request of Simon Peyton-Jones]

Dear London Hugger

Below is a call for presentations for the 2008 Commercial Users of Functional Programming Workshop. Many of you are commercial users, and this call is for you! There is no paper, no proceedings — just come along and tell us your story.

Details below. Please consider offering a presentation (or nominating someone else!).

Simon

Commercial Users of Functional Programming Workshop (CUFP) 2008

26 September 2008, Victoria, British Columbia

CALL FOR PRESENTATIONS

Presentation proposals due 2 June 2008

http://cufp.functionalprogramming.com

Functional Programming As a Means, Not an End

Sponsored by SIGPLAN

Co-located with ICFP 2008

Functional languages have been under academic development for over 25 years, and remain fertile ground for programming language research. Recently, however, developers in industrial, governmental, and open source projects have begun to use functional programming successfully in practical applications. In these settings, functional programming has often provided dramatic leverage, including whole new ways of thinking about the original problem.

The goal of the CUFP workshop is to act as a voice for these users of functional programming. The workshop supports the increasing viability of functional programming in the commercial, governmental, and open-source space by providing a forum for professionals to share their experiences and ideas, whether those ideas are related to business, management, or engineering. The workshop is also designed to enable the formation and reinforcement of relationships that further the commercial use of functional programming.

Speaking at CUFP

If you use functional programming as a means, rather than as an end, we invite you to offer to give a talk at the workshop. Alternatively, if you know someone who would give a good talk, please nominate them!

Talks are typically 30-45 minutes long, but can be shorter. They aim to inform participants about how functional programming played out in real-world applications, focusing especially on the re-usable lessons learned, or insights gained. Your talk does not need to be highly technical; for this audience, reflections on the commercial, management, or software engineering aspects are, if anything, more important. You do not need to submit a paper!

If you are interested in offering a talk, or nominating someone to do so, send an e-mail to jim (dot) d (dot) grundy (at) intel (dot) com or simonpj (at) microsoft (dot) com by 2 June 2008 with a short description of what you’d like to talk about or what you think your nominee should give a talk about. Such descriptions should be about one page long.

Program Plans

CUFP 2008 will last a full day and feature an invited presentation from Michael Hopcroft, the product unit manager for the forthcoming release of Microsoft Visual Studio F#. Additionally, the program will include a mix of presentations and discussion sessions. Topics will range over a wide area, including:

  • Case studies of successful and unsuccessful uses of functional programming;
  • Business opportunities and risks from using functional languages;
  • Enablers for functional language use in a commercial setting;
  • Barriers to the adoption of functional languages, and
  • Mitigation strategies for overcoming limitations of functional programming.

There will be no published proceedings, as the meeting is intended to be more a discussion forum than a technical interchange.

Program Committee

  • Lennart Augustsson
  • Matthias Blume
  • Adam Granicz
  • Jim Grundy (co-chair)
  • John Lalonde
  • Andy Martin
  • Yaron Minsky
  • Simon Peyton Jones (co-chair)
  • Ulf Wiger

This will be the fifth CUFP, for more information - including reports from attendees of previous events - see the workshop web site:

http://cufp.functionalprogramming.com

Video: Darcs and GADTs

February 2, 2008 on 9:07 pm | By Neil | In , | 1 Comment

Here’s is the video from Ganesh Sittampalam’s talk on Darcs and GADTs.

Here is the downloadable version (125Mb), playable with mplayer or VLC media player, and here are the slides (PDF) (NB: Ganesh has corrected the “missing Maybe” mistake and there are a few bonus slides at the end).

Darcs patch theory and GADTs with Ganesh Sittampalam

January 7, 2008 on 10:39 am | By admin | In | 6 Comments

Welcome HUGgers, and Happy 2008!

The next meeting of the Haskell User Group will be on Wednesday 23rd January from 6:30PM at City University. Many thanks to Ganesh Sittampalam of Credit Suisse, who will be speaking to us about “Darcs patch theory and GADTS”. Here is the abstract:

Darcs is a distributed version control system written in Haskell, noted for its unique “patch theory”, which provides a principled foundation for manipulating changes. In this talk I’ll introduce darcs briefly, talk about patch theory, and explain how recent development work for the upcoming darcs 2 release has made use of Haskell’s Generalised Algebraic Datatypes to eliminate certain classes of programming errors. No prior knowledge of GADTs will be assumed.

UPDATE: We will be in room AG04, as before. On entering the building turn right, and AG04 is a few doors along on the right hand side.

Video: Design Patterns as Higher-Order Datatype Generic Programs

December 11, 2007 on 12:06 pm | By Neil | In , | 2 Comments

Here at last is the video from the November HUG. Many thanks to Dr Jeremy Gibbons of Oxford Computing Lab for coming to give this talk on Design Patterns as Higher-Order Datatype Generic Programs (slides in PDF format).

UPDATE: To download the video in FLV format (playable with mplayer or VLC media player) click here.

Jeremy Gibbons: Design Patterns as Higher-Order Datatype-Generic Programs

November 7, 2007 on 5:59 pm | By Neil | In | 1 Comment

It’s meeting time again! The next meeting of the HUG will be on 14th November from 6:30PM at City University. Dr Jeremy Gibbons from the Oxford University Computing Laboratory will be giving a talk entitled Design Patterns as Higher-Order Datatype-Generic Programs. Here is the abstract:

Design patterns are reusable abstractions in object-oriented software. However, using current programming languages, these elements can only be expressed extra-linguistically: as prose, pictures, and prototypes. We believe that this is not inherent in the patterns themselves, but evidence of a lack of expressivity in the languages of today. We expect that, in the languages of the future, the code part of design patterns will be expressible as reusable library components. Indeed, we claim that the languages of tomorrow will suffice; the future is not far away. The necessary features are higher-order and datatype-generic constructs; these features are already or nearly available now. We argue the case by presenting higher-order datatype-generic programs capturing Origami, a small suite of patterns for recursive data structures.

See the venue page for details of how to get there. No specific room number has been allocated yet, so look out for signs or other recognisable Haskellers when you get there.

October pubmeet

October 25, 2007 on 6:12 pm | By ganesh | In | No Comments

Following the usual schedule of alternating between talks and pure pubmeets,
the next meeting will be in the Slaughtered Lamb from 6:30pm on Tuesday 30th
October. Hope to see you there!

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