Tag Archives: fsharp

FsCheck and co: Testing Excel Financial Functions

[This blog was moved here] Excel Financial Functions library is a .NET library written by Luca Bolognese that provides the full set of financial functions from Excel. It can be used from both F# and C# as well as from other ...

Log(music) with Undertone

[This blog was moved here] Whether you're a physicist, biologist, economist, data scientist, whatever, the chances are you'll meet the Markov chains sooner or later. And today we'll try them on... music! If you're not up to the math part, feel free ...

Trying out Deedle with Bones and Regression

[This blog was moved here] I usually don't need to run a regression anywhere, but it's kind of chasing me recently, starting with the Asset Pricing class and several variations of returns regressions (signed up to look at the familiar things ...

[F#] Dev Life’s Little Pleasures

[This blog was moved here] Different languages have some little things that make the life easier: for devs, their QAs and customers. The app is fast and behaves correctly, the code looks simple and understandable - everyone is happy. Here is the ...

Excel-DNA: Three Stories

[This blog was moved here] Intro: Simulation A couple of days ago I found a spreadsheet, potentially quite an interesting one. In theory, it should run a simple simulation (50000 paths by default) written in VBA - I'd say it's several minutes ...

LP: Simplex Draft

[This blog was moved here] Everybody solves some optimization problems – the airlines schedule flights, companies manage production facilities, salesman still looks for traveling options… When you need to achieve the best outcome minimizing/maximizing a linear cost functions you meet linear ...

F* Challenge or The Tale of Tails

[This blog was moved here] F* is a verification-oriented programming language developed at Microsoft Research. If you already know F#, or OCaml, or Haskell, or another language from ML family, you’ll find it familiar. Resources F* project home Rise4Fun – try it online/go ...

Z3 Mono Starter

[This blog was moved here] Have you ever thought how exciting verification tools are? How do you prove the correctness of a program? Of course, the green tests bring some confidence... but we all know it's not a proof. Just look at ...