Lambda.r at FP Days 2013 in Cambridge, UK

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After a bit of a hiatus in public speaking, I will be presenting Functional Programming In The Computational Sciences With Lambda.r at this year’s FP Days conference in Cambridge. This will be my first talk on ideas from my book, and I think the slides are shaping up nicely. The core message is that embracing the duality between mathematics and functional programming yields insights in both fields. The talk is not super technical and is more about sharing some insights and lessons learned, including a surprising connection I found between Church Numerals and fractals. After establishing the symmetry between mathematical concepts and functional programming concepts, I discuss an application of these principles for detecting regime change in irregular time series. This is based on my work for forecasting the next 30 days of an individual’s spending to create a budget for them.

This will also be the first time I will be promoting this idea to the functional programming community instead of the quant community. Not surprisingly, R is not even cited as a functional language in the conference programme. As more fields embrace data and numerical methods as a core aspect of the field, I am confident that this idea will become more broadly accepted. The talk will be recorded and broadcast online at InfoQ. For those of you looking for more motivation regarding my book, hopefully this presentation will help. I’ll send details and post slides here when available.

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