I was recently a guest on the .NET Rocks podcast and one of the things that came up was this notion in F# of “if it compiles – it works”. Given the constraints of time on the show (and technical … Continue reading →

You may encounter an error which looks like this: MSB4006: There is a circular dependency in the target dependency graph involving target "ResolveProjectReferences" [MyProjectName\MyProjectName.csproj] …when running MSBuild from the command line. This error happens when: You run MSBuild on a machine with .NET 4.5 installed and You build a project referencing a solution where the SLN file contains dependencies in [...]

During some recent meanderings through the confines of the internet, I ended up discovering the Winnow Algorithm. The simplicity of the approach intrigued me, so I thought it would be interesting to try and implement it in F# and see how well it worked. The purpose of the algorithm is to train a binary classifier, based on binary features. In other words, the goal is to predict one of two states, using a collection of features which are all binary. The prediction model assigns weights to each feature; to [...]

Intro Focus + context visualizations are quite useful when we want to zoom into some part of a visualization, but are unwilling to give up the “bird’s eye” view of the entire picture. In this case, we distort the part of the visual on which we want to focus, while preserving the entire view. In […]

I was recently given the opportunity to review the book F# for Quantitative Finance by Johan Astborg.  Disclaimer: I work in the finance industry, but I don’t do “Quant stuff” for a living. I’m not going to review the correctness of the … Continue reading →