Thursday 13:10–13:40 in Track 2

First steps with Julia for numerical computing

Bogumił Kamiński

Audience level:
Novice

Description

The talk is an introduction to programming in Julia and it constructed around hands-on example of its usage. The material is selected in order to help the participants learn when Julia can be a language of choice for solving practical problems. No previous knowledge of Julia is required. Similarities and differences to Python and R will be discussed.

Abstract

Julia programming language tries to solve problem of delivering a flexible dynamic language, appropriate for scientific and numerical computing, with performance comparable to traditional statically-typed languages.

The talk will discuss in particular: 1. How Julia was designed to allow C-level execution speed? 2. What are benefits and costs of such design? 3. Performance of Julia vs R and Python; in particular comparison to Numba .

In order to keep the talk practical all concepts will be discussed using a typical numerical computing task from quantitative finance - pricing of Asian options.

The presentation will be concluded by discussion of current state of Julia language ecosystem and its readiness for deployment in production solutions.

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