SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
User avatar
Cuchulainn
Topic Author
Posts: 61537
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

The Julia Programming Language

January 31st, 2020, 10:12 am

I'm seriously thinking of learning this language. It looks like the perfect language for computational/numerical applications. For example

https://docs.juliadiffeq.org/stable/index.html

Is anyone here using Julia?

Pretty amazing stuff.
http://www.datasimfinancial.com
http://www.datasim.nl

Every Time We Teach a Child Something, We Keep Him from Inventing It Himself
Jean Piaget
 
User avatar
bearish
Posts: 5425
Joined: February 3rd, 2011, 2:19 pm

Re: The Julia Programming Language

January 31st, 2020, 10:24 pm

I like it. The fact that f(x)=x^2 without further ado defines a function that works properly for several different types of the argument x is very nice. And automatic differentiation is simple and intuitive to use. Caveat - I'm a lightweight in this domain. 
 
User avatar
ExSan
Posts: 4552
Joined: April 12th, 2003, 10:40 am

Re: The Julia Programming Language

February 3rd, 2020, 10:57 pm

I'm seriously thinking of learning this language. It looks like the perfect language for computational/numerical applications. For example
https://docs.juliadiffeq.org/stable/index.html
Is anyone here using Julia?
Pretty amazing stuff.
Maybe it is time to learn something new
BTW, Katastrofa please do not spoil my post. The whole off topic is yours and only yours, I hope this time you will show some respect
 
User avatar
bearish
Posts: 5425
Joined: February 3rd, 2011, 2:19 pm

Re: The Julia Programming Language

February 4th, 2020, 2:11 am

Wait - what did she do?
 
User avatar
ExSan
Posts: 4552
Joined: April 12th, 2003, 10:40 am

Re: The Julia Programming Language

February 4th, 2020, 11:56 am

I've been tempted to learn HASKELL, do you guys have any opinion about this language? it has been around for a while already
 
User avatar
Cuchulainn
Topic Author
Posts: 61537
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Re: The Julia Programming Language

February 5th, 2020, 8:28 am

I like it. The fact that f(x)=x^2 without further ado defines a function that works properly for several different types of the argument x is very nice. And automatic differentiation is simple and intuitive to use. Caveat - I'm a lightweight in this domain. 
Traditionally, maths applications were written in Fortran and in the 90s, C++. The object-oriented paradigm reigned but the match with maths was less than optimal. Later, attempts were made to apply templates, but it is the wrong paradigm. Very awkward. The 3rd paradigm Functional Programming (and lambda calculus) was developed to reduce this cognitive gap.

https://en.wikipedia.org/wiki/Alonzo_Church

Julia seems to tick all the boxes in this regard (altho' it does not seem to be quite FP). I used to work in oil and gas,One of my clients/students is applying PDE to reservoir simulation an we will probably use Julia as the programming. Many methods from computational can be used here as well. in fact, the well-known ADI was invented by Douglas, Jr. , Peaceman and Rachford who worked in the oil industry.

Exsan: Haskell is a quiche^2 language IMHO. But is a real FP language.
http://www.datasimfinancial.com
http://www.datasim.nl

Every Time We Teach a Child Something, We Keep Him from Inventing It Himself
Jean Piaget
 
User avatar
ISayMoo
Posts: 2292
Joined: September 30th, 2015, 8:30 pm

Re: The Julia Programming Language

February 8th, 2020, 12:01 am

Quite a few ML researchers are getting enthusiastic about Jax: https://jax.readthedocs.io/en/latest/notebooks/quickstart.html
 
User avatar
katastrofa
Posts: 8955
Joined: August 16th, 2007, 5:36 am
Location: Alpha Centauri

Re: The Julia Programming Language

February 8th, 2020, 12:14 am

Wait - what did she do?
I don't know him/her.
 
User avatar
bearish
Posts: 5425
Joined: February 3rd, 2011, 2:19 pm

Re: The Julia Programming Language

February 8th, 2020, 2:24 am

I still like Julia. 
 
User avatar
katastrofa
Posts: 8955
Joined: August 16th, 2007, 5:36 am
Location: Alpha Centauri

Re: The Julia Programming Language

February 8th, 2020, 3:57 am

Yeah, she's a pretty woman.
 
User avatar
Cuchulainn
Topic Author
Posts: 61537
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Re: The Julia Programming Language

February 8th, 2020, 9:57 am

http://www.datasimfinancial.com
http://www.datasim.nl

Every Time We Teach a Child Something, We Keep Him from Inventing It Himself
Jean Piaget
 
User avatar
bearish
Posts: 5425
Joined: February 3rd, 2011, 2:19 pm

Re: The Julia Programming Language

February 8th, 2020, 3:22 pm

Sure you don't mean Ada?
 
User avatar
Cuchulainn
Topic Author
Posts: 61537
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Re: The Julia Programming Language

February 8th, 2020, 6:44 pm

I now have Julia and libraries, I used 

https://juliacomputing.com/products/juliapro.html

Works like a dream.
http://www.datasimfinancial.com
http://www.datasim.nl

Every Time We Teach a Child Something, We Keep Him from Inventing It Himself
Jean Piaget
 
User avatar
Cuchulainn
Topic Author
Posts: 61537
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Re: The Julia Programming Language

February 8th, 2020, 6:51 pm

Quite a few ML researchers are getting enthusiastic about Jax: https://jax.readthedocs.io/en/latest/notebooks/quickstart.html
I thought that there are zillions of AD and matrix solvers out there? Is there a mission statement as a feature list somewhere?
And is there a connection with Julia?(?)
http://www.datasimfinancial.com
http://www.datasim.nl

Every Time We Teach a Child Something, We Keep Him from Inventing It Himself
Jean Piaget
 
User avatar
Cuchulainn
Topic Author
Posts: 61537
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Re: The Julia Programming Language

February 9th, 2020, 11:20 pm

Sure you don't mean Ada?
No, Linda (L).

And don't forget Rear Admiral Grace Hopper.

Image
http://www.datasimfinancial.com
http://www.datasim.nl

Every Time We Teach a Child Something, We Keep Him from Inventing It Himself
Jean Piaget
ABOUT WILMOTT

PW by JB

Wilmott.com has been "Serving the Quantitative Finance Community" since 2001. Continued...


Twitter LinkedIn Instagram

JOBS BOARD

JOBS BOARD

Looking for a quant job, risk, algo trading,...? Browse jobs here...


GZIP: On