Sep 07, 2017: 9:30am - 1:00pm

C1: Online Applications with Incremental

Yaron Minsky and Sebastian Funk


Incremental is a library aimed at making it easier to write on-line algorithms, i.e. , algorithms that can efficiently respond to new input data without having to redo the entire computation from scratch. This kind of problem comes up in many circumstances including data-driven UIs or complex modeling based on real-time data. In this tutorial we'll focus on building a monitoring application with Incremental based on a rapidly changing data set. We will look at techniques that allow you to build efficient views of this data to represent various aspects of the system being monitored.

Tutorial objectives

Participants will be walked through a number of different aspects of the Incremental API, including the core monadic calculus as well as specialized time-based computations and computations over diffable data structures like maps.

Target audience

Some familiarity with OCaml and the basic toolchain will be helpful, though anyone with a solid understanding of statically typed functional languages should be able to participate.

Infrastructure required

Participants will need a computer with OCaml and OPAM installed.

Yaron Minsky

Yaron Minsky obtained his BA in mathematics from Princeton University and his PhD in Computer Science from Cornell University, focusing on distributed systems. In 2003, he joined Jane Street where he has worked in a number of areas, including quantitative research, development tools, and trading systems.

Sebastian Funk

Sebastian graduated from the University of Cambridge with a Bachelor's degree in Computer Science. In 2013, he joined Jane street as a software developer and has been working on building trading systems in OCaml.