{"id":"https://openalex.org/W4401597433","doi":"https://doi.org/10.1145/3674633","title":"Functional Programming in Financial Markets (Experience Report)","display_name":"Functional Programming in Financial Markets (Experience Report)","publication_year":2024,"publication_date":"2024-08-15","ids":{"openalex":"https://openalex.org/W4401597433","doi":"https://doi.org/10.1145/3674633"},"language":"en","primary_location":{"id":"doi:10.1145/3674633","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3674633","pdf_url":null,"source":{"id":"https://openalex.org/S4210216081","display_name":"Proceedings of the ACM on Programming Languages","issn_l":"2475-1421","issn":["2475-1421"],"is_oa":true,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the ACM on Programming Languages","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://doi.org/10.1145/3674633","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5053655087","display_name":"Atze Dijkstra","orcid":"https://orcid.org/0000-0003-2906-3067"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Atze Dijkstra","raw_affiliation_strings":["Standard Chartered Bank, London, United Kingdom"],"raw_orcid":"https://orcid.org/0009-0005-1696-9822","affiliations":[{"raw_affiliation_string":"Standard Chartered Bank, London, United Kingdom","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100879511","display_name":"Jos\u00e9 Pedro Magalh\u00e3es","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Jos\u00e9 Pedro Magalh\u00e3es","raw_affiliation_strings":["Standard Chartered Bank, London, United Kingdom"],"raw_orcid":"https://orcid.org/0009-0000-6253-0865","affiliations":[{"raw_affiliation_string":"Standard Chartered Bank, London, United Kingdom","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5106525655","display_name":"Pierre N\u00e9ron","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Pierre N\u00e9ron","raw_affiliation_strings":["Standard Chartered Bank, Singapore, Singapore"],"raw_orcid":"https://orcid.org/0009-0006-7863-307X","affiliations":[{"raw_affiliation_string":"Standard Chartered Bank, Singapore, Singapore","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5053655087"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.16286617,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"8","issue":"ICFP","first_page":"234","last_page":"248"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9876000285148621,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9876000285148621,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13197","display_name":"Spreadsheets and End-User Computing","score":0.9869999885559082,"subfield":{"id":"https://openalex.org/subfields/1712","display_name":"Software"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.9092000126838684,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.47099512815475464},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.45875856280326843},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.3449947237968445},{"id":"https://openalex.org/keywords/financial-system","display_name":"Financial system","score":0.33497750759124756}],"concepts":[{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.47099512815475464},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.45875856280326843},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.3449947237968445},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.33497750759124756}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3674633","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3674633","pdf_url":null,"source":{"id":"https://openalex.org/S4210216081","display_name":"Proceedings of the ACM on Programming Languages","issn_l":"2475-1421","issn":["2475-1421"],"is_oa":true,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the ACM on Programming Languages","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.1145/3674633","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3674633","pdf_url":null,"source":{"id":"https://openalex.org/S4210216081","display_name":"Proceedings of the ACM on Programming Languages","issn_l":"2475-1421","issn":["2475-1421"],"is_oa":true,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the ACM on Programming Languages","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":6,"referenced_works":["https://openalex.org/W1996473305","https://openalex.org/W2113112607","https://openalex.org/W2404721232","https://openalex.org/W2509331697","https://openalex.org/W4250303599","https://openalex.org/W4251493246"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2765153054","https://openalex.org/W2596173151","https://openalex.org/W3213789065","https://openalex.org/W3080576469","https://openalex.org/W4231340554","https://openalex.org/W1491839574","https://openalex.org/W2931838652","https://openalex.org/W3168296622","https://openalex.org/W4399331938"],"abstract_inverted_index":{"We":[0,158,183],"present":[1],"a":[2,13,25,35],"case-study":[3],"of":[4,80,129,133,138,153,162,188,193,197,200],"using":[5,88],"functional":[6,47,89,96,108,168,189],"programming":[7,48,109,169,190],"in":[8,24,44,166],"the":[9,30,52,139,154,167,186,194,198],"real":[10],"world":[11],"at":[12],"very":[14],"large":[15],"scale.":[16],"At":[17],"Standard":[18],"Chartered":[19],"Bank,":[20],"Haskell":[21],"is":[22,49,191],"used":[23,50,121],"core":[26],"software":[27,86],"library":[28],"supporting":[29],"entire":[31,53],"Markets":[32,83],"division":[33],"\u2013":[34],"business":[36],"line":[37],"with":[38,85],"3":[39],"billion":[40],"USD":[41],"operating":[42],"income":[43],"2023.":[45],"Typed":[46],"across":[51,82,131],"tech":[54],"stack,":[55],"including":[56],"foundational":[57],"APIs":[58],"and":[59,64,76,91,144,147,164,180,203],"CLIs":[60],"for":[61,69],"deal":[62],"valuation":[63],"risk":[65],"analysis,":[66],"server-side":[67],"components":[68],"long-running":[70],"batches":[71],"or":[72,127],"sub-second":[73],"RESTful":[74],"services,":[75],"end-user":[77],"GUIs.":[78],"Thousands":[79],"users":[81],"interact":[84],"built":[87],"programming,":[90],"over":[92],"one":[93,124,149,192],"hundred":[94],"write":[95],"code.":[97],"In":[98],"this":[99],"experience":[100,165],"report":[101],"we":[102,106,204],"focus":[103],"on":[104,172],"how":[105],"leverage":[107],"to":[110,122],"orchestrate":[111],"type-driven":[112],"large-scale":[113],"pricing":[114],"workflows.":[115],"The":[116],"same":[117],"API":[118],"can":[119,141],"be":[120,142],"price":[123],"trade":[125],"locally,":[126],"millions":[128],"trades":[130],"thousands":[132],"cloud":[134],"nodes.":[135],"Different":[136],"parts":[137,156],"computation":[140],"run":[143],"inspected":[145],"individually,":[146],"recomputing":[148],"part":[150],"triggers":[151],"recalculation":[152],"dependent":[155],"only.":[157],"build":[159],"upon":[160],"decades":[161],"research":[163],"community,":[170],"relying":[171],"concepts":[173],"such":[174],"as":[175],"monads,":[176],"lenses,":[177],"datatype":[178],"generics,":[179],"closure":[181],"serialisation.":[182],"conclude":[184],"that":[185],"use":[187],"main":[195],"drivers":[196],"success":[199],"our":[201],"project,":[202],"see":[205],"no":[206],"significant":[207],"downsides":[208],"from":[209],"it.":[210]},"counts_by_year":[],"updated_date":"2026-05-05T08:41:31.759640","created_date":"2025-10-10T00:00:00"}