The following are some excellent community projects for GPU execution, a technique for high-performance financial, image processing, and other data-parallel numerical programming.
FSCL: This is a framework for OpenCL programming, scheduling, and execution abstraction on heterogeneous platforms in F# (http://fscl.github.io/FSCL.Compiler/)
Alea.cuBase: This is the professional GPGPU programming with F# and CUDA(TM) (http://blog.quantalea.net/)
Brahma.FSharp: This is the General Purpose (GP) GPU programming with F# and is a quotation to OpenCL translator (https://github.com/gsvgit/Brahma.FSharp)