Paul Shirkey, Author at CenterSpace

Optimal Portfolio Allocation

Posted on January 22, 2014February 7, 2023 by Paul Shirkey

The problem of optimal portfolio allocation, in its simplest form, asks the question of how to fully allocate a given amount of wealth across a fixed universe of investments to achieve a minimum-risk goal-expected return. The known quantities are the potential field of investments, their performance history, and the goal rate of return; The unknown is the wealth allocation across the investments....
Read More

Chebyshev Filters in C#

Posted on December 11, 2013October 14, 2020 by Paul Shirkey

There are three classes of widely used IIR (recursive) filters in signal processing: Butterworth, Chebyshev, and elliptical. In this postI will give a short introduction to Chebyshev filters, present a code implementation, and end with a usage example. The Butterworth filter was discussed in a previous blog article. Chebyshev filters come in two flavors defined by either allowing ripple in the pa...
Read More

Butterworth Filters in C#

Posted on October 30, 2013March 1, 2016 by Paul Shirkey

There are three classes of widely used IIR (recursive) filters in signal processing: Butterworth, Chebyshev, and elliptical. In this article I will discuss the Butterworth filter and provide example code implementing and using the filter. The Chebyshev and elliptical filters will be discussed in follow up articles. Butterworth filters are desirable for their ease of implementation, good ph...
Read More

Smoothing Cubic Splines

Posted on October 15, 2013February 7, 2023 by Paul Shirkey

Cubic smoothing splines embody a curve fitting technique which blends the ideas of cubic splines and curvature minimization to create an effective data modeling tool for noisy data. Traditional interpolating cubic splines represent the tabulated data as a piece-wise continuous curve which passes through each value in the data table. The curve spanning each data interval is represented by a cubic p...
Read More

Detecting and Configuring your GPU for Computation

Posted on June 19, 2013June 19, 2013 by Paul Shirkey

Detecting your GPU Before evaluating NMath Premium or any other GPU-aware software you need to know what type of hardware you have and verify that the correct drivers are installed. There are two quick ways of detecting your NVIDIA GPU and viewing it's hardware specifications. The majority of installed NVIDIA GPU's in desktop computers are there acting as high performance video rendering...
Read More