Wiki Log
Append-only chronological log. Entry format: ## [YYYY-MM-DD] action | details
[2026-04-12] init | wiki initialized
[2026-04-12] init | source expansion: 17 local + 0 discovered (curated specialized collection on Markov-switching CRE asset pricing — Phase B citation-chain and Phase C keyword search skipped per spec guidance: source files are pre-extracted markdown without arXiv IDs, and the user-curated set already covers the field)
[2026-04-12] ingest | added papers/leather-sagi-markov-switching-cre-asset-pricing | concepts: markov-switching-rational-expectations-cre-pricing, exponential-quadratic-asset-pricing-factors, monetary-policy-regime-switching | claims: cre-prices-sharpen-monetary-policy-regime-identification, anticipated-monetary-policy-regimes-drive-cre-cap-rates | people: david-leather, jacob-sagi | edges: 13
[2026-04-12] ingest | concepts for leather-sagi-markov-switching-cre-asset-pricing: 0 matched existing, 3 new, 0 foundation-refs
[2026-04-12] ingest | claims for leather-sagi-markov-switching-cre-asset-pricing: 0 matched existing, 2 new
[2026-04-12] ingest | claims for riccati-equations-leather-sagi: 0 matched existing, 2 new
[2026-04-12] ingest | concepts for riccati-equations-leather-sagi: 0 matched existing, 2 new, 0 foundation-refs
[2026-04-12] ingest | added papers/riccati-equations-leather-sagi | created: concepts/coupled-riccati-recursions-regime-switching-asset, concepts/spectral-radius-test-markov-pricing-operator, claims/bond-dividend-strip-prices-regime-switching, claims/asset-pricing-no-bubble-condition-regime, people/david-leather, people/jacob-sagi | INIT MODE (S2/DeepXiv skipped)
[2026-04-12] ingest | added papers/cho-moreno-2010-forward-method-rational-expectations | concepts: 0 matched, 3 new (forward-method-rational-expectations, forward-convergence-condition, no-bubble-condition); claims: 0 matched, 2 new (forward-solution-unique-fundamental-ree-with-nbc, msv-mod-estability-can-violate-nbc); people: 2 new (seonghoon-cho, antonio-moreno); 11 graph edges (INIT MODE)
[2026-04-12] ingest | claims for dai-singleton-yang-2007-regime-shifts-term-structure: 0 matched existing, 2 new
[2026-04-12] ingest | concepts for dai-singleton-yang-2007-regime-shifts-term-structure: 0 matched existing, 3 new, 0 foundation-refs
[2026-04-12] ingest | added papers/dai-singleton-yang-2007-regime-shifts-term-structure | created: concepts/regime-switching-affine-term-structure-model, concepts/state-dependent-regime-transition-probabilities, concepts/regime-shift-risk-premium, claims/state-dependent-transitions-improve-yield-fit, claims/regime-shift-risk-priced-in-long-yields, people/kenneth-singleton, people/qiang-dai, people/wei-yang | edges: 7
[2026-04-12] ingest | claims for hansen-scheinkman-2009-long-term-risk-operator-approach: 0 matched existing, 2 new
[2026-04-12] ingest | concepts for hansen-scheinkman-2009-long-term-risk-operator-approach: 0 matched existing, 3 new, 0 foundation-refs
[2026-04-12] ingest | added papers/hansen-scheinkman-2009-long-term-risk-operator-approach | created: concepts/principal-eigenfunction-pricing-operator, concepts/multiplicative-factorization-stochastic-discount-factor, concepts/semigroup-approach-asset-pricing, claims/sdf-multiplicative-factorization-decomposes-long-run, claims/principal-eigenvalue-determines-long-run-asset, people/lars-peter-hansen, people/jose-scheinkman
[2026-04-12] ingest | claims for bansal-zhou-2002-term-structure-regime-shifts: 0 matched existing, 2 new
[2026-04-12] ingest | concepts for bansal-zhou-2002-term-structure-regime-shifts: 0 matched existing, 3 new, 0 foundation-refs
[2026-04-12] ingest | added papers/bansal-zhou-2002-term-structure-regime-shifts | created concepts/cir-square-root-term-structure, concepts/efficient-method-of-moments, concepts/markov-regime-switching-asset-prices, people/ravi-bansal, people/hao-zhou, claims/regime-switching-cir-captures-volatility-correlation-eh, claims/term-structure-regimes-align-with-business-cycles
[2026-04-12] ingest | claims for ang-bekaert-wei-2008-real-rates-expected-inflation: 0 matched existing, 2 new
[2026-04-12] ingest | concepts for ang-bekaert-wei-2008-real-rates-expected-inflation: 0 matched existing, 3 new, 0 foundation-refs
[2026-04-12] ingest | added papers/ang-bekaert-wei-2008-real-rates-expected-inflation | created: concepts/regime-switching-affine-term-structure, concepts/inflation-risk-premium, concepts/real-rate-expected-inflation-decomposition, claims/real-yield-curve-is-approximately-flat, claims/inflation-risk-premium-drives-nominal-curve-slope, people/andrew-ang, people/geert-bekaert, people/min-wei, topics/markov-switching-term-structure-models
[2026-04-12] ingest | claims for murphy-1998-switching-kalman-filters: 0 matched existing, 2 new (importance==5 limit=2)
[2026-04-12] ingest | concepts for murphy-1998-switching-kalman-filters: 0 matched existing, 3 new, 0 foundation-refs (importance==5 limit=3)
[2026-04-12] ingest | added papers/murphy-1998-switching-kalman-filters | created: people/kevin-p-murphy, concepts/switching-kalman-filter, concepts/gpb-imm-collapsing-filters, concepts/exponential-belief-state-growth, claims/skf-belief-state-grows-exponentially-gaussians, claims/moment-matching-collapse-error-bounded | edges: 8
[2026-04-12] ingest | concepts for costa-fragoso-marques-mjls-textbook: 0 matched existing, 3 new, 0 foundation-refs
[2026-04-12] ingest | claims for costa-fragoso-marques-mjls-textbook: 0 matched existing, 2 new
[2026-04-12] ingest | added papers/costa-fragoso-marques-mjls-textbook | new: concepts/markov-jump-linear-system, concepts/mean-square-stability-operator-spectral-radius, concepts/coupled-algebraic-riccati-equation, claims/mjls-mean-square-stability-iff-operator, claims/mode-unknown-nonlinear-filter-mjls-memory, people/oswaldo-costa, people/marcelo-fragoso, people/ricardo-marques | edges: 8
[2026-04-12] ingest | claims for mazor-imm-target-tracking-survey: 0 matched existing, 1 new
[2026-04-12] ingest | concepts for mazor-imm-target-tracking-survey: 0 matched existing, 1 new, 0 foundation-refs
[2026-04-12] ingest | added papers/mazor-imm-target-tracking-survey | created: concepts/interacting-multiple-model-imm, claims/imm-matches-gpb2-accuracy-gpb1-cost, people/yaakov-bar-shalom
[2026-04-12] ingest | claims for ghysels-forecasting-real-estate-prices: 0 matched existing, 1 new
[2026-04-12] ingest | concepts for ghysels-forecasting-real-estate-prices: 0 matched existing, 1 new, 0 foundation-refs
[2026-04-12] ingest | added papers/ghysels-forecasting-real-estate-prices | created: concepts/real-estate-price-indices, claims/real-estate-returns-show-short-run, people/eric-ghysels, people/alberto-plazzi, people/walter-torous, people/rossen-valkanov; 6 graph edges (INIT MODE — index.md and topics not updated)
[2026-04-12] ingest | claims for moon-basar-risk-sensitive-control-mjls: 0 matched existing, 1 new
[2026-04-12] ingest | concepts for moon-basar-risk-sensitive-control-mjls: 0 matched existing, 1 new, 0 foundation-refs
[2026-04-12] ingest | claims for crouse-gaussian-mixture-reduction-survey: 0 matched existing, 1 new
[2026-04-12] ingest | concepts for crouse-gaussian-mixture-reduction-survey: 0 matched existing, 1 new, 0 foundation-refs
[2026-04-12] ingest | added papers/crouse-gaussian-mixture-reduction-survey | created: concepts/gaussian-mixture-reduction, claims/runnalls-greedy-kl-bound-suffices-tracking | linked: topics/switching-state-estimation | edges: 4
[2026-04-12] ingest | added papers/runnalls-kl-gaussian-mixture-reduction | created: concepts/gaussian-mixture-reduction, people/andrew-runnalls, claims/runnalls-kl-bound-greedy-merge | concepts: 0 matched, 1 new, 0 foundation-refs | claims: 0 matched, 1 new
[2026-04-12] ingest | claims for white-2017-unifying-task-specification-rl: 0 matched existing, 1 new
[2026-04-12] ingest | concepts for white-2017-unifying-task-specification-rl: 0 matched existing, 1 new, 3 foundation-refs
[2026-04-12] ingest | added papers/white-2017-unifying-task-specification-rl | created: concepts/transition-based-discounting, foundations/bellman-operator, foundations/episodic-vs-continuing-tasks, foundations/options-framework, people/martha-white, claims/transition-discount-unifies-episodic-continuing-rl
[2026-04-12] ingest | added papers/yu-mahmood-sutton-generalized-bellman-td-learning | concepts: 0 matched, 1 new (generalized-bellman-equation); claims: 0 matched, 1 new (bounded-eligibility-traces-enable-off-policy); people: 1 new (richard-sutton); edges: 3 (init mode, S2/DeepXiv/index/topics/graph-rebuild skipped)
[2026-04-12] init | completed: 17 papers, 35 concepts, 27 claims, 30 people, 4 topics, 3 ideas, 3 foundations, 1 summary, 111 graph edges; lint 0R/12Y/23B
[2026-04-12] ingest | added papers/leather-sagi-constrained-optimization-benchmark-54d | 54-D constrained MLE benchmark note for Kochenderfer | linked to 7 concepts, 2 people, global-opt idea | edges: 10
[2026-04-12] ingest | added concepts/rbpf-particle-count-diagnostics | cheap diagnostic features for RBPF N-star prediction | origin Phase Robustness | edges: 3
[2026-04-12] ingest | added experiments/basin-finder-01-feasible-archive-generation | outcome: succeeded | verdict: PASS | edges: 6
[2026-04-12] ingest | added experiments/basin-finder-02-f1-cheap-screen | outcome: succeeded | verdict: PASS | edges: 7
[2026-04-12] ingest | added experiments/basin-finder-03-f2-medium-refiner | outcome: succeeded | verdict: PASS | edges: 7
[2026-04-12] ingest | added experiments/basin-finder-05-global-driver | outcome: failed | verdict: NULL_RESULT_LOCAL_OPT_DEPTH_BOTTLENECK | edges: 4
[2026-04-12] ingest | added experiments/basin-finder-complete-program-summary | outcome: partial | verdict: PROGRAM_COMPLETE | edges: 6
[2026-04-12] ingest | added experiments/sim-recovery-experiment-local-global | outcome: partial | verdict: PARTIAL_LOCAL_PASS_GLOBAL_FAIL | edges: 5
[2026-04-12] ingest | added experiments/program-pricing-approximation-research | outcome: partial | verdict: PROGRAM_SUMMARY | edges: 8
[2026-04-12] ingest | added experiments/program-mc-finite-horizon-pricing | outcome: partial | verdict: PROGRAM_SUMMARY | edges: 7
[2026-04-12] ingest | added experiments/constrained-estimation-branch-summary | outcome: succeeded | verdict: BOBYQA_BASELINE | edges: 8
[2026-04-12] ingest | added experiments/tsm-mle-hamilton-kim-filter-validation | outcome: succeeded | verdict: HAMILTON_SELECTED | edges: 8
[2026-04-12] ingest | added experiments/tsm-mle-v2-global-search-findings | outcome: partial | verdict: PARTIAL_MLE_ON_BOUNDARY | edges: 5
[2026-04-12] ingest | added experiments/robustness-experiments-infrastructure-summary | outcome: na | verdict: INFRASTRUCTURE_SUMMARY | edges: 3
[2026-04-12] ingest | added experiments/bansal-approximation-jensen-gap-validation | outcome: failed | verdict: FAIL_JENSEN_GAP | edges: 5
[2026-04-12] ingest | added experiments/exp-06-last-mile-probe-v2-corrected | outcome: succeeded | verdict: PASS_R500_100PCT_HIT_RATE | edges: 3
[2026-04-12] ingest | added experiments/exp-09-adaptive-tail-splice-mc-pricing | outcome: partial | verdict: PARTIAL_PASS_NON_MONOTONE | edges: 4
[2026-04-12] ingest | added experiments/exp-10-hybrid-tail-cache-theta-only | outcome: failed | verdict: KILL_NEGATIVE_LEVERAGE | edges: 1
[2026-04-12] ingest | added experiments/exp-11-curvature-incumbent-scaled-diagnostic | outcome: diagnostic-only | verdict: DIAGNOSTIC_ONLY_STENCIL_FRAGILITY | edges: 3
[2026-04-12] ingest | added experiments/exp-12-online-asymptotic-onset-detection | outcome: failed | verdict: KILL_DETECTOR_FAILS | edges: 3
[2026-04-12] ingest | added experiments/exp-06-v1-v2-data-correction-comparison | outcome: na | verdict: DATA_CORRECTION_DOCUMENTED | edges: 2
[2026-04-12] init-supplement | completed: 4 papers, 1 concept, 21 experiments, 233 total edges; lint 0R/12Y/22B
[2026-04-12] ingest | added papers/regime-switches-agents-beliefs-post-world | Bianchi (2013, REStud) MS-DSGE with beliefs counterfactuals. Created: concepts/beliefs-counterfactual-simulation, claims/pre-volcker-monetary-policy-indeterminacy (partial), people/francesco-bianchi. Updated: concepts/monetary-policy-regime-switching, concepts/forward-looking-taylor-rule-regime-switching, claims/active-passive-monetary-policy-regimes-coexist (status → supported, confidence 0.7 → 0.8)
[2026-04-12] ingest | added papers/testing-indeterminacy-application-monetary-policy | Lubik-Schorfheide (2004, AER) Bayesian indeterminacy testing. Created: concepts/bayesian-indeterminacy-testing, claims/pre-volcker-monetary-policy-indeterminacy, people/thomas-lubik, people/frank-schorfheide. Updated: concepts/monetary-policy-regime-switching, concepts/identification-under-regime-switching, claims/active-passive-monetary-policy-regimes-coexist
[2026-04-12] ingest | added papers/dsge-model-based-estimation-new-keynesian | Schorfheide (2008, FRB Richmond EQ) NKPC estimation review. Created: concepts/new-keynesian-phillips-curve, claims/nkpc-slope-identification-tenuous. Updated: concepts/identification-under-regime-switching, people/frank-schorfheide
[2026-04-12] ingest | added papers/other-commercial-real-estate-boom-bust | new: concepts/cre-cap-rate-decomposition, claims/cre-risk-premia-drive-cap-rate-cycles, people/john-duca, people/david-ling | updated: claims/anticipated-monetary-policy-regimes-drive-cre-cap-rates, claims/real-estate-returns-show-short-run, concepts/real-estate-price-indices, topics/commercial-real-estate-pricing-regimes
[2026-04-12] ingest | added papers/expected-returns-expected-growth-rents-commercial | updated: people/alberto-plazzi, people/walter-torous, people/rossen-valkanov, concepts/real-estate-price-indices
[2026-04-12] ingest | added papers/2026-us-real-estate-market-outlook | industry report (CBRE Research, importance 2)
[2026-04-12] ingest | added papers/cap-rate-please-explain | practitioner note (NCREIF, importance 2) | updated: concepts/real-estate-price-indices
[2026-04-12] ingest | added papers/understanding-markov-switching-rational-expectations-models | Farmer-Waggoner-Zha 2009: foundational MSRE determinacy theory via MSS sunspot spectral condition. Created people/roger-farmer, people/daniel-waggoner, people/tao-zha. Created claim msre-determinacy-requires-mss-sunspot-spectral-condition. Updated concepts/mean-square-stability-operator-spectral-radius, concepts/forward-method-rational-expectations, concepts/monetary-policy-regime-switching, claims/active-passive-monetary-policy-regimes-coexist.
[2026-04-12] ingest | added papers/determinacy-classification-markov-switching-rational-expectations | Cho 2020: MOD method for complete MSRE determinacy classification. Created concepts/mod-solution-msre-determinacy, claims/mod-classifies-msre-determinacy. Updated people/seonghoon-cho, concepts/forward-method-rational-expectations, concepts/mean-square-stability-operator-spectral-radius, claims/forward-solution-unique-fundamental-ree-with-nbc, claims/msv-mod-estability-can-violate-nbc.
[2026-04-12] ingest | added papers/monetary-policy-regime-switches-macroeconomic-dynamics | Foerster 2016: inflation target switching irrelevant for determinacy; response switching key driver. Created claims/inflation-target-switching-irrelevant-for-determinacy. Updated concepts/monetary-policy-regime-switching, claims/active-passive-monetary-policy-regimes-coexist.
[2026-04-12] ingest | added papers/long-run-taylor-principle-revisited | Hayashi 2017: LRTP sufficient only under regime-independent solutions. Created concepts/long-run-taylor-principle, claims/lrtp-sufficient-only-under-regime-independent-solutions. Updated concepts/monetary-policy-regime-switching.
[2026-04-12] ingest | added papers/generalized-disappointment-aversion-long-run-volatility | new: concepts/generalized-disappointment-aversion, claims/gda-volatility-risk-suffices-equity-premium | updated: concepts/multiplicative-factorization-stochastic-discount-factor, people/ravi-bansal, people/lars-peter-hansen
[2026-04-12] ingest | added papers/higher-order-effects-asset-pricing-models | new: concepts/log-linearization-approximation-error, claims/log-linearization-errors-exceed-70-percent-persistent-lrr | updated: concepts/no-bubble-condition, concepts/exponential-quadratic-asset-pricing-factors, people/ravi-bansal
[2026-04-12] ingest | added papers/pricing-long-lived-securities-dynamic-endowment | new: people/jessica-wachter, claims/strip-integral-pricing-exact-for-psi-1-and-time-additive | updated: concepts/semigroup-approach-asset-pricing, concepts/principal-eigenfunction-pricing-operator, concepts/coupled-riccati-recursions-regime-switching-asset, concepts/no-bubble-condition, concepts/exponential-quadratic-asset-pricing-factors
[2026-04-12] ingest | added papers/arbitrage-free-three-factor-term-structure | new: people/don-kim, claims/term-premium-decline-explains-2004-conundrum | updated: concepts/regime-switching-affine-term-structure, concepts/inflation-risk-premium, concepts/real-rate-expected-inflation-decomposition, people/min-wei
[2026-04-12] batch-ingest | 16 papers added (4 MSRE determinacy, 3 macro/DSGE, 5 CRE, 4 asset pricing); +8 concepts, +11 claims, +10 people; index.md + graph rebuilt
[2026-04-12] ideate | 4 ideas proposed, 1 idea filtered out | direction: empirical validation + identification strengthening of MS-CRE model (auto-selected from gap map)