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Tag: cre
25 items with this tag.
Apr 13, 2026
Bansal et al. Log-Linear Approximation: Jensen Gap Validation
cre
regime-switching
approximation
jensen-inequality
equity-strips
Apr 13, 2026
Basin Finder 01: GBT-Guided Feasible Archive Generation
cre
regime-switching
basin-finder
feasibility-classifier
sobol
gbt
Apr 13, 2026
Basin Finder 02: F1 Cheap-Screen Design (3D Hamilton-Kim + BC Riccati)
cre
regime-switching
basin-finder
cheap-screen
hamilton-kim
riccati
Apr 13, 2026
Basin Finder 03: F2 Medium Refiner Design (6D Hamilton + MC cap rates)
cre
regime-switching
basin-finder
mc-pricing
refiner
Apr 13, 2026
Basin Finder 04: Promotion Policy (P0 Unbeatable)
cre
regime-switching
basin-finder
promotion-policy
null-result
Apr 13, 2026
Basin Finder 05: Global Driver — Adaptive vs Static Search (Null Result)
cre
regime-switching
basin-finder
global-driver
null-result
bobyqa
Apr 13, 2026
Basin Finder: Complete Five-Experiment Program Summary
cre
regime-switching
basin-finder
cascade
program-summary
Apr 13, 2026
Constrained Estimation Branch: m_g Pin + MC Lookup + BOBYQA in 54-D
cre
regime-switching
constrained-estimation
bobyqa
mc-pricing
m_g-constraint
Apr 13, 2026
Exp 06 v2: Last-Mile Probe on Simulated DGP (Corrected)
cre
regime-switching
optimization
bobyqa
mc-pricing
Apr 13, 2026
Exp 06 v1 vs v2: Data Correction Comparison Memo
cre
regime-switching
data-correction
bobyqa
documentation
Apr 13, 2026
Exp 10a: Restart Allocation Baseline + High-R Tie-Break (Incumbent Promotion)
cre
regime-switching
optimization
restart-allocation
incumbent
Apr 13, 2026
Exp 09: Adaptive Tail Splice for MC Cap-Rate Pricing
cre
regime-switching
mc-pricing
adaptive-tail
geometric-decay
Apr 13, 2026
Exp 10: Hybrid Tail Cache -- Strict Theta-Only Operator Cache
cre
regime-switching
caching
performance
infrastructure
Apr 13, 2026
Exp 11: Block-Relative Curvature at Incumbent (Diagnostic Only)
cre
regime-switching
curvature
finite-difference
hessian
diagnostic
Apr 13, 2026
Exp 12: Online Asymptotic Onset Detection (O1 Splice Detector)
cre
regime-switching
mc-pricing
onset-detection
adaptive-tail
Apr 13, 2026
MC Finite-Horizon Pricing Program: Simulation-Based Cap-Rate Pricing for Estimation
cre
regime-switching
mc-pricing
crn
cap-rate
geometric-tail
Apr 13, 2026
Pricing Approximation Program: Operator Compression for Regime-Switching CRE Pricing
cre
regime-switching
pricing-approximation
operator-compression
geometric-tail
Apr 13, 2026
Robustness Experiments: 12-Piece Infrastructure Summary
cre
regime-switching
robustness
infrastructure
rbpf
Apr 13, 2026
Simulated-Data Recovery: Local PASS / Global FAIL
cre
regime-switching
sim-recovery
identification
bobyqa
mle
Apr 13, 2026
TSM MLE: Hamilton-Kim Filter vs RBPF vs IS Ground Truth on 3D Macro-Only
cre
regime-switching
hamilton-kim
rbpf
importance-sampling
tsm
mle-validation
Apr 13, 2026
TSM MLE v2: Global Latin Hypercube Search + NelderMead Polish
cre
regime-switching
term-structure
mle
global-search
Apr 13, 2026
Cross-asset regime-consistent pricing: CRE + Treasuries under a single regime-switching SDF
cross-asset
no-arbitrage
risk-premia
term-premium
regime-switching
sdf
cre
treasury
Apr 13, 2026
Generalize the Dai–Singleton–Yang regime-switching ATSM to exponential-quadratic asset pricing factors
exponential-quadratic
regime-switching
atsm
no-arbitrage
riccati
term-structure
cre
Apr 13, 2026
Formal global optimization pipeline for Markov-switching CRE asset pricing MLE
optimization
mle
sobol
basin-hopping
global-optimization
regime-switching
cre
Apr 13, 2026
Out-of-sample CRE cap rate forecasting at 1Y+ horizons under regime switching
forecasting
out-of-sample
cap-rates
regime-switching
structural-model
cre