LeatherSagiKnowledgebase

Tag: derivative-free-optimization

1 item with this tag.

  • Apr 13, 2026

    A 54-Dimensional Constrained Stochastic Optimization Benchmark from Regime-Switching Asset Pricing

    • optimization-benchmark
    • constrained-mle
    • regime-switching
    • derivative-free-optimization
    • multi-fidelity
    • particle-filter
    • rational-expectations
    • commercial-real-estate

Created with Quartz v4.5.2 © 2026

  • GitHub
  • Discord Community