LeatherSagiKnowledgebase

Tag: mle

3 items with this tag.

  • Apr 13, 2026

    Simulated-Data Recovery: Local PASS / Global FAIL

    • cre
    • regime-switching
    • sim-recovery
    • identification
    • bobyqa
    • mle
  • Apr 13, 2026

    TSM MLE v2: Global Latin Hypercube Search + NelderMead Polish

    • cre
    • regime-switching
    • term-structure
    • mle
    • global-search
  • Apr 13, 2026

    Formal global optimization pipeline for Markov-switching CRE asset pricing MLE

    • optimization
    • mle
    • sobol
    • basin-hopping
    • global-optimization
    • regime-switching
    • cre

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