LeatherSagiKnowledgebase

Tag: optimization

4 items with this tag.

  • Apr 13, 2026

    Exp 06 v2: Last-Mile Probe on Simulated DGP (Corrected)

    • cre
    • regime-switching
    • optimization
    • bobyqa
    • mc-pricing
  • Apr 13, 2026

    Exp 10a: Restart Allocation Baseline + High-R Tie-Break (Incumbent Promotion)

    • cre
    • regime-switching
    • optimization
    • restart-allocation
    • incumbent
  • Apr 13, 2026

    Differentiable RBPF for gradient-based structural estimation of regime-switching macro-finance models

    • differentiable
    • particle-filter
    • rbpf
    • gradient
    • optimization
    • regime-switching
  • 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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