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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