Variet/LifetimePD
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Variet Agent ed3bed2bf1 docs: 기록 2026-03-27 ECOS 데이터 정합성 검증 devlog 및 known-issues 추가
2026-03-27 22:39:19 +09:00
.agents
docs: 기록 2026-03-27 ECOS 데이터 정합성 검증 devlog 및 known-issues 추가
2026-03-27 22:39:19 +09:00
data
feat(model): KAP YTM PD floor integration, expanded 226-var search, ADF fix (AIC->BIC), Model#2 with 6-test diagnostics
2026-03-12 00:06:23 +09:00
doc
fix(ecos): correct all 6 ECOS API stat/item codes #task-292
2026-03-10 22:53:51 +09:00
docs
docs: 기록 2026-03-27 ECOS 데이터 정합성 검증 devlog 및 known-issues 추가
2026-03-27 22:39:19 +09:00
models
feat(model): KAP YTM PD floor integration, expanded 226-var search, ADF fix (AIC->BIC), Model#2 with 6-test diagnostics
2026-03-12 00:06:23 +09:00
output
feat: Lifetime PD (50yr) - Belkin & Suchower + Vasicek model
2026-03-10 21:57:34 +09:00
projection
feat: Lifetime PD (50yr) - Belkin & Suchower + Vasicek model
2026-03-10 21:57:34 +09:00
reports
feat(model): KAP YTM PD floor integration, expanded 226-var search, ADF fix (AIC->BIC), Model#2 with 6-test diagnostics
2026-03-12 00:06:23 +09:00
results
feat(model): KAP YTM PD floor integration, expanded 226-var search, ADF fix (AIC->BIC), Model#2 with 6-test diagnostics
2026-03-12 00:06:23 +09:00
scenarios
feat(model): KAP YTM PD floor integration, expanded 226-var search, ADF fix (AIC->BIC), Model#2 with 6-test diagnostics
2026-03-12 00:06:23 +09:00
validation
feat(model): KAP YTM PD floor integration, expanded 226-var search, ADF fix (AIC->BIC), Model#2 with 6-test diagnostics
2026-03-12 00:06:23 +09:00
.gitignore
feat: Lifetime PD (50yr) - Belkin & Suchower + Vasicek model
2026-03-10 21:57:34 +09:00
config.yaml
feat(model): KAP YTM PD floor integration, expanded 226-var search, ADF fix (AIC->BIC), Model#2 with 6-test diagnostics
2026-03-12 00:06:23 +09:00
main.py
feat(model): KAP YTM PD floor integration, expanded 226-var search, ADF fix (AIC->BIC), Model#2 with 6-test diagnostics
2026-03-12 00:06:23 +09:00
requirements.txt
feat: Lifetime PD (50yr) - Belkin & Suchower + Vasicek model
2026-03-10 21:57:34 +09:00
tmp_analysis.py
feat(scenarios): scenario weight empirical analysis script + env update lifetimePD
2026-03-26 21:31:04 +09:00
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