LifetimePD

Variet/LifetimePD

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Author	SHA1	Message	Date
Variet Agent	0762fcc5d8	docs: session close — devlog, known-issues, verification xlsx - known-issues: Zt sign convention bug, ECOS coverage - devlog: 2026-03-11 (5 items) - results: pipeline_verification.xlsx, transition_matrix_audit.xlsx	2026-03-11 08:06:11 +09:00
Variet Agent	bc38d7e933	docs: devlog + known-issues (ECOS API codes, CP949, pandas fillna)	2026-03-10 22:57:02 +09:00
Variet Agent	3a9374c61a	feat: Lifetime PD (50yr) - Belkin & Suchower + Vasicek model - Belkin & Suchower (1998) credit cycle index (Zt) estimation via WLS - Vasicek single-factor conditional PD/TM model - Macro-Zt OLS regression with stepwise variable selection - 3-scenario (boom/neutral/recession) 50yr PD projection - Statistical validation suite (ADF, Ljung-Box, R2, ARCH) - BOK ECOS API integration with fallback data - Visualization module (7 chart types) - Detailed theoretical methodology docs/methodology.md	2026-03-10 21:57:34 +09:00

Author

SHA1

Message

Date

Variet Agent

0762fcc5d8

docs: session close — devlog, known-issues, verification xlsx

- known-issues: Zt sign convention bug, ECOS coverage
- devlog: 2026-03-11 (5 items)
- results: pipeline_verification.xlsx, transition_matrix_audit.xlsx

2026-03-11 08:06:11 +09:00

Variet Agent

bc38d7e933

docs: devlog + known-issues (ECOS API codes, CP949, pandas fillna)

2026-03-10 22:57:02 +09:00

Variet Agent

3a9374c61a

feat: Lifetime PD (50yr) - Belkin & Suchower + Vasicek model

- Belkin & Suchower (1998) credit cycle index (Zt) estimation via WLS
- Vasicek single-factor conditional PD/TM model
- Macro-Zt OLS regression with stepwise variable selection
- 3-scenario (boom/neutral/recession) 50yr PD projection
- Statistical validation suite (ADF, Ljung-Box, R2, ARCH)
- BOK ECOS API integration with fallback data
- Visualization module (7 chart types)
- Detailed theoretical methodology docs/methodology.md

2026-03-10 21:57:34 +09:00

3 Commits