3 Commits

Author	SHA1	Message	Date
Variet Agent	b8514c1251	feat(data): implement market-implied PD floor and 7x7 transition matrix parsing #task-290	2026-03-11 15:53:38 +09:00
Variet Agent	d61c538308	fix(critical): complete Zt sign alignment across all modules ... Fixed ALL instances of (d - sqrt_rho*z) -> (d + sqrt_rho*z): - models/vasicek.py: conditional_transition_matrix() (used by lifetime PD) - data/transition_matrices.py: _generate_model_consistent_matrix() - models/credit_cycle.py: already fixed in previous commit Added sign convention docs: - vasicek.py conditional_pd() uses Basel convention (Z↑=loss↑) - conditional_transition_matrix() uses Belkin convention (Z↑=호황) - Both conventions documented in module docstrings Pipeline 8/8 validation pass after fix	2026-03-11 07:36:52 +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