Variet Agent
87725b7c19
feat: 3-variable macro model (USDKRW+RETAIL_SALES+INVEST_RATE), forced_vars support, methodology sync
2026-03-11 17:30:06 +09:00
Variet Agent
2b94cc802d
feat(pipeline): update transition_matrices and config for 7x7 Zt estimation
2026-03-11 16:00:07 +09:00
Variet Agent
8af743e6f3
feat(data): parse 3-agency PDF transition matrices to CSV #task-290
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- New: data/parse_pdf_matrices.py (KR/NICE/SCI PDF parser)
- KR: text-based parser (space-separated numbers + dashes)
- NICE: text-based parser (clean numeric format)
- SCI: pdfplumber table extraction (column-position-aware)
- WR redistribution, B이하→B mapping, CCC extrapolation from PD patterns
- Modified: data/transition_matrices.py (added source='real' loader)
- Modified: config.yaml (data.transition_source: 'real')
- Modified: main.py (reads transition source from config)
- Output: 112 CSV files (KR/NICE/SCI/AVG × 28 years)
2026-03-11 01:07:27 +09:00
Variet Agent
9fba224623
fix(ecos): correct all 6 ECOS API stat/item codes #task-292
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- GDP: 111Y002/10111 -> 902Y015/KOR (international comparative stats)
- Unemployment: 901Y027/3 -> 901Y027/I61BC (correct item for rate)
- CD rate: 817Y002/010502000 -> 721Y001/2010000 (market interest rates)
- CPI: now computes YoY growth from level index (pct_change)
- Leading index: monthly (M) fetch + annual average (no annual data available)
- Fix DataFrame merge: dedup index, dropna before concat
- Fix NaN in scenario Z paths: fallback to z_scenario
- Update config.yaml with verified stat codes
2026-03-10 22:53:51 +09:00
Variet Agent
3a9374c61a
feat: Lifetime PD (50yr) - Belkin & Suchower + Vasicek model
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- 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
