Variet Agent
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8af743e6f3
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feat(data): parse 3-agency PDF transition matrices to CSV #task-290
- 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)
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2026-03-11 01:07:27 +09:00 |
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Variet Agent
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3a9374c61a
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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
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2026-03-10 21:57:34 +09:00 |
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