|
|
acb232fff4
|
feat(scenarios): scenario weight empirical analysis script + env update lifetimePD
|
2026-03-26 21:31:04 +09:00 |
|
Variet Agent
|
d1ddf06e5d
|
feat(model): KAP YTM PD floor integration, expanded 226-var search, ADF fix (AIC->BIC), Model#2 with 6-test diagnostics
- Replace hardcoded DEFAULT_PD_FLOORS with build_complete_pd_floor_table() (KAP bond YTM)
- Fix ADF test: autolag='AIC' -> 'BIC' for small sample (N=26) robustness
- Expand variable search: 40 -> 226 vars (log/diff/return/lag2), 1.9M combos
- Select Model #2: HOUSING_PRICE + CREDIT_SPREAD_LAG1 + CURRENT_ACCOUNT_R
- Add 6-test diagnostics table to AR1 sheet (ADF/LB/DW/BP/ARCH/Shapiro)
- Add Korean variable names for transformed variables
- Generate report v7 with full diagnostics
|
2026-03-12 00:06:23 +09:00 |
|
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
|
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
|
ebdc6b805b
|
chore: migrate .agent/ to .agents/ directory structure
|
2026-03-11 00:31:59 +09:00 |
|
