5 Commits

This Branch

This Branch

All Branches

Author	SHA1	Message	Date
Variet Agent	ebdc6b805b	chore: migrate .agent/ to .agents/ directory structure	2026-03-11 00:31:59 +09:00
Variet Agent	6aaff48856	docs: fill .agents/references with actual project content (architecture, tech-stack, conventions)	2026-03-10 23:02:19 +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	9fba224623	fix(ecos): correct all 6 ECOS API stat/item codes #task-292 ... - 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 ... - 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