Variet Agent
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2406dac6a2
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docs: session close - devlog update, Phase 3-6 complete
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2026-03-11 16:25:58 +09:00 |
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Variet Agent
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8a0d6e7574
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docs: update methodology with KAP-based PD floor values and WR->D correction logic
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2026-03-11 16:22:08 +09:00 |
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Variet Agent
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b8514c1251
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feat(data): implement market-implied PD floor and 7x7 transition matrix parsing #task-290
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2026-03-11 15:53:38 +09:00 |
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Variet Agent
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0762fcc5d8
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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
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2026-03-11 08:06:11 +09:00 |
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Variet Agent
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bc38d7e933
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docs: devlog + known-issues (ECOS API codes, CP949, pandas fillna)
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2026-03-10 22:57:02 +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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