3a9374c61a
- 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
29 lines
233 B
Plaintext
29 lines
233 B
Plaintext
# Python
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__pycache__/
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*.py[cod]
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*$py.class
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*.egg-info/
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dist/
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build/
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# Results (regenerable)
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results/*.png
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results/*.csv
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# IDE
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.vscode/
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.idea/
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*.swp
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# OS
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Thumbs.db
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.DS_Store
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# Env
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.env
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*.env
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# Data
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data/raw/*.csv
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data/raw/*.xlsx
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