Variet Agent cc55acc330 feat(analysis): v3 re-analysis with 31 ECOS variables ...

Best model: CREDIT_SPREAD_LAG1 + USDKRW + HOUSING_PRICE (R²=0.646)
- 31 raw vars → 80+ features (DIFF/LAG1/PCT/spreads)
- 2267 valid combos searched (collinearity filtered)
- All Top 10 sign-consistent
- Zt sign corrected: Z+ = 호황 (Belkin convention)

2026-03-11 07:55:36 +09:00

.agents

chore: migrate .agent/ to .agents/ directory structure

2026-03-11 00:31:59 +09:00

data

feat(analysis): v3 re-analysis with 31 ECOS variables

2026-03-11 07:55:36 +09:00

doc

fix(ecos): correct all 6 ECOS API stat/item codes #task-292

2026-03-10 22:53:51 +09:00

docs

docs: devlog + known-issues (ECOS API codes, CP949, pandas fillna)

2026-03-10 22:57:02 +09:00

models

fix(critical): complete Zt sign alignment across all modules

2026-03-11 07:36:52 +09:00

output

feat: Lifetime PD (50yr) - Belkin & Suchower + Vasicek model

2026-03-10 21:57:34 +09:00

projection

feat: Lifetime PD (50yr) - Belkin & Suchower + Vasicek model

2026-03-10 21:57:34 +09:00

scenarios

fix(ecos): correct all 6 ECOS API stat/item codes #task-292

2026-03-10 22:53:51 +09:00

validation

feat: Lifetime PD (50yr) - Belkin & Suchower + Vasicek model

2026-03-10 21:57:34 +09:00

.gitignore

feat: Lifetime PD (50yr) - Belkin & Suchower + Vasicek model

2026-03-10 21:57:34 +09:00

config.yaml

feat(data): parse 3-agency PDF transition matrices to CSV #task-290

2026-03-11 01:07:27 +09:00

main.py

feat(macro): comprehensive variable exploration, R²=0.028→0.747

2026-03-11 06:55:02 +09:00

requirements.txt

feat: Lifetime PD (50yr) - Belkin & Suchower + Vasicek model

2026-03-10 21:57:34 +09:00

Description

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