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

..

cache

feat(data): expand to 31 macro variables with full fallback

2026-03-11 07:52:04 +09:00

real

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

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

__init__.py

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

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

ecos_fetcher.py

feat(data): expand to 31 macro variables with full fallback

2026-03-11 07:52:04 +09:00

export_audit.py

fix(critical): Zt sign convention — align with Belkin & Suchower (1998)

2026-03-11 07:30:15 +09:00

macro_analysis.py

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

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

macro_data.py

refactor(macro): sign-consistent re-analysis, rate DIFF only

2026-03-11 07:17:33 +09:00

parse_pdf_matrices.py

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

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

transition_matrices.py

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

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