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
12 lines
151 B
Plaintext
12 lines
151 B
Plaintext
numpy>=1.24
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scipy>=1.10
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pandas>=2.0
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statsmodels>=0.14
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matplotlib>=3.7
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seaborn>=0.12
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requests>=2.28
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pyyaml>=6.0
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openpyxl>=3.1
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tabulate>=0.9
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pytest>=7.0
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