feat(book): ECL-under-conformal-uncertainty chapter + fix stale c-index#22
Merged
Conversation
…-index
Round 13 — closes the thesis economic arc through IFRS9 provisioning and fixes a
stale survival metric. Champion untouched; no pipeline re-runs; ECL numbers from
the frozen ifrs9_scenario_summary.parquet.
New chapter 29-ecl-incertidumbre.qmd ("ECL bajo incertidumbre conformal"):
- Extends the PD -> conformal -> portfolio chain to its regulatory destination:
the IFRS9 Expected Credit Loss provision.
- Real frozen scenario numbers: baseline ECL $875.9M with propagated conformal
interval [$455.4M, $1,563.3M] (~97.5% of point), severe $1,487.9M (+69.9%),
staging shifting from 29.4/48.1/22.5% to 9.2/68.3/22.5% under stress.
- Connects to the CRPTO core: conformal interval width as an extra SICR (staging)
signal. Temporal layer (AutoARIMA) kept as a diagnostic, not a live forecast.
- Framed as auxiliary thesis evidence, not a second paper contribution.
ifrs9_scenario_summary.parquet migrated + dvc-added + pushed; wired into the
"Cierre de tesis" part after the auxiliary-results chapter.
Consistency fix: ch23 cited a stale survival c-index (0.6797, with a parent-repo
mention) -> corrected to the canonical local value 0.6948 (Cox and RSF, per
pipeline_summary.json and ch28), removing the parent reference.
Thesis PDF QA: book PDF compiled clean (LuaLaTeX, 418 pp, 0 errors) before this
chapter; final HTML re-rendered (35/35, no crossref/citation warnings).
lint + smoke green.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
1 participant
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Ronda 13 — cierra el arco económico de la tesis hasta la provisión IFRS9 y corrige una métrica de survival desactualizada. Champion intacto, sin re-runs; cifras ECL del artefacto congelado.
Capítulo nuevo 29-ecl-incertidumbre.qmd
Traído con criterio (evalué el material del padre y elegí lo de mayor valor narrativo, no volcado):
Fix de consistencia
ch23 citaba un c-index stale (0.6797, con mención al repo padre) → corregido al valor canónico local 0.6948 (Cox y RSF), eliminando la referencia al padre.
Validación
🤖 Generated with Claude Code