CRPTO

CRPTO is a research repository for one manuscript targeted to the INFORMS Journal on Data Science. It studies what happens when a binary conformal score is used as a coefficient in a monthly credit-allocation linear program. The contribution is an identification audit of the machine-learning--conformal--optimization interface, not a promoted lending policy or a new credit-scoring leaderboard.

Active Result

The active design uses the Lending Club 2007--2020Q3 archive and declares all time roles before evaluation.

Quantity	Active value
Raw archive	2,925,493 rows
Eligible 36-month design universe	640,543 loans
Primary OOT candidates	376,890 loans
Resolved / unresolved at the six-month endpoint	364,814 / 12,076
Coverage controls	5 frozen learner specifications x 8 windows
Largest all-candidate coverage upper bound	0.897726
Two-ruler optimization solves	6,240
Exact point-cap frontier	3,067 caps
Broad-support comparator envelopes crossing zero	216 / 216
Structural sensitivity	36 complete scenarios
Joint fit-label completion stress	32 / 32 upper bounds below 0.90
USD 25 floor diagnostic	maximum rate perturbation 0.001284 pp

Under the declared six-month outcome-availability rule, all 40 sharp all-candidate coverage upper bounds are below 0.90. Separately, the primary CatBoost eight-window pattern recurs under three feature-semantics-preserving missingness encodings and at a later retrospective origin. Portfolio direction changes with the outcome-blind ruler, coordinate, and comparator support; no model, encoding, gamma, ruler, coordinate, scenario, or policy is selected.

These are retrospective, archive-specific identification results. They are not prospective validity, selected-set conformal coverage, causal lending effects, cash-flow returns, or deployment evidence.

Sources Of Truth

Read these in order:

1. docs/research/active_claims_2026-07-14.md
2. configs/ijds_active_evidence_sources.yaml
3. configs/ijds_claim_ledger.yaml
4. reports/crpto/ijds_binary_geometry_frontier_v4_evidence.json
5. paper/CRPTO_ijds.qmd
6. paper/supplement_ijds.qmd

The source registry owns lineage identities and 33 DVC pointers. The evidence manifest is the only numeric paper-facing manifest. The body QMD is the only editable source for the official submission TeX.

Architecture

raw archive + frozen experiment roots
              |
              v
  configs/ijds_active_evidence_sources.yaml
              |
              v
  scripts/build_ijds_binary_geometry_frontier_v4_evidence.py
              |
              +--> reports/crpto/ijds_binary_geometry_frontier_v4_evidence.json
              +--> reports/crpto/tables/crpto_ijds_v4_*.csv
              +--> reports/crpto/figures/crpto_ijds_v4_*.{png,pdf}
              |
              v
  paper/CRPTO_ijds.qmd + paper/supplement_ijds.qmd
              |
              v
  generated HTML/PDF + official INFORMS TeX/PDF

Current reusable code is under src/ijds_audit, src/ijds_challengers, and the retained data, model, evaluation, and optimization modules they import. Current experiment entrypoints are exactly the scripts/experiments/run_ijds_* files named by configs/crpto_publication_targets.yaml.

dvc.yaml, dvc.lock, and paths fixed by EXTRACTION_MANIFEST.json form a sealed compatibility capsule. They preserve old hashes and path-bound replay metadata but are not active workflows or manuscript evidence. The complete pre-consolidation repository is archived outside the project at D:\crpto_legacy.

The current package and evidence flow is mapped in docs/ARCHITECTURE.md.

Setup

Requirements: Python 3.11 or 3.12, uv, just, Quarto, Git, and TeX Live.

uv sync --group dev --locked
just smoke

Use Windows PowerShell and uv run for Python commands. Known transitive advisories and their containment rules are recorded in docs/security/DEPENDENCY_RISK_REGISTER.md.

Main Commands

just test                    # complete retained test suite
just coverage                # complete suite plus branch coverage XML
just lint                    # Ruff check and format check
just type-check              # mypy
just type-check-fast         # blocking ty check on the active surface
just publication-integrity   # source, claim, and artifact contracts
just drift-gate              # read-only PD/conformal/evidence regression
just ijds-active-check       # scientific and manuscript synchronization
just submission-build       # evidence, HTML, TeX, PDFs, previews
just submission-check       # all read-only submission gates
just submission-closeout    # build, check, and remote DVC verification
just dependency-audit        # fail on unregistered dependency advisories

The manual GitHub workflow named clean-clone-reproducibility (kept at .github/workflows/tests-full.yml to preserve its existing GitHub identity) reconstructs the locked publication capsule on a disposable Ubuntu CPU runner. Ubuntu is used as an independent portability check; CRPTO does not require WSL, CUDA, a GPU, or cuOpt. The workflow pulls only active evidence and strict-manifest DVC targets, then runs the same claim, drift, test, and coverage gates used locally.

The manual fallback for official TeX compilation is intentionally pdflatex -> bibtex -> pdflatex -> pdflatex: the first pass writes citation and cross-reference metadata, BibTeX writes the bibliography, and the final two passes stabilize references and pagination.

Protected Boundary

Do not run these historical DVC stages without explicit permission:

• crpto.pd.champion
• crpto.conformal.intervals
• crpto.conformal.validation
• crpto.portfolio.optimization
• crpto.portfolio.bound_exact_eval

Do not modify EXTRACTION_MANIFEST.json or its protected model/data artifacts. Use just validate-champion for ordinary work and just validate-champion-strict when every protected artifact is available.

Paper Editing

Edit paper/CRPTO_ijds.qmd, then generate the official TeX with:

just paper-tex

Never edit paper/submission/CRPTO_ijds_submission.tex directly. The paper is double-anonymous; author-identifying material belongs only in the separate submission forms.

Data And Literature

The raw CSV and experiment roots are DVC-managed and excluded from Git. The local Papers_tesis/ corpus is also excluded because it contains copyrighted PDFs; bibliographic metadata belongs in paper/references.bib.

License And Citation

Code is MIT licensed. See CITATION.cff for citation metadata.