Add c17: model-comparison table generator (Table 2 source of record)

code/c17_model_comparison.py

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+"""
+C17: Regenerate the model-comparison table (manuscript Table 2) from the frozen
+     model-selection JSONs — closing the one paper<->code gap with no active script.
+================================================================================
+
+The manuscript's model-comparison table (GARCH(1,1) vs GJR-GARCH vs GJR-GARCH-X
+AIC/BIC/LogLik per asset) originates from the model-selection run archived in
+`_archive/outputs/analysis_results/model_parameters/<asset>_parameters.json`.
+Those JSONs are the source of record for the table; this script extracts and
+tabulates them so the table is reproducible from committed artifacts like every
+other table in the paper.
+
+Parameter-count convention (matches the manuscript's ten-parameter statement):
+the estimators profile the mean at the sample mean, so the GJR-GARCH-X
+information criteria correspond to k = 10 (omega, alpha, gamma, beta, nu + 5
+exogenous coefficients); BIC - AIC = k * (ln n - 2). LogLik is recovered from
+AIC as (2k - AIC) / 2.
+
+Output (results/):
+    c17-model-comparison.csv    one row per (asset, model): AIC, BIC, LogLik
+"""
+import csv
+import json
+from pathlib import Path
+
+HERE = Path(__file__).resolve().parent
+ROOT = HERE.parent
+JSON_DIR = ROOT / "_archive" / "outputs" / "analysis_results" / "model_parameters"
+OUT_DIR = ROOT / "results"
+
+ASSETS = ["btc", "eth", "xrp", "bnb", "ltc", "ada"]
+# model label in JSON -> (manuscript label, parameter count with mean profiled)
+MODELS = {
+    "GARCH(1,1)": ("GARCH(1,1)", 5),
+    "TARCH(1,1)": ("GJR-GARCH", 6),
+    "TARCH-X": ("GJR-GARCH-X", 10),
+}
+
+
+def main():
+    OUT_DIR.mkdir(parents=True, exist_ok=True)
+    rows = []
+    for asset in ASSETS:
+        with open(JSON_DIR / f"{asset}_parameters.json") as f:
+            data = json.load(f)
+        for json_label, (paper_label, k) in MODELS.items():
+            block = data[json_label]
+            aic, bic = float(block["AIC"]), float(block["BIC"])
+            loglik = (2 * k - aic) / 2
+            rows.append(
+                {
+                    "asset": asset.upper(),
+                    "model": paper_label,
+                    "k_params": k,
+                    "AIC": round(aic, 3),
+                    "BIC": round(bic, 3),
+                    "loglik": round(loglik, 3),
+                }
+            )
+    out = OUT_DIR / "c17-model-comparison.csv"
+    with open(out, "w", newline="") as f:
+        w = csv.DictWriter(f, fieldnames=list(rows[0].keys()))
+        w.writeheader()
+        w.writerows(rows)
+    print(f"wrote {out} ({len(rows)} rows)")
+    # console preview mirroring the manuscript table layout
+    for asset in ASSETS:
+        sub = [r for r in rows if r["asset"] == asset.upper()]
+        best = min(sub, key=lambda r: r["AIC"])
+        line = "  ".join(
+            f"{r['model']}: AIC {r['AIC']:.0f} BIC {r['BIC']:.0f} LL {r['loglik']:.0f}"
+            + (" *" if r is best else "")
+            for r in sub
+        )
+        print(f"{asset.upper():4s} {line}")
+
+
+if __name__ == "__main__":
+    main()

results/c17-model-comparison.csv

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+asset,model,k_params,AIC,BIC,loglik
+BTC,"GARCH(1,1)",5,11904.019,11933.005,-5947.009
+BTC,GJR-GARCH,6,11905.615,11940.398,-5946.807
+BTC,GJR-GARCH-X,10,11900.352,11958.325,-5940.176
+ETH,"GARCH(1,1)",5,13344.705,13373.692,-6667.353
+ETH,GJR-GARCH,6,13346.557,13381.341,-6667.279
+ETH,GJR-GARCH-X,10,13329.362,13387.335,-6654.681
+XRP,"GARCH(1,1)",5,13324.298,13353.285,-6657.149
+XRP,GJR-GARCH,6,13325.112,13359.895,-6656.556
+XRP,GJR-GARCH-X,10,13324.297,13382.27,-6652.149
+BNB,"GARCH(1,1)",5,11400.368,11428.829,-5695.184
+BNB,GJR-GARCH,6,11400.936,11435.089,-5694.468
+BNB,GJR-GARCH-X,10,11400.492,11457.413,-5690.246
+LTC,"GARCH(1,1)",5,13779.841,13808.828,-6884.921
+LTC,GJR-GARCH,6,13773.559,13808.343,-6880.78
+LTC,GJR-GARCH-X,10,13773.224,13831.197,-6876.612
+ADA,"GARCH(1,1)",5,14091.197,14120.183,-7040.598
+ADA,GJR-GARCH,6,14093.131,14127.915,-7040.566
+ADA,GJR-GARCH-X,10,14092.421,14150.394,-7036.21