Moritz-Pfeifer / CentralBankRoBERTaLinks
CentralBankRoBERTA is a large language model. It combines an economic agent classifier that distinguishes five basic macroeconomic agents with a binary sentiment classifier that identifies the emotional content of sentences in central bank communications.
☆18Updated last year
Alternatives and similar repositories for CentralBankRoBERTa
Users that are interested in CentralBankRoBERTa are comparing it to the libraries listed below
Sorting:
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆40Updated 5 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆52Updated last year
- Nowcasting☆219Updated 5 years ago
- ☆51Updated 6 months ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆51Updated 10 months ago
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆26Updated 2 years ago
- RBC Model Jupyter Notebook☆10Updated 6 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆31Updated 4 years ago
- Calibrate, estimate and analyze linearized DSGE models.☆33Updated 3 months ago
- Resources for a PhD class module focused on anomalies.☆16Updated last year
- Course Website on Macroeconomic Analysis with Machine Learning and Big Data☆126Updated last year
- Calculate U.S. equity (portfolio) characteristics☆95Updated last year
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago
- Macro with Python☆54Updated 4 years ago
- Replication Code for Identifying Price Informativeness☆13Updated 4 years ago
- Python Nowcasting☆127Updated 4 years ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆41Updated 2 years ago
- Codebase for FOMC-NLP, accepted at ACL 2023 (main)☆61Updated 8 months ago
- This repository includes replication code and raw data used in the construction of the Global Macro Database.☆154Updated last week
- MD&A sections from 10-Ks; 2002-2018☆35Updated 9 months ago
- ☆23Updated 8 years ago
- Material for the exercise sessions of master course Machine Learning for Economic Analysis @UZH☆87Updated 3 years ago
- Modeling Macroeconomics with Deep Reinforcement Learning☆12Updated 6 years ago
- A curated list of Vector Autoregression resources☆58Updated 2 years ago
- 2018-2019 Quantitative Macroeconomics, UAB☆76Updated 6 years ago
- Empirical Data and Some Simulation Codes☆104Updated 6 years ago
- Replication of momentum strategy☆18Updated 3 years ago
- ☆63Updated 11 months ago
- Code for Textual Factor Framework in Cong, Liang and Zhang 2019☆14Updated last year