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:
- Nowcasting☆217Updated 5 years ago
- ☆45Updated 5 months ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆51Updated 8 months ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆46Updated last year
- Calculate U.S. equity (portfolio) characteristics☆92Updated 11 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 last year
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆38Updated 5 years ago
- Calibrate, estimate and analyze linearized DSGE models.☆33Updated 2 months ago
- ☆37Updated last year
- ☆23Updated 7 years ago
- Course Website on Macroeconomic Analysis with Machine Learning and Big Data☆126Updated last year
- Empirical Data and Some Simulation Codes☆102Updated 6 years ago
- RBC Model Jupyter Notebook☆10Updated 6 years ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆32Updated 2 years ago
- Resources for a PhD class module focused on anomalies.☆16Updated last year
- Replication of momentum strategy☆18Updated 3 years ago
- ☆71Updated 2 years ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Updated 4 years ago
- Python Nowcasting☆127Updated 4 years ago
- ☆62Updated 10 months ago
- Material for the exercise sessions of master course Machine Learning for Economic Analysis @UZH☆87Updated 3 years ago
- Codebase for FOMC-NLP, accepted at ACL 2023 (main)☆60Updated 7 months ago
- 2018-2019 Quantitative Macroeconomics, UAB☆76Updated 6 years ago
- Replication Code for Identifying Price Informativeness☆13Updated 4 years ago
- Financial research data services for academics.☆95Updated 5 months ago
- Modeling Macroeconomics with Deep Reinforcement Learning☆11Updated 5 years ago
- ☆106Updated 3 years ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆41Updated 2 years ago