gtfintechlab / fomc-hawkish-dovish
Codebase for FOMC-NLP, accepted at ACL 2023 (main)
☆51Updated last month
Alternatives and similar repositories for fomc-hawkish-dovish:
Users that are interested in fomc-hawkish-dovish are comparing it to the libraries listed below
- ☆68Updated 2 years ago
- Calculate U.S. equity (portfolio) characteristics☆84Updated 5 months ago
- MD&A sections from 10-Ks; 2002-2018☆33Updated last month
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆26Updated last year
- Replication of https://ssrn.com/abstract=3984925☆26Updated 9 months ago
- US equity (portfolio) characteristics, the main file is in SAS.☆17Updated last year
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆41Updated last year
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆30Updated last year
- Info for Columbia Business School MSFE students☆14Updated 8 months ago
- Example code of simple things one can do with our open-source asset pricing data☆51Updated 4 months ago
- Replication of momentum strategy☆14Updated 2 years ago
- Calibrate, estimate and analyze linearized DSGE models.☆33Updated 4 months ago
- Analyze central bank announcements☆67Updated last year
- qmoms package to compute option-implied moments from surface data☆16Updated 8 months ago
- Code to get data from WRDS to PostgreSQL☆46Updated 2 months ago
- Earnings-Call-Dataset / MAEC-A-Multimodal-Aligned-Earnings-Conference-Call-Dataset-for-Financial-Risk-PredictionRepository for CIKM 2020 resource track paper: MAEC: A Multimodal Aligned Earnings Conference Call Dataset for Financial Risk Prediction☆85Updated 11 months ago
- Example code to create firm level risk in Hassan et al. (2020)☆51Updated 2 years ago
- ☆23Updated 7 years ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆47Updated 2 months ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆37Updated 4 years ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆270Updated 2 months ago
- Sentiment Analysis On Financial News Headlines With BERT & FinBERT☆11Updated last year
- ☆15Updated 7 months ago
- Python modules for time-series analysis and empirical asset pricing.☆16Updated 4 years ago
- Mixed Data Sampling (MIDAS) Modeling in Python☆19Updated 4 years ago
- Resources for a PhD class module focused on anomalies.☆13Updated 7 months ago
- https://arxiv.org/abs/1805.01104☆110Updated 4 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆25Updated 8 years ago
- Replication Code for Identifying Price Informativeness☆12Updated 3 years ago
- Empirical Data and Some Simulation Codes☆101Updated 5 years ago