gtfintechlab / fomc-hawkish-dovishLinks
Codebase for FOMC-NLP, accepted at ACL 2023 (main)
☆61Updated 10 months ago
Alternatives and similar repositories for fomc-hawkish-dovish
Users that are interested in fomc-hawkish-dovish are comparing it to the libraries listed below
Sorting:
- ☆75Updated 2 years ago
- Calculate U.S. equity (portfolio) characteristics☆98Updated last year
- ☆51Updated last week
- Example code of simple things one can do with our open-source asset pricing data☆54Updated last year
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆41Updated 2 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- Code for Textual Factor Framework in Cong, Liang and Zhang 2019☆16Updated last year
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆35Updated 2 years ago
- Code used in Novy-Marx and Velikov (2024), AI-Powered (Finance) Scholarship☆61Updated this week
- CentralBankRoBERTA is a large language model. It combines an economic agent classifier that distinguishes five basic macroeconomic agents…☆22Updated last year
- Code for "Methodological Uncertainty in Portfolio Sorts".☆20Updated last year
- US equity (portfolio) characteristics, the main file is in SAS.☆20Updated last year
- Replication of momentum strategy☆18Updated 3 years ago
- Read WRDS datasets remotely (from wrds-cloud) into a Pandas dataframe.☆143Updated 3 months ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆59Updated last year
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆39Updated 3 months ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆332Updated 7 months ago
- Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.☆68Updated last year
- Code to get data from WRDS to PostgreSQL