michellebonat / Fed_Funds_MLLinks
Use machine learning (NLP) to demonstrate whether Federal Funds rate changes can be accurately predicted using just the FOMC - the US Federal Reserve Bank - meetings minutes.
☆20Updated 6 years ago
Alternatives and similar repositories for Fed_Funds_ML
Users that are interested in Fed_Funds_ML are comparing it to the libraries listed below
Sorting:
- An open source library for the extraction of Federal Reserve Data.☆23Updated 2 years ago
- Textual analysis of FOMC Transcripts. My research examines the relationship between words said during FOMC meetings, and changes in Feder…☆27Updated 7 years ago
- This repository contains dataset for paper FedNLP: An interpretable NLP System to Decode Federal Reserve Communications, published in SIG…☆14Updated last year
- predicting US Federal interest rate changes using the text of Fed press releases☆15Updated 2 years ago
- Analyze central bank announcements☆72Updated 2 years ago
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆15Updated 4 years ago
- Codebase for FOMC-NLP, accepted at ACL 2023 (main)☆62Updated 10 months ago
- ☆100Updated last year
- Replication of the 5 Fama-French factors as constructed in their 2015 paper.☆25Updated 3 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆50Updated 5 years ago
- https://arxiv.org/abs/1805.01104☆118Updated 4 years ago
- ☆38Updated last year
- Documentation and code for downloading, cleaning, munging, and analyzing financial statements filed by publicly traded companies with the…☆105Updated 2 years ago
- A client for distributed financial news webscraping.☆12Updated 4 years ago
- A simple web-scraping script to find all relevant extracts from Earnings Call Transcripts of S&P 500 companies in a given sector containi…☆12Updated 8 years ago
- Python data Manipulation, visualizations and Natural Language Processing analysis for Wall Street Journal web scraping project #2 for NYC…☆47Updated last month
- The earnings conference call dataset of S&P 500 companies☆149Updated 3 years ago
- Empirical asset pricing via Machine Learning in the Korean market☆43Updated last year
- Earnings Call Sentiment Analysis. This repository includes my work on extracting the focus area of companies from their earnings calls tr…☆15Updated 4 years ago
- Practical financial data science examples applying statistics, time series analysis, graph analytics, backtesting, machine learning, natu…☆50Updated 6 months ago
- ☆73Updated 5 years ago
- Hidden cost extractor for SEC filings.☆18Updated 3 years ago
- US equity (portfolio) characteristics, the main file is in SAS.☆20Updated last year
- This notebook is devoted to exploring some aspects of the Capital Asset Pricing Model (CAPM) using Python☆19Updated 6 years ago
- Code I built from scratch to scrape Seeking Alpha earnings call transcripts, organized the data in data frames, and stored the final data…☆31Updated 4 years ago
- Financial research data services for academics.☆99Updated last month
- Please refer to attached full report. Introduction ESG is abbreviate of the environment, social responsibility, and corporate governanc…☆20Updated 7 years ago
- Predicting index movements with Google Trends search volume alternative data☆16Updated 4 years ago
- A repository for machine learning based investment strategies☆27Updated 5 years ago
- Code repo for learning algorithmic trading☆69Updated last month