A project using FinBERT to find out if sentiment of FOMC minutes have relationship with future stock returns
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Updated
Nov 2, 2023 - Jupyter Notebook
A project using FinBERT to find out if sentiment of FOMC minutes have relationship with future stock returns
Code base for my bachelor thesis "Predictive Fedspeak: Forecasting US equities with FOMC Minutes tone"
This repository automatically scrapes the past and future FOMC meeting statements & minutes - tracking US monetary policy changes through time.
Project as part of HKU MFIN7036 course. Aim to explain movements in the volatility of US and EU stock markets by using NLP techniques on FOMC and ECB meeting minutes
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