A resource for natural language processing central bank communications. I hope it is useful. Please submit an issue if it is not or email me john.rieth@outlook.com
I have created word vectors using fastText from the usa-central-bank/fomc-statements folder. the vectors are text vectors + bin
The notebook Sentiment Analysis R is where I am learning how to do text mining in R with the central bank text data. The spacy.ipynb notebook is for playing around with the spacy python library.
The folder nlg holds examples of natural language generation using the tools rita and markovify.
- FOMC Communication Policy and the Accuracy of Fed Funds Futures
- Fedspeak: Who Moves U.S. Asset Prices?
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[A Primer on Neural Network Models for Natural Language Processing] (http://u.cs.biu.ac.il/~yogo/nnlp.pdf)