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EE590

Using Sentiment Analysis of FOMC Statements and Minutes and Machine Learning Approach to Predict U.S. Treasury Yield Changes

Instructions

  • Clone the repo and upload the EE590.ipynb to Google Colab
  • After uploading the notebook, and go to Secret
    • API_KEY = "YOUR_FRED_API_KEY"
    • HF_TOKEN = "YOUR_HF_TOKEN"
  • Download the Loughran-McDonald Dictionary csv file and upload to your Google Drive datasets folder (create the folder if it does not exist).
  • WARNING: It might took some time to load and run the language model, once fetching the sentiment feature, you can just start running from the Model chunk.