CentralBankRoBERTa: A fine-tuned large language model for central bank communications

Central bank communications are an important tool for guiding the economy and fulfilling monetary policy goals. Natural language processing (NLP) algorithms have been used to analyze central bank communications. These outdated bag-of-words methods often ignore context and cannot distinguish who thes...

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Bibliographic Details
Main Authors: Moritz Pfeifer, Vincent P. Marohl
Format: Article
Language:English
Published: KeAi Communications Co., Ltd. 2023-11-01
Series:Journal of Finance and Data Science
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2405918823000302