Extracting the "dot plot" economic projections posted online by the Federal Open Market Committee
Real-time macroeconomic & financial markets dashboard featuring AI sentiment analysis , Fed Funds backtesting, and live multi-asset tracking
Agentic RAG system using LangGraph to analyse FOMC documents, detect monetary policy shifts, and identify contradictions across Federal Reserve meetings. Built with Pinecone, GPT-4o, FastAPI, and evaluated with RAGAS.
Personal monitor of Federal Reserve communications: scrapes Board governor speeches and FOMC docs, scores hawk/dove tone via Claude, alerts on tone shifts.
Projet de NLP appliqué aux conférences de presse du FOMC (2020–2025) visant à analyser l’évolution du discours monétaire de la Réserve fédérale américaine. À travers des méthodes de text mining, TF-IDF, clustering et analyse de sentiments, le projet étudie les thèmes macroéconomiques dominants et leurs corrélations avec les marchés financiers.
Radar autónomo de inteligencia macroeconómica y política monetaria. Ingesta continua de series FRED, análisis NLP de bancos centrales y síntesis con LLM.
This repository automatically scrapes the past and future FOMC meeting statements & minutes - tracking US monetary policy changes through time.
Leakage-free real-time evaluation of open-weights LLMs for US CPI inflation forecasting. Introduces the memorization premium (seen vs. unseen forecast-error gap) and a three-role decomposition (direct forecaster, FOMC-text extractor, combiner). Reproduces every number in the IJF manuscript's Table 3 from the committed checkpoint.
Full-stack ML project predicting US Treasury yield moves after FOMC meetings: DistilBERT sentiment + macro regime classification + walk-forward gradient boosting, with a Next.js dashboard
Calendar-matched FOMC relative-value research across Fed Funds futures, Polymarket and Kalshi: data pipelines, derived results, execution and funding audits.
Financial research CLI built for AI agents and research automation (cron jobs, scripts, pipelines): JSON on stdout, non-interactive, keyless. SEC EDGAR insiders/13F/8-K, FINRA short interest, FRED macro, FOMC odds, full-market screening.
Empirical macro-finance project on FOMC statement entropy and post-meeting VIX reactions
Market model event study on 94 FOMC statement releases (2015 to 2026). Bonds rally on statement days, but TLT does nothing beyond its usual relationship to AGG. Bootstrap intervals, t tests, hike/cut/hold split.
Ask what the Federal Reserve actually said: RAG over every FOMC statement and set of minutes since 2015, with citations, point-in-time search, policy-stance analysis and a held-out evaluation.
Retrieval-augmented QA over 293 Federal Reserve FOMC documents (1980–2026) with page-linked citations. Built as a controlled experiment: every retrieval choice measured against a hand-built gold set, lifting Recall@10 from 0.14 to 0.85 on held-out questions.
Does the Fed Chair's voice move the market? Audio features of 30 FOMC press-conference openings vs 1-second SPY reactions, and the robustness checks that overturned the initial finding.
Open dataset and deterministic diff engine for FOMC statements, 2016-2026. 89 meetings: votes, dissent directions, target ranges, paragraph-level diffs. Every number computed in plain Python.
FOMC scenario analysis across Kalshi and Fed Funds futures, with net payoffs, probability bounds and execution gates.
A multimodal RAG pipeline for complex financial analysis, combining vision-based table extraction (Qwen2-VL) with hybrid retrieval and code-driven visualization.
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