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cs.CL2024
Text-Based Correlation Matrix in Multi-Asset Allocation
Yasuhiro Nakayama, Tomochika Sawaki, Issei Furuya +1
The purpose of this study is to estimate the correlation structure between multiple assets using financial text analysis. In recent years, as the background of elevating inflation…
cs.CL2023
Analysis of the Fed's communication by using textual entailment model of Zero-Shot classification
Yasuhiro Nakayama, Tomochika Sawaki
In this study, we analyze documents published by central banks using text mining techniques and propose a method to evaluate the policy tone of central banks. Since the monetary po…