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yusufizzetmurat/fed-pulse-rates-heads

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yusufizzetmurat/fed-pulse-rates-heads

Artefact for the fed-pulse FOMC text analytics project.

—Source code: <https://github.com/yusufizzetmurat/fed-pulse>
—Live demo: <https://fedpulse.yusufizzetmurat.com>
—License: mit

Training corpus

Multi-target rates heads: 2y, 10y, and target-rate regression outputs with an auxiliary 3-class easing / neutral / tightening surface per head. Conformal-calibrated.

Training command

python scripts/run_rates_heads_sweep.py --training-package-id <tp-id>

Attribution

—Yield-curve targets and target-rate series: FRED (Federal Reserve Bank of St. Louis).
—FOMC text context: scraped from the Board of Governors of the Federal Reserve System (US-government public domain), with supervised labels merged from gtfintechlab/fomc_communication.