国际清算银行:Word2Prices:嵌入央行通信以预测通胀(英文版)
国际清算银行:Word2Prices:嵌入央行通信以预测通胀(英文版).pdf |
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Machine learning tools that transform texts into numbers, capturing their meaning and sentiment, expand the range of economic analyses. Central bank communications are particularly important: their speeches, press conferences and other texts contain information about the economy. But to evaluate this information for prediction tasks, machine learning tools need to decode texts in real time. In this paper, we assess a lightweight machine learning model called Word2Vec, re-trained at each quart
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