| --- |
| license: mit |
| task_categories: |
| - text-classification |
| language: |
| - en |
| size_categories: |
| - 1K<n<10K |
| --- |
| [](https://doi.org/10.1016/j.jfds.2023.100114) |
|
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| This dataset contains two manually pre-labeled datasets: |
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| In the **economic agents dataset**, we labeled 6,205 randomized sentences from a [Fed database](https://github.com/Moritz-Pfeifer/CentralBankRoBERTa/tree/main/Data/FED) containing speeches (1948-2023) as speaking either about households, firms, the financial sector, the government, or the central bank itself. |
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| In the **sentiment dataset**, we labeled 6,683 randomized sentences from the same database, which are either labeled as being positive (1) or negative (0). |
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| The datasets were used to train an [agent classifier](https://huggingface.co/Moritz-Pfeifer/CentralBankRoBERTa-agent-classifier) and a [sentiment classifier](https://huggingface.co/Moritz-Pfeifer/CentralBankRoBERTa-sentiment-classifier). |
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|
| <table> |
| <tr> |
| <td colspan="2" style="border-top: 1px solid #ccc; padding: 5px; text-align: left;"> |
| Please cite this model as Pfeifer, M. and Marohl, V.P. (2023) "CentralBankRoBERTa: A Fine-Tuned Large Language Model for Central Bank Communications". <em>Journal of Finance and Data Science </em> (forthcoming) <a href="https://doi.org/10.1016/j.jfds.2023.100114">https://doi.org/10.1016/j.jfds.2023.100114</a> |
| </td> |
| </tr> |
| <tr> |
| <td style="padding: 5px;"> |
| Moritz Pfeifer<br> |
| Institute for Economic Policy, University of Leipzig<br> |
| 04109 Leipzig, Germany<br> |
| <a href="mailto:pfeifer@wifa.uni-leipzig.de">pfeifer@wifa.uni-leipzig.de</a> |
| </td> |
| <td style="padding: 5px;"> |
| Vincent P. Marohl<br> |
| Department of Mathematics, Columbia University<br> |
| New York NY 10027, USA<br> |
| <a href="mailto:vincent.marohl@columbia.edu">vincent.marohl@columbia.edu</a> |
| </td> |
| </tr> |
| </table> |
| |
| ### BibTeX entry and citation info |
|
|
| ```bibtex |
| @article{Pfeifer2023, |
| title = {CentralBankRoBERTa: A fine-tuned large language model for central bank communications}, |
| journal = {The Journal of Finance and Data Science}, |
| volume = {9}, |
| pages = {100114}, |
| year = {2023}, |
| issn = {2405-9188}, |
| doi = {https://doi.org/10.1016/j.jfds.2023.100114}, |
| url = {https://www.sciencedirect.com/science/article/pii/S2405918823000302}, |
| author = {Moritz Pfeifer and Vincent P. Marohl}, |
| } |
| ``` |
|
|
