Dataset: stock emotions

[pbiecek]

Problem

This is a regression problem.

The goal is to identify, which statements made during press conferences by the Chairman of the US Federal Reserve were associated with the strongest market reactions and to extract keywords or topics from these statements.

The dataset consists of transcripts and recordings of the press conferences as well as high-frequency trading data for two major US indexes.

Data

The data will be provided to interested students. This project will be conducted in collaboration with Michal Dzielinski (https://www.sbs.su.se/).