yusufizzetmurat/fed-pulse-forecaster

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-head forecaster trained on the canonical FOMC event-window dataset over an expanding walk-forward fold protocol. Multi-target rates heads and the vol-regime classifier share the cross-bank DAPT encoder backbone.

Training command

python -m app.train_forecaster --training-package-id <tp-id> --seed 11

Attribution

• FOMC statements, minutes, and press conferences: scraped from the Board of Governors of the Federal Reserve System (US-government public domain), with supervised labels merged from gtfintechlab/fomc_communication and the historical drlexus/fed-statements-and-minutes Kaggle archive.
• Treasury yields and macro series: FRED (Federal Reserve Bank of St. Louis).
• Equity / volatility prices: Yahoo Finance via yfinance.