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FOMCSentimentAnalysis.xlsx
FOMCSentimentAnalysis_Test.xlsx
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README.md
fomcmpa_v1.py
fomcmpa_v1_output.txt

README.md

Artificial-Intelligence-FOMC-Monetary-Policy-Analysis-for-EUR-USD

This is the first project I've decided to do in Artificial Intelligence. I've started getting quite a passion for the subject and its potential applications. This uses natural language processing (NLP) for binary classification from a multi-layer perceptron (MLP). It attempts to predict the EUR/USD appreciation or depreciation from the Fed's Monetary Policy Report release date up until the day before the next report release to Congress.

Since this is my first project, the model is quite elementary. I was able to get an 80% level of accuracy on my cross validation set, but it doesn't provide anything statistically significant on the test set (It doesn't provide a higher level of accuracy than 50%). Never-the-less, by using more advanced features in Keras and Hyperas/Hyperopt, I've already gotten a statistically significant result on my test set with another model I'm currently working on.

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