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regularized-regression

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End-to-End Python implementation of Beck et al.'s (2025) economic sentiment analysis framework for constructing a high-frequency economic sentiment indicator using 1024-dimensional Jina embeddings and LLM-generated training data. Features L2-regularized classification and rigorous POOS econometric validation with DM-HAC tests for GDP forecasting.

  • Updated Nov 8, 2025
  • Jupyter Notebook

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