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Information × Registration Number 2120U007879, Article popup.category Препринт Title Stock market prediction utilizing central bank\'s policy statements (AI translated) popup.author Moiseiev RomanMoiseiev Roman popup.publication 01-01-2020 popup.source_user Український католицький університет popup.source https://hdl.handle.net/20.500.14570/2036 popup.publisher Description The stock market is quite unpredictable and affected by a vast number of factors. Moreover, many central banks, banks, hedge funds, and other financial institutions target their R&D departments to try to predict probabilities of market movements, possible black swans, and other risks. In this work, I target inefficiencies in the prediction of the market reaction on central bank policy statements. Such statements have two parts: action and information. Therefore in complicated cases, automatic trading systems react to actions and may not recognize vital insights from the informational component. To improve this, I collected historical data for monetary actions and press releases by Federal Reserve, stock price data, Fed Fund futures contract prices. Based on that, I build several classification models to predict the classofpolicystatements. Afterward,preparedpipelineandtheeconometricmodel that can incorporate a class of a policy statement for stock market reaction evaluation popup.nrat_date 2025-11-05 Close