AINeutralarXiv – CS AI · 4d ago6/10
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Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market
Researchers developed a hybrid framework combining large language models with statistical analysis to detect regime shifts in financial markets by analyzing Federal Reserve communications alongside Treasury market data. The approach achieved 82% accuracy in identifying monetary policy regime changes, outperforming traditional data-only methods and detecting shifts on the same day they occur.
