Using FOMC minutes to propose regime-shift candidates and a lenient text check to ratify data-detected candidates, the pipeline reaches F1=0.82 on 26 monetary-policy anchors, beating every data-only baseline.
Selective review of offline change point detection methods.Signal Processing, 167:107299,
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Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market
Using FOMC minutes to propose regime-shift candidates and a lenient text check to ratify data-detected candidates, the pipeline reaches F1=0.82 on 26 monetary-policy anchors, beating every data-only baseline.