Melyik módszert válasszuk a jegybanki kommunikáció szövegelemzésére? Mesterséges intelligencia és korábbi technikák összevetése

2025. december 19.DOI: https://doi.org/10.25201/HSZ.24.4.34

Szerzői információk:

Kocsis Zalán https://orcid.org/0000-0002-7844-7094: Magyar Nemzeti Bank, vezető közgazdasági szakértő. E-mail:

Mátrai-Pitz Mónika https://orcid.org/0009-0008-2576-4193: Magyar Nemzeti Bank, vezető adattudós. E-mail:

Absztrakt:

Tanulmányunk szövegelemzési módszerek tulajdonságait hasonlítja össze az amerikai Federal Reserve és négy kelet-közép-európai jegybank kommunikációinak szöveges mintáin. Eredményeink alapján a jegybanki szövegekben rejlő monetáris politikai, reálgazdasági és inflációs információt a BERT-típusú modelleken alapuló módszerek tudják legpontosabban megragadni, megelőzve az OpenAI GPT-4.1 és GPT-5 modelljeit. A BERT-típusú módszerek a GPT-modelleknél gyorsabbak, offline futtathatók előfizetés nélkül, hátrányuk azonban, hogy a modellek külön tanítást igényelnek, ami hardver- és munkaerőköltséget jelent, és a módszer változtatásait is nehézkesebbé teszi. A GPT-modellek ellenben rugalmasabbak és új jegybanki mintákon pontosabbaknak bizonyultak. A benchmarkként alkalmazott szótáralapú módszerek nagyságrendekkel pontatlanabbak, használatukat ugyanakkor bizonyos esetekben a gyorsaság, a költségmentes futtatás, illetve a módszer transzparenciája indokolhatja.

Hivatkozás (APA):

Kocsis, Z., & Mátrai-Pitz, M. (2025). Melyik módszert válasszuk a jegybanki kommunikáció szövegelemzésére? Mesterséges intelligencia és korábbi technikák összevetése. Hitelintézeti Szemle, 24(4), 34–64. https://doi.org/10.25201/HSZ.24.4.34

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Rovat:

Tanulmány

Journal of Economic Literature (JEL) kódok:

C55, C63, E52, E58

Kulcsszavak:

jegybanki közlemények, mesterséges intelligencia, szövegelemzés

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