nikwilms / ESG-Score-Prediction-from-Sustainability-Reports
This repository contains code and data for a machine learning model that predicts ESG (Environmental, Social, and Governance) scores based on sustainability reports and company data. It's a valuable resource for researchers, investors, and sustainability professionals interested in ESG score prediction using machine learning techniques.
☆30Updated last year
Alternatives and similar repositories for ESG-Score-Prediction-from-Sustainability-Reports:
Users that are interested in ESG-Score-Prediction-from-Sustainability-Reports are comparing it to the libraries listed below
- Analysing ESG report using Natural Language Processing☆57Updated 4 years ago
- ☆10Updated 6 years ago
- Putting the Data in ESG☆30Updated 4 years ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆73Updated 4 years ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆29Updated last year
- Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.☆17Updated last year
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆40Updated this week
- This repository includes a tool to extract companies' ESG ratings & financial metrics and load them on SQL☆45Updated last year
- A Python package that uses Selenium to scrape content from the MSCI.com ESG Ratings Corporate Search Tool.☆26Updated 3 years ago
- US equity (portfolio) characteristics, the main file is in SAS.☆19Updated last year
- Python modules for time-series analysis and empirical asset pricing.☆17Updated 4 years ago
- ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.☆29Updated 4 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Practical, hands-on risk modeling, risk assessment and verifications of risk models across major risk classes and understanding risk regu…☆11Updated 2 years ago
- ☆94Updated 7 months ago
- Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation☆21Updated 6 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆28Updated 4 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆29Updated 3 years ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆35Updated 5 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆29Updated 2 years ago
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆14Updated 4 years ago
- This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approac…☆12Updated 2 years ago
- 📈A dash app showing Interactive Visualisation of the Yield Curve UK and US☆30Updated 10 months ago
- Method of calculating VaR ( Value at risk) using ARMA-GJR_GARCH and COPULA method☆13Updated 4 years ago
- A pricing program for a whole-life insurance with annuity☆10Updated 4 years ago
- Machine learning methods for identifing investment factors☆16Updated 3 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Updated 4 years ago
- Fama-French models, idiosyncratic volatility, event study☆30Updated 2 years ago
- Replication and extension of paper on Conditional Value at Risk (CoVaR) by Adrian and Brunnermeier.☆20Updated 4 years ago