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.
☆24Updated last year
Related projects ⓘ
Alternatives and complementary repositories for ESG-Score-Prediction-from-Sustainability-Reports
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- ☆11Updated 6 years ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆67Updated 3 years ago
- A pricing program for a whole-life insurance with annuity☆10Updated 3 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆12Updated last year
- Putting the Data in ESG☆26Updated 3 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆29Updated last year
- Financial and Investment Data Science: FinDS Python library and examples for applying quantitative and machine learning methods on struct…☆36Updated 5 months ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆9Updated 2 years ago
- A collection of Python notebooks demonstrating the integration of AI with financial strategies.☆13Updated last month
- ☆28Updated 3 years ago
- Time series regime analysis in python☆13Updated 2 years ago
- Implementation of a variety of Value-at-Risk backtests☆35Updated 5 years ago
- Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.☆15Updated 5 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 3 weeks ago
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆14Updated 3 years ago
- Portfolio optimization with cvxopt☆15Updated last year
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆27Updated last year
- A modification of traditional random forest for time-series forecasting☆12Updated 6 months ago
- Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.☆15Updated 7 months ago
- ☆25Updated 2 months ago
- Integrating ESG scores into asset allocation and portfolio optimization through a GUI application.☆24Updated 2 years ago
- Advanced Portfolio Construction and Analysis with Python - Coursera☆18Updated 3 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- This repository includes our work on extracting the digital transformation strategy of Fortune 500 companies from earnings calls transcri…☆27Updated 3 years ago
- Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performa…☆18Updated 4 years ago
- A project about text mining on earnings call conference☆9Updated 2 years ago
- Application and data for analyzing and structuring portfolios for climate investing.☆47Updated 2 years ago
- ☆23Updated last year