Fundamental ratios as predictors of ESG scores: a machine learning approach

DOI10.1007/S10203-021-00364-5MaRDI QIDQ2064635zbMATH OpenOpenAlexFDO

Authors Valeria D'Amato, Rita L. D'Ecclesia, Susanna Levantesi

Publication date 6 January 2022

Published in Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10203-021-00364-5

zbMATH Keywords

ESG investmentsfirm performancemachine learning

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Financial markets (91G15)

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Cites work

• An introduction to statistical learning. With applications in R
• Bagging predictors
• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• Random forests

Cited in

(5)

• A text mining model to evaluate firms' ESG activities: an application for Japanese firms
• Exploring the relationship of ESG score and firm value using cross-lagged panel analyses: case of the Indian energy sector
• ESG risk exposure: a tale of two tails
• Significance of predictors: revisiting stock return predictions using explainable AI
• A neural network-particle swarm solver for sustainable portfolio optimization problems

Describes a project that uses

Uses Software

• ISLR
• randomForest

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