Related papers: Predicting Companies' ESG Ratings from News Articl…
The growing importance of environmental, social, and governance data in regulatory and investment contexts has increased the need for accurate, interpretable, and internationally aligned representations of non-financial risks, particularly…
We designed a machine learning algorithm that identifies patterns between ESG profiles and financial performances for companies in a large investment universe. The algorithm consists of regularly updated sets of rules that map regions into…
This paper explores an innovative approach to Environmental, Social, and Governance (ESG) scoring by integrating Natural Language Processing (NLP) techniques with Item Response Theory (IRT), specifically the Rasch model. The study utilizes…
Environmental, Social, and Governance (ESG) reports are central to investment decision-making, yet their length, heterogeneous content, and lack of standardized structure make manual analysis costly and inconsistent. We present ESGLens, a…
Environmental, Social, and Governance (ESG) reports have become central to how companies communicate climate risk, social impact, and governance practices, yet they are still published primarily as long, heterogeneous PDF documents. This…
I identify a new signaling channel in ESG research by empirically examining whether environmental, social, and governance (ESG) investing remains valuable as large institutional investors increasingly shift toward artificial intelligence…
Sustainable Investing identifies the approach of investors whose aim is twofold: on the one hand, they want to achieve the best compromise between portfolio risk and return, but they also want to take into account the sustainability of…
The Sustainable Development Goals (SDGs) were introduced by the United Nations in order to encourage policies and activities that help guarantee human prosperity and sustainability. SDG frameworks produced in the finance industry are…
Environment, Social, and Governance (ESG) KPIs assess an organization's performance on issues such as climate change, greenhouse gas emissions, water consumption, waste management, human rights, diversity, and policies. ESG reports convey…
Continued interest in sustainable investing calls for an axiomatic approach to measures of risk and reward that focus not only on financial returns, but also on measures of environmental and social sustainability, i.e. environmental,…
This study investigates how emotion-specific sentiment embedded in financial news headlines interacts with firm-level Environmental, Social, and Governance (ESG) ratings to influence stock return behavior. Addressing key methodological gaps…
This paper presents our participation in the FinNLP-2023 shared task on multi-lingual environmental, social, and corporate governance issue identification (ML-ESG). The task's objective is to classify news articles based on the 35 ESG key…
In this paper, we describe the different approaches explored by the Jetsons team for the Multi-Lingual ESG Impact Duration Inference (ML-ESG-3) shared task. The shared task focuses on predicting the duration and type of the ESG impact of a…
Environmental, Social, and Governance (ESG) considerations are increasingly integral to assessing corporate performance, reputation, and long-term sustainability. Yet, reliable ESG ratings remain limited for smaller companies and emerging…
Climate change is a far-reaching, global phenomenon that will impact many aspects of our society, including the global stock market \cite{dietz2016climate}. In recent years, companies have increasingly been aiming to both mitigate their…
For assessing various performance indicators of companies, the focus is shifting from strictly financial (quantitative) publicly disclosed information to qualitative (textual) information. This textual data can provide valuable weak…
The task of predicting the publication period of text documents, such as news articles, is an important but less studied problem in the field of natural language processing. Predicting the year of a news article can be useful in various…
ESG ratings provide a quantitative measure for socially responsible investment. We present a unified framework for incorporating numeric ESG ratings into dynamic pricing theory. Specifically, we introduce an ESG-valued return that is a…
Sustainability reports are key for evaluating companies' environmental, social and governance, ESG performance, but their content is increasingly obscured by greenwashing - sustainability claims that are misleading, exaggerated, and…
The goal of this paper is to evaluate the informational content of sentiment extracted from news articles about the state of the economy. We propose a fine-grained aspect-based sentiment analysis that has two main characteristics: 1) we…