Combination of ESG scores and prediction-based returns using long short-term memory neural networks to generate responsible portfolios
Author:
Affiliation:
1. Faculty of Business Administration and Management, Universitat Politècnica de València, Valencia, Spain
2. Valencian Research Institute for Artificial Intelligence (VRAIN), Universitat Politècnica de València, Valencia, Spain
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/20430795.2024.2377551
Reference57 articles.
1. The level of sustainability and mutual fund performance in Europe: An empirical analysis using ESG ratings
2. PGP for portfolio optimization: application to ESG index family
3. Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction
4. Stakeholder management, CSR commitment, corporate social performance: The moderating role of uncertainty in CSR regulation
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