An integrated approach to esg index construction with machine learning

dc.contributor.authorGamlath, M
dc.contributor.authorGunathilaka, C
dc.contributor.authorWijesinghe, A
dc.contributor.authorAhangama, S
dc.contributor.authorPerera, I
dc.contributor.authorSivaneasharajah, L
dc.contributor.editorAbeysooriya, R
dc.contributor.editorAdikariwattage, V
dc.contributor.editorHemachandra, K
dc.date.accessioned2024-03-18T04:05:31Z
dc.date.available2024-03-18T04:05:31Z
dc.date.issued2023-12-09
dc.description.abstractThis paper presents an integrated approach to the automated generation of Environmental, Social and Governance (ESG) ratings of companies from financial and textual data. Three different research avenues on ESG relationships are investigated, each presenting a machine learning model which approaches the ESG calculation from a different aspect. The first model generates annual ESG ratings, the second uses historical data to predict the ESG rating of the immediate next quarter, and the third predicts whether the ESG rating would rise, fall or remain stable year-on-year. The combination of these models provides a foundation for the construction of a fully automated ESG rating system.en_US
dc.identifier.citationM. Gamlath, C. Gunathilaka, A. Wijesinghe, S. Ahangama, I. Perera and L. Sivaneasharajah, "An Integrated Approach to ESG Index Construction with Machine Learning," 2023 Moratuwa Engineering Research Conference (MERCon), Moratuwa, Sri Lanka, 2023, pp. 252-257, doi: 10.1109/MERCon60487.2023.10355516.en_US
dc.identifier.conferenceMoratuwa Engineering Research Conference 2023en_US
dc.identifier.departmentEngineering Research Unit, University of Moratuwaen_US
dc.identifier.emailminoli.18@cse.mrt.ac.lken_US
dc.identifier.emailchamod.18@cse.mrt.ac.lken_US
dc.identifier.emailadeesha.18@cse.mrt.ac.lken_US
dc.identifier.emailsapumal@cse.mrt.ac.lken_US
dc.identifier.emailindika@cse.mrt.ac.lken_US
dc.identifier.emaillushanthans@irononetech.comen_US
dc.identifier.facultyEngineeringen_US
dc.identifier.pgnospp. 252-257en_US
dc.identifier.placeKatubeddaen_US
dc.identifier.proceedingProceedings of Moratuwa Engineering Research Conference 2023en_US
dc.identifier.urihttp://dl.lib.uom.lk/handle/123/22333
dc.identifier.year2023en_US
dc.language.isoenen_US
dc.publisherIEEEen_US
dc.relation.urihttps://ieeexplore.ieee.org/document/10355516/en_US
dc.subjectEconomicsen_US
dc.subjectSustainabilityen_US
dc.subjectMachine learningen_US
dc.subjectCorporate governanceen_US
dc.subjectFinanceen_US
dc.titleAn integrated approach to esg index construction with machine learningen_US
dc.typeConference-Full-texten_US

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