Building Machine Learning Systems for Automated ESG Scoring

نویسندگان

چکیده

Although investing in environmental, social, and governance (ESG)-driven portfolios is already a large growing portion of global assets under management, applications quantitative techniques to improve standardize ESG scoring the construction are underutilized. In this article, authors propose an approach automatically convert unstructured text data into scores by using latest advances deep learning for natural language processing (NLP). They also show how state-of-the-art NLP technique, BERT, can be incorporated accuracy assessing relevance content documents context social media as example discuss automating constructing portfolios. TOPICS:ESG investing, big data/machine learning, portfolio Key Findings ▪ The demonstrate feasibility advantages applying state-of-the art (NLP) identify (ESG) risks data. modern leveraged continuously build up algorithmic capabilities ESG-relevant documents, leveraging deep-learning models general representations data, which then applied across many tasks domain. results used creating aggregated scores, well design considerations fully or semi-autonomous systems.

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ژورنال

عنوان ژورنال: Journal of impact and ESG investing

سال: 2021

ISSN: ['2693-1974', '2693-1982']

DOI: https://doi.org/10.3905/jesg.2021.1.010