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ESG2Risk: A Deep Learning Framework from ESG News to Stock Volatility Prediction
8 references·0 citing·42 second hop
ESG2Risk: A Deep Learning Framework from ESG News to Stock Volatility Prediction (2020)ESG2Risk: A Deep Learning Framework from …Novel volatility forecasting using deep learning–Long Short Term Memory Recurrent Neural Networks (2019)Novel volatility forecasting …Listening to Chaotic Whispers (2018)Listening to Chaotic WhispersHierarchical Complementary Attention Network for Predicting Stock Price Movements with News (2018)Hierarchical Complementary At…Bitcoin Volatility Forecasting with a Glimpse into Buy and Sell Orders (2018)Bitcoin Volatility Forecastin…Impact of ESG factors on firm risk in Europe (2016)Impact of ESG factors on firm…Can ESG Add Alpha? An Analysis of ESG Tilt and Momentum Strategies (2016)Can ESG Add Alpha? An Analysi…The Benefits of Socially Responsible Investing: An Active Manager’s Perspective (2015)The Benefits of Socially Resp…Textual analysis of stock market prediction using breaking financial news (2009)Textual analysis of stock mar…The Behavior of Stock-Market Prices (1965)A Random Walk Down Wall Street (1973)Application of support vector machines in financial time series forecasting (2001)A LSTM-based method for stock returns prediction: A case study of China stock market (2015)Deep learning for event-driven stock prediction (2015)Applications of deep learning in stock market prediction: Recent progress (2021)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Econometric Analysis of Cross Section and Panel Data (2001)Strategic management a stakeholder approach (2010)ESG and Corporate Financial Performance: Empirical Evidence from China’s Listed Power Generation Companies (2018)Do ESG strategies enhance bank stability during financial turmoil? Evidence from Europe (2021)Environmental, social and governance performance and financial risk: Moderating role of ESG controversies and board gender diversity (2021)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction (2014)Predicting stock market index using fusion of machine learning techniques (2014)Knowledge-Driven Stock Trend Prediction and Explanation via Temporal Convolutional Network (2019)Forecasting daily stock trend using multi-filter feature selection and deep learning (2020)A novel ensemble deep learning model for stock prediction based on stock prices and news (2021)The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Prices to New Information (2003)Using Structured Events to Predict Stock Price Movement: An Empirical Investigation (2014)Transformer-Based Capsule Network For Stock Movement Prediction (2019)Incorporating Expert-Based Investment Opinion Signals in Stock Prediction: A Deep Learning Framework (2020)Hybrid Information Mixing Module for Stock Movement Prediction (2023)Forecasting principles and practiceModeling and Forecasting Realized Volatility (2003)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)A Hybrid Model for Bitcoin Prices Prediction using Hidden Markov Models and Optimized LSTM Networks (2019)Short-Term Bitcoin Price Fluctuation Prediction Using Social Media and Web Search Data (2019)Forecasting realized volatility with machine learning: Panel data perspective (2023)Deep learning with long short-term memory networks for financial market predictions (2017)Forecasting Foreign Exchange Volatility Using Deep Learning Autoencoder‐LSTM Techniques (2021)Predicting stock market volatility based on textual sentiment: A nonlinear analysis (2021)What is the best RNN-cell structure to forecast each time series behavior? (2022)Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (2003)The Cross‐Section of Volatility and Expected Returns (2006)Understanding how ESG-focused airlines reduce the impact of the COVID-19 pandemic on stock returns (2022)Using green and ESG assets to achieve post-COVID-19 environmental sustainability (2023)Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds (2019)Deconstructing ESG Ratings Performance: Risk and Return for E, S, and G by Time Horizon, Sector, and Weighting (2020)ESG integration: value, growth and momentum (2020)
this work references cited by second hop

References

  • 2009Textual analysis of stock market prediction using breaking financial news777 cited
  • 2016Impact of ESG factors on firm risk in Europe589 cited
  • 2018Listening to Chaotic Whispers274 cited
  • 2019Novel volatility forecasting using deep learning–Long Short Term Memory Recurrent Neural Networks208 cited
  • 2016Can ESG Add Alpha? An Analysis of ESG Tilt and Momentum Strategies135 cited
  • 2018Bitcoin Volatility Forecasting with a Glimpse into Buy and Sell Orders69 cited
  • 2018Hierarchical Complementary Attention Network for Predicting Stock Price Movements with News59 cited
  • 2015The Benefits of Socially Responsible Investing: An Active Manager’s Perspective39 cited

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