scholarly journals ESG Investments: Filtering versus Machine Learning Approaches

2021 ◽  
Vol 8 (2) ◽  
pp. 1
Author(s):  
Vincent Margot ◽  
Christophe Geissler ◽  
Carmine De Franco ◽  
Bruno Monnier
Keyword(s):  
Machine Learning ◽  
Learning Algorithm ◽  
Dimensional Space ◽  
Machine Learning Algorithm ◽  
Learning Approaches ◽  
Non Linear ◽  
New Ideas ◽  
Stock Picking ◽  
A Company ◽  
Large Investment

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 the high-dimensional space of ESG features to excess return predictions. The final aggregated predictions are transformed into scores which allow us to design simple strategies that screen the investment universe for stocks with positive scores. By linking the ESG features with financial performances in a non-linear way, our strategy based upon our machine learning algorithm turns out to be an efficient stock picking tool, which outperforms classic strategies that screen stocks according to their ESG ratings, as the popular best-in-class approach. Our paper brings new ideas in the growing field of financial literature that investigates the links between ESG behavior and the economy. We show indeed that there is clearly some form of alpha in the ESG profile of a company, but that this alpha can be accessed only with powerful, non-linear techniques such as machine learning.

scholarly journals Physically interpretable machine learning algorithm on multidimensional non-linear fields

2021 ◽  
Vol 428 ◽  
pp. 110074
Author(s):  
Rem-Sophia Mouradi ◽  
Cédric Goeury ◽  
Olivier Thual ◽  
Fabrice Zaoui ◽  
Pablo Tassi
Keyword(s):  
Machine Learning ◽  
Learning Algorithm ◽  
Machine Learning Algorithm ◽  
Interpretable Machine Learning ◽  
Non Linear

scholarly journals A machine learning algorithm for stock picking built on information

2021 ◽  
pp. 115497
Author(s):  
Emilio Barucci ◽  
Michele Bonollo ◽  
Federico Poli ◽  
Edit Rroji
Keyword(s):  
Machine Learning ◽  
Learning Algorithm ◽  
Machine Learning Algorithm ◽  
Stock Picking

scholarly journals Phishing Scam Detection using Machine Learning

2019 ◽  
Vol 9 (1S) ◽  
pp. 114-118
Keyword(s):  
Machine Learning ◽  
Decision Tree ◽  
Learning Algorithm ◽  
The Internet ◽  
Machine Learning Algorithm ◽  
Learning Approaches ◽  
Decision Tree Algorithm ◽  
Sensitive Data ◽  
Tree Algorithm ◽  
Testing Issue

As a wrongdoing of utilizing specialized intends to take sensitive data of clients and users in the internet, phishing is as of now an advanced risk confronting the Internet, and misfortunes due to phishing are developing consistently. Recognition of these phishing scams is a very testing issue on the grounds that phishing is predominantly a semantics based assault, which particularly manhandles human vulnerabilities, anyway not system or framework vulnerabilities. Phishing costs. As a product discovery plot, two primary methodologies are generally utilized: blacklists/whitelists and machine learning approaches. Every phishing technique has different parameters and type of attack. Using decision tree algorithm we find out whether the attack is legitimate or a scam. We measure this by grouping them with diverse parameters and features, thereby assisting the machine learning algorithm to edify.

scholarly journals Expenditure Predicting using Machine Learning

2019 ◽  
Vol 9 (1) ◽  
pp. 2169-2172
Keyword(s):  
Machine Learning ◽  
Linear Regression ◽  
Stock Market ◽  
Learning Algorithm ◽  
Machine Learning Algorithm ◽  
Personal Finances ◽  
Learning Machine ◽  
A Company

As we know in today’s world managing expenses is a very challenging thing. By analyzing our previous expenses, we can predict our upcoming expenses. Now digitalization is everywhere so we can get bank transaction history easily, just by getting the data from transaction history we can predict the estimation of upcoming expense. We can do this using machine learning, machine learning is used in many things one of them is prediction. We are using linear regression algorithm, it is a machine learning algorithm used in prediction. The main aim of this project is to build a system that helps in managing personal finances of the user. This project has mainly three modules, first is to collect the data and prepare it to be used in algorithm, next is to build a network between the algorithm and the dataset. The last one is prediction in which system is going to predict the expenses. Particularly we are predicting the expense of next month. We can also use this system in stock market for predicting the next step if stocks of a company will rise or fall do, this can help us in making money from stock market and manage our expense.

scholarly journals Perinatal Hypoxia Diagnostic System by using Scalable Machine Learning Algorithms

2019 ◽  
Vol 8 (12) ◽  
pp. 1954-1959
Keyword(s):  
Machine Learning ◽  
Clinical Decision Making ◽  
Learning Algorithm ◽  
Diagnostic System ◽  
Clinical Decision ◽  
Machine Learning Algorithms ◽  
Machine Learning Algorithm ◽  
Learning Approaches ◽  
Perinatal Hypoxia ◽  
Fast Computation

Collaborating big data and machine learning approaches in healthcare can help in improving clinical decision making and treatment by identifying and accumulating accurate features. Prenatal hypoxia can also be identified by cardiotocography (CTG) monitoring that helps in identifying the condition of the fetus. Imposing the data over distributed approaches can help in fast computation to rate the fetal and mother wellbeing before delivery. Our research aims to propose and implement a scalable Machine learning Algorithm based perinatal Hypoxia diagnostic system for larger datasets. This system was implemented on the CTG dataset using python and pyspark models like SVM, Random Forest, and Logistic regression. In the proposed method experiment results contributing to spark RF are more accurate than other techniques and achieved the precision of 0.97, recall of 0.99, f-1 score of 0. 98, AUC of 0.97 and gained 97% accuracy

Machine Learning Algorithm to Predict Early Complications after Brain Tumor Surgery

2018 ◽  
Author(s):  
C.H.B. van Niftrik ◽  
F. van der Wouden ◽  
V. Staartjes ◽  
J. Fierstra ◽  
M. Stienen ◽  
...  
Keyword(s):  
Machine Learning ◽  
Brain Tumor ◽  
Learning Algorithm ◽  
Machine Learning Algorithm ◽  
Tumor Surgery ◽  
Early Complications ◽  
Brain Tumor Surgery

Feature extraction and prediction of Dengue Outbreaks

2020 ◽  
pp. 216-222
Author(s):  
Kunal Parikh ◽  
Tanvi Makadia ◽  
Harshil Patel
Keyword(s):  
Public Health ◽  
Machine Learning ◽  
Developing Countries ◽  
Feature Extraction ◽  
Predictive Analytics ◽  
Learning Algorithm ◽  
Machine Learning Algorithm ◽  
Health Concerns ◽  
The World ◽  
Dengue Outbreaks

Dengue is unquestionably one of the biggest health concerns in India and for many other developing countries. Unfortunately, many people have lost their lives because of it. Every year, approximately 390 million dengue infections occur around the world among which 500,000 people are seriously infected and 25,000 people have died annually. Many factors could cause dengue such as temperature, humidity, precipitation, inadequate public health, and many others. In this paper, we are proposing a method to perform predictive analytics on dengue’s dataset using KNN: a machine-learning algorithm. This analysis would help in the prediction of future cases and we could save the lives of many.

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