{"id":"https://openalex.org/W3022040643","doi":"https://doi.org/10.2139/ssrn.3593885","title":"ESG2Risk: A Deep Learning Framework from ESG News to Stock Volatility Prediction","display_name":"ESG2Risk: A Deep Learning Framework from ESG News to Stock Volatility Prediction","publication_year":2020,"publication_date":"2020-01-01","ids":{"openalex":"https://openalex.org/W3022040643","doi":"https://doi.org/10.2139/ssrn.3593885","mag":"3022040643"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.3593885","doi":"https://doi.org/10.2139/ssrn.3593885","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.3593885","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"volume":null,"type":"preprint","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.3593885","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5073299519","display_name":"Tian Guo","orcid":"https://orcid.org/0000-0002-0365-0063","observed_orcids":["https://orcid.org/0000-0002-0365-0063","https://orcid.org/0009-0009-0618-3737"]},"institutions":[{"id":"https://openalex.org/I67311998","display_name":"European Organization for Nuclear Research","ror":"https://ror.org/01ggx4157","country_code":"CH","type":"facility","lineage":["https://openalex.org/I67311998"]}],"countries":["CH"],"is_corresponding":true,"raw_author_name":"Tian Guo","raw_affiliation_strings":["RAM Active Investments, 8 Rue du Rhone, Geneva, Geneva 1204, Switzerland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"RAM Active Investments, 8 Rue du Rhone, Geneva, Geneva 1204, Switzerland","institution_ids":["https://openalex.org/I67311998"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5073299519"],"corresponding_institution_ids":["https://openalex.org/I67311998"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":36,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9937000274658203,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9937000274658203,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.003100000089034438,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13146","display_name":"Sustainable Finance and Green Bonds","score":0.0008999999845400453,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/esg-news","display_name":"ESG news","score":0.8740000128746033},{"id":"https://openalex.org/keywords/news-representation","display_name":"news representation","score":0.9200000166893005},{"id":"https://openalex.org/keywords/bayesian-inference","display_name":"Bayesian inference","score":0.7730000019073486},{"id":"https://openalex.org/keywords/deep-learning","display_name":"deep learning","score":0.8149999976158142},{"id":"https://openalex.org/keywords/esg-investing","display_name":"ESG investing","score":0.5429999828338623},{"id":"https://openalex.org/keywords/risk-return-trade-off","display_name":"risk-return tradeoff","score":0.42899999022483826},{"id":"https://openalex.org/keywords/text-based-prediction","display_name":"text-based prediction","score":0.4490000009536743}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6468493938446045},{"id":"https://openalex.org/C2778136018","wikidata":"https://www.wikidata.org/wiki/Q10350689","display_name":"Predictive power","level":2,"score":0.5909913182258606},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5283107161521912},{"id":"https://openalex.org/C160234255","wikidata":"https://www.wikidata.org/wiki/Q812535","display_name":"Bayesian inference","level":3,"score":0.4904899299144745},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.4633050560951233},{"id":"https://openalex.org/C39389867","wikidata":"https://www.wikidata.org/wiki/Q380767","display_name":"Corporate governance","level":2,"score":0.44670000672340393},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4388556480407715},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.40348514914512634},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.3374956250190735},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.33118605613708496},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3002302050590515},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.23375725746154785},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.21198052167892456},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.1367276906967163},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.2139/ssrn.3593885","doi":"https://doi.org/10.2139/ssrn.3593885","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.3593885","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:arx:papers:2005.02527","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/pdf/2005.02527","pdf_url":"http://arxiv.org/pdf/2005.02527","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:arXiv.org:2005.02527","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/2005.02527","pdf_url":"https://arxiv.org/pdf/2005.02527","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"mag:3022040643","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/pdf/2005.02527.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null},{"id":"doi:10.48550/arxiv.2005.02527","doi":"https://doi.org/10.48550/arxiv.2005.02527","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2005.02527","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"doi:10.2139/ssrn.3593885","doi":"https://doi.org/10.2139/ssrn.3593885","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.3593885","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W2015174807","https://openalex.org/W2250473257","https://openalex.org/W2339555315","https://openalex.org/W2406361698","https://openalex.org/W2560321925","https://openalex.org/W2626778328","https://openalex.org/W2774559076","https://openalex.org/W2897288200","https://openalex.org/W2905238522","https://openalex.org/W2912168444","https://openalex.org/W2940603351","https://openalex.org/W2946135363","https://openalex.org/W2950942124","https://openalex.org/W2963341956","https://openalex.org/W2970636124","https://openalex.org/W2975059944","https://openalex.org/W3045829427","https://openalex.org/W3122136683"],"related_works":["https://openalex.org/W4400403004","https://openalex.org/W4412524714","https://openalex.org/W7127395892","https://openalex.org/W4320036380","https://openalex.org/W4415124607","https://openalex.org/W7214667205","https://openalex.org/W7170854813","https://openalex.org/W7165871876","https://openalex.org/W4403988496","https://openalex.org/W3081431317"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":5},{"year":2024,"cited_by_count":12},{"year":2023,"cited_by_count":7},{"year":2022,"cited_by_count":8},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2020-05-13T00:00:00"}
