├── README.md ├── alternative_data_prep.ipynb ├── financial_data_prep.ipynb ├── ml_models.py ├── pictures ├── cumulative_return.png ├── return_distribution.jpg ├── rolling_sharpe.png ├── rolling_window.png └── wordcloud.jpg └── scholar_data_strategy.ipynb /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/AI4Finance-Foundation/Quantifying-ESG-Alpha-using-Scholar-Big-Data-ICAIF-2020/HEAD/README.md -------------------------------------------------------------------------------- /alternative_data_prep.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/AI4Finance-Foundation/Quantifying-ESG-Alpha-using-Scholar-Big-Data-ICAIF-2020/HEAD/alternative_data_prep.ipynb -------------------------------------------------------------------------------- /financial_data_prep.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/AI4Finance-Foundation/Quantifying-ESG-Alpha-using-Scholar-Big-Data-ICAIF-2020/HEAD/financial_data_prep.ipynb -------------------------------------------------------------------------------- /ml_models.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/AI4Finance-Foundation/Quantifying-ESG-Alpha-using-Scholar-Big-Data-ICAIF-2020/HEAD/ml_models.py -------------------------------------------------------------------------------- /pictures/cumulative_return.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/AI4Finance-Foundation/Quantifying-ESG-Alpha-using-Scholar-Big-Data-ICAIF-2020/HEAD/pictures/cumulative_return.png -------------------------------------------------------------------------------- /pictures/return_distribution.jpg: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/AI4Finance-Foundation/Quantifying-ESG-Alpha-using-Scholar-Big-Data-ICAIF-2020/HEAD/pictures/return_distribution.jpg -------------------------------------------------------------------------------- /pictures/rolling_sharpe.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/AI4Finance-Foundation/Quantifying-ESG-Alpha-using-Scholar-Big-Data-ICAIF-2020/HEAD/pictures/rolling_sharpe.png -------------------------------------------------------------------------------- /pictures/rolling_window.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/AI4Finance-Foundation/Quantifying-ESG-Alpha-using-Scholar-Big-Data-ICAIF-2020/HEAD/pictures/rolling_window.png -------------------------------------------------------------------------------- /pictures/wordcloud.jpg: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/AI4Finance-Foundation/Quantifying-ESG-Alpha-using-Scholar-Big-Data-ICAIF-2020/HEAD/pictures/wordcloud.jpg -------------------------------------------------------------------------------- /scholar_data_strategy.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/AI4Finance-Foundation/Quantifying-ESG-Alpha-using-Scholar-Big-Data-ICAIF-2020/HEAD/scholar_data_strategy.ipynb --------------------------------------------------------------------------------