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Outline

Title
Introduction
Theoretical Framework and Literature Review
Literature Review on Esg and Financial Performance
Digital Transformation and Financial Implications
Methodology
Data Collection and Sources
Data Preprocessing and Feature Engineering
Results
Data Overview and Preliminary Test Outcomes
Panel Data Analysis Results
Panel Data Analysis with Decomposed Esg Factors
Time Series Analysis Results (Market-Level)
Machine Learning Analysis Results
Discussion
Interpretation of Key Findings
Answers to Research Questions
Implications and Recommendations
Limitations of the Study
Conclusion
Summary of Main Findings
Limitations and Future Research
Institutional Review Board Statement
References

International Journal of Data Science and Big Data Analytics

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https://doi.org/10.51483/IJDSBDA.5.1.2025.21-48
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Dwijendra Dwivedi

Journal of Law and Sustainable Development

Investors increasingly non-financial factors as part of their risk analysis process and growth assessments of corporates. Machine learning (ML) models for predicting ESG scores are an extremely useful tool to help investors make more informed decisions on their portfolios. Such a tool with wide-encompassing alternative data can be useful to the investors. The use of such datasets and machine learning models for ESG ratings can continuously improve the accuracy and reliability of those models. Using machine learning algorithms to identify key drivers of ESG ratings is an effective way of improving portfolio performance. Although the current state of ESG ratings is relatively static, data collection and mapping methodologies are evolving. As more data becomes available, the noise in ESG factors will become less important. This unique document provides a machine learning algorithm for predicting an ESG rating based on a company's financial and non-financial attributes. The financia...

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