Workshop date is 2nd November 2022. All times are in the local New York time zone (Eastern Time).
8am - 8.25am Prof Budha Bhattacharya (University College London)
Title: ESG Big Data Mining and Analytics using AI/ML
Talk: Online
8.30am - 8.55am Dr Edwin Simpson (Bristol University)
Title: TBD
Talk: Online
9.00am - 9.25am Dr Julia Bingler (Center for Economic Policy)
Title: Cheap Talk, Cherry-Picking and Climate Commitments: Assessing Corporate Climate Reporting with ClimateBert
Talk: Online
9.30am - 9.55am Dr Matthew Goldklang (Man Numeric)
Title: Dealing with the heat: Modeling Climate Change at the Asset Level using Machine Learning
Talk: In-person
10.00am - 10.15am Break
Accepted Paper Talks
10.15am - 10.35am Andres Alonso (Banco de España)
Title: Climate Finance Innovation: The Value of Machine Learning. Andres Alonso* (Banco de España), José Manuel Carbó Martínez (Banco de España), Jose Manuel Marques (Banco de España).
Talk: Online
10.40am - 11.00am Tian Guo (RAM Active Investments)
Title: ESG2Risk: A Deep Learning Framework from ESG News to Stock Volatility Prediction. Tian Guo* (RAM Active Investments), Nicolas Jamet (RAM Active Investments), Valentin Betrix (RAM Active Investments), Louis-Alexandre Piquet (RAM Active Investments), Emmanuel Hauptmann (RAM Active Investments).
Talk: TBD
11.05am - 11.25am Yue Xiao (Bloomberg)
Title: A Measure of ESG in Financial News and its Impact on the Stock Market. Yue Xiao* (Bloomberg), Carmine Ventre (King's College London).
Talk: TBD
11.30am - 11.50pm Liying Wang (Bayes Business School)
Title: Evidence on the Information Content of Text in Mutual Fund ESG Risk Disclosure. Liying Wang* (Bayes Business School).
Talk: Online
11.55am - 12pm Concluding Remarks