Fuzzy confrontations of models of ESG investing versus non-ESG investing based on artificial intelligence algorithms

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dc.contributor.authorŠkapa, Stanislavcs
dc.contributor.authorBočková, Ninacs
dc.contributor.authorDoubravský, Karelcs
dc.contributor.authorDohnal, Mirkocs
dc.coverage.issue1cs
dc.coverage.volume13cs
dc.date.accessioned2022-02-14T15:59:43Z
dc.date.available2022-02-14T15:59:43Z
dc.date.issued2022-01-31cs
dc.description.abstractESG (Environmental, social, and corporate governance) parameters are involved in investing-related decision-making. DESG (Dominantly ESG) related investing represents a complex tasks studied under severe information shortages. NESG (Non-dominantly ESG) investing either ignores ESG parameters completely or it takes it as less important. ESG investing is partially DESG and partially NESG. A very simple fuzzy reasoning algorithm is used to find out the similarity between DESG and NESG in this paper. A similarity graphs is generated. An edge represents a fuzzy similarity between two nodes / conditional statements. Each statement specifies fuzzy conditions under which some DESG/NESG tools are mutually similar or totally dissimilar. Examples of investing tools are Developed Markets, Emerging Markets Small Caps, Sustainability Index and Environmental Social Governance Index. The following five parameters of investing tools are Risk, Cost, Return, Drop, and Correlation. Low pairwise fuzzy similarities between DESG and NESG are detected.en
dc.formattextcs
dc.format.extent1-13cs
dc.format.mimetypeapplication/pdfcs
dc.identifier.citationJournal of Sustainable Finance & Investment. 2022, vol. 13, issue 1, p. 1-13.en
dc.identifier.doi10.1080/20430795.2022.2030666cs
dc.identifier.issn2043-0809cs
dc.identifier.other176284cs
dc.identifier.urihttp://hdl.handle.net/11012/203909
dc.language.isoencs
dc.publisherTaylor & Franciscs
dc.relation.ispartofJournal of Sustainable Finance & Investmentcs
dc.relation.urihttps://www.tandfonline.com/doi/full/10.1080/20430795.2022.2030666cs
dc.rightsCreative Commons Attribution-NonCommercial-NoDerivatives 4.0 Internationalcs
dc.rights.accessopenAccesscs
dc.rights.sherpahttp://www.sherpa.ac.uk/romeo/issn/2043-0809/cs
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/cs
dc.subjectFuzzy similarityen
dc.subjectenvironmentalen
dc.subjectsocial and governanceen
dc.subjectESGen
dc.subjectsustainable investingen
dc.subjectcommon senseen
dc.titleFuzzy confrontations of models of ESG investing versus non-ESG investing based on artificial intelligence algorithmsen
dc.type.driverarticleen
dc.type.statusPeer-revieweden
dc.type.versionpublishedVersionen
sync.item.dbidVAV-176284en
sync.item.dbtypeVAVen
sync.item.insts2023.01.09 16:52:34en
sync.item.modts2023.01.09 16:14:18en
thesis.grantorVysoké učení technické v Brně. Fakulta podnikatelská. Ústav informatikycs
thesis.grantorVysoké učení technické v Brně. Fakulta podnikatelská. Ústav ekonomikycs
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