Carbon risk and return prediction: Evidence from the multi-CNN method

Carbon risk and return prediction: Evidence from the multi-CNN method

This paper investigates the carbon risk and its role in stocks’ return prediction by identifying the carbon risk information implied in feature engineering. We predict the stock returns with different neural networks, construct the investment portfolio according to the predicted returns and reflect...

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Bibliographic Details
Main Authors: Jian Tang, Jing Li
Format: Article
Language:English
Published: Frontiers Media S.A. 2022-10-01
Series:Frontiers in Environmental Science
Subjects:
carbon risk
return prediction
neural network
deep learning
multi-CNN
Online Access:https://www.frontiersin.org/articles/10.3389/fenvs.2022.1035809/full

Internet

https://www.frontiersin.org/articles/10.3389/fenvs.2022.1035809/full

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