Forecasting of S&P 500 ESG index by using CEEMDAN and LSTM approach
Divya Aggarwal, Sougata Banerjee
| Year of publication: |
2025
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|---|---|
| Authors: | Aggarwal, Divya ; Banerjee, Sougata |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 44.2025, 2, p. 339-355
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| Subject: | CEEMDAN | ESG | LSTM | market efficiency | stock market prediction | SVM | Effizienzmarkthypothese | Efficient market hypothesis | Corporate Social Responsibility | Corporate social responsibility | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Nachhaltige Kapitalanlage | Sustainable investment | Welt | World | Aktienindex | Stock index | Börsenkurs | Share price | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3201 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015374029