Dinca, Marius Sorin; Ciotlăuși, Vlad; Akomeah, Frank - In: International Journal of Financial Studies : open … 13 (2025) 3, pp. 1-20
This study examines whether the integration of Environmental, Social, and Governance (ESG) factors enhances the accuracy of financial forecasts. Using a dataset of 2548 publicly listed companies from 98 countries, we evaluate a range of machine learning models-from ARIMA to XGBoost-by comparing...