AI for Sustainable Finance

Machine learning approaches to ESG analysis and climate risk assessment

45
Publications
820
Citations
4
Researchers
5
Partners
CHF 350K
Funding
SNSF EU Active
Project Overview

This project develops AI-powered tools for analyzing ESG (Environmental, Social, Governance) factors in financial markets, with focus on climate risk assessment and sustainable investment strategies.

ESG Analysis Climate Risk Sustainable Finance Machine Learning NLP Carbon Pricing Green Bonds Impact Investing Risk Modeling Portfolio Optimization
Research Highlights

Featured: ESG Scoring with NLP (Journal of Sustainable Finance, 2024)

"Automated ESG scoring using transformer models on corporate reports" - Achieving 89% accuracy in ESG classification tasks.

Climate Risk Models

Quantify physical and transition risks using ML approaches

ESG Text Mining

Extract sustainability signals from corporate disclosures

Green Portfolio

Optimize portfolios for both returns and sustainability

Team (ETH Zurich & University of Zurich)
MS

Dr. Maria Schmidt

Principal Investigator

ETH Zurich

45Works
820Cites
12h
TK

Dr. Thomas Keller

Co-Investigator

UZH

32Works
450Cites
9h
LW

Lisa Weber

PhD Researcher

ETH / UZH

5Works
28Cites
AM

Alex Mueller

PhD Researcher

ETH / UZH

3Works
12Cites
Output & Results
45
Publications
820
Citations
12
Max h-index
CHF 350K
SNSF Funding
8
Publications
5
Collaborations
4
Events
3
Datasets
2
Tools
Publications by Year
Citations by Year
Publications (Sample Data)
8 pubs
Year Title Authors Venue Cites
2024Automated ESG scoring using transformer modelsSchmidt, M., Weber, L.J. Sustainable Finance45
2024Climate risk assessment in banking portfoliosKeller, T., Mueller, A.Risk Management32
2024NLP for corporate sustainability reportsWeber, L., Schmidt, M.EMNLP Workshop18
2023Green bond pricing dynamicsSchmidt, M., Keller, T.J. Fixed Income28
2023Machine learning for carbon credit marketsMueller, A., Schmidt, M.Energy Economics22
2023ESG momentum strategiesKeller, T., Weber, L.J. Portfolio Mgmt15
2022Transition risk modeling frameworkSchmidt, M.Climate Finance35
2022Deep learning for ESG controversiesWeber, L.ICAIF8
Collaborations

Swiss Re

Climate risk modeling partnership

UBS Asset Management

ESG integration strategies

Imperial College London

Climate finance research

Oxford Sustainable Finance

ESG data collaboration

TCFD Consortium

Disclosure standards

Funding

Swiss National Science Foundation

Grant: SNF-987654 | CHF 350,000 | 2024-2027

Horizon Europe

Green Deal Call | Grant No. 101XXXXXX

News & Updates
Dec 2024

Template Test Page Created

Testing the research page generator template

Sep 2024

ESG Paper Accepted

Transformer-based ESG scoring paper accepted

Jun 2024

Swiss Re Partnership

Industry collaboration announced

Jan 2024

Project Launch

SNSF funding started

Contact

Principal Investigator

Dr. Maria Schmidt
ETH Zurich

Institution

ETH Zurich
Department of Management