SDGs investment with SAS AI model

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Hi,We're Critical Thinking Crew!

Our team consists of IT Engineers and Quants. As you know, quants are financial experts. I believe that we can discuss topics of our each expertise in more depth.

Team Name	Critical Thinking Crew
Track	Data4good
Use Case	Support everyone's SDGs investment with SAS AI model
Technology	AI+Machine Learning
Region	Tokyo and Osaka, Japan (AP Region)
Team lead	ITOCHU Techno-Solutions Corporation: @KC525
Team members	ITOCHU Techno-Solutions Corporation: @h-kawagoe @Ken_Y @masahitonoguchi @mitsuyoshi @xiaowei_cao @hayase @a-eguchi Government Pension Investment Fund (as advisor): @TomoakiIto Other Company: @Sandee1

<intro>

We've tried "Data4Good" in Investment world. To be more specific, we've challenged to create SDGs investment support with AI.

Investors want to invest in sustainable companies. But wait! What is sustainable companies? We don't know it clearly, so we must research by interviewing, reading financial statements, googling and sometime stalking someone's twitters. Or many people just end up.

We'd like to make it solved. If we are to know which is a sustainable company, we can make better decisions. We believe SDGs is one of best factors for it. For the first step, we made models to predict residuals of a well-known investment model.

Our 3 steps:

Data Preparation:
Collect data and clean it.
Calculate performances and indexes.
Analysis:
Predict market performance with old school model like Fama-French's 3-factors
Predict residuals from ESG indexes
Visualization:
Create Reports
Show Results and Get Insight

As a result, we've confirmed ESG indexes are important to predict investment performance. We will keep to challenge for improving our models.

Thanks to Hackin SAS, We had a big fun!
We hope we can challenge again!

Sandee1 · ‎02-09-2021

Hi,

I have a good knowledge in doing data analysis, particularly through SQL and SAS. Through SAS, I did some projects based on predictive analysis, segmentation and Linear regression and also did visual analytics through SAS Viya. Please let me know if I can join your team.

KC525 · ‎02-11-2021

Thanks for a comment, @Sandee1 .

You can join us, but you cannot use our all data because we will use our customer's confidential data partly. And we will try to make model for Japanese market at first because parameters of global model are too complex for 1st step.
If these are ok for you, I'd like to ask you open data curation and analytics. Please let me know.

Sandee1 · ‎02-11-2021

Thanks for the response.

I accept with great pleasure to join the team and I am perfectly fine with
the terms for the data. I am very happy to be able and offered the
opportunity to do this.

I will try to contribute the maximum in this hackathon.I have a good
knowledge in doing data analysis, particularly through SQL and SAS. Through
SAS, I did some projects based on predictive analysis, segmentation and
Linear regression and also did visual analytics through SAS Viya.