Hi,We're Critical Thinking Crew!
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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!
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