Application of grey relational analysis and artificial neural networks on corporate social responsibility (CSR) indices

Autor: John Francis Diaz, Thanh Tung Nguyen
Rok vydání: 2021
Předmět:
Zdroj: Journal of Sustainable Finance & Investment. :1-19
ISSN: 2043-0809
2043-0795
Popis: This research examines return predictability based on minimized forecast errors of CSR Indices through the grey relational analysis (GRA) and three types of artificial neural networks (ANN) model, ...
Databáze: OpenAIRE