most citedQuantifying Credit Portfolio sensitivity to asset correlations with interpretable generative neural networks

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cs.LG2024

Denoising ESG: quantifying data uncertainty from missing data with Machine Learning and prediction intervals

Sergio Caprioli, Jacopo Foschi, Riccardo Crupi +1

Environmental, Social, and Governance (ESG) datasets are frequently plagued by significant data gaps, leading to inconsistencies in ESG ratings due to varying imputation methods. T…