24/03/2025 Machine Learning & Artificial Intelligence Topic Modeling with AI Tools We present a robust topic modeling framework that mitigates overfitting while capturing the evolving nature of discourse.
4/07/2023 Sustainable Finance From Climate Stress Testing to Climate Value-at-Risk: A Stoc... This paper proposes a comprehensive climate stress testing approach to measure the impact of transition risk on investment portfolios.
2/06/2022 Portfolio Strategy Shifts & Narratives #18 - The power of narratives for invest... Our analysis suggests that narratives complement traditional macro variables when it comes to explaining financial market behaviour.
7/04/2022 Machine Learning & Artificial Intelligence Monitoring Narratives: an Application to the Equity Market In this research, we show that variables from the Global Database of Events, Language and Tone (GDELT) convey significant informational content that can...
25/02/2022 Sustainable Finance The Recent Performance of ESG Investing, the Covid-19 Cataly... The purpose of this paper is to appraise recent ESG trends in global equity markets. It contributes to a broader research project started at Amundi in...
25/02/2022 Sustainable Finance Cascading Effects of Carbon Price through the Value Chain: I... To avoid the worst climate change scenario, Greenhouse Gas (GHG) emissions should be reduced drastically during the next decades.
15/02/2022 Sustainable Finance Net Zero Carbon Metrics This research project is both an update of the analysis on carbon emissions trajectories proposed by Le Guenedal et al. (2020) and a companion study of...