An introductory seminar on ESG, corporate events and machine learning was held at the National Academy of Sciences

On March 11, an introductory seminar was held in the scientific and educational group "The impact of ESG disclosures, news and corporate events on stock prices and corporate bond spreads: event and sentiment analysis using machine learning", which opened a series of scientific meetings of the group. The NOUGAT research project is dedicated to a comprehensive analysis of how ESG factors, the news background and corporate events affect the dynamics of the Russian stock market and the corporate debt market.

The seminar was opened by the head of the group, Varvara Nazarova, presenting the NAG, its research focus and key areas of work. Then Iya Yurievna Churakova told about the group's plans, the format of further work and tasks for the coming period.

The central part of the seminar was a report by Roman Podlevsky (Master of 2 years), dedicated to the factors of abnormal stock returns after the issuance of convertible bonds using the example of the Indian and Chinese markets. The presentation presented one of the directions of the group's research agenda and set the basis for further discussion on how corporate events affect the market valuation of companies. The seminar's panelist was Vishal Kumar, a visiting lecturer and graduate student at the Department of Finance.

The introductory seminar became an important starting point in the work of the NAG: the participants presented a general research framework, outlined plans for further meetings and discussed the first report in the logic of an academic seminar. This format allows not only to introduce the audience to the group's current projects, but also to build a meaningful discussion of research at the intersection of finance, data analysis and machine learning.