Abstract:

Environmental， Social， and Governance （ESG） indicator is a critical indicator for assessing the sustainability of enterprises. The existing ESG assessment systems face challenges such as narrow coverage， strong subjectivity， and poor timeliness. Thus， there is an urgent need for research on prediction models that can forecast ESG indicator accurately using enterprise data. Addressing the issue of inconsistent information richness among ESG-related features in enterprise data， a prediction model RCT （Richness Coordination Transformer） was proposed for enterprise ESG indicator prediction based on richness coordination technology. In this model， an auto-encoder was used in the upstream richness coordination module to coordinate features with heterogeneous information richness， thereby enhancing the ESG indicator prediction performance of the downstream module. Experimental results on real datasets demonstrate that on various prediction indicators， RCT model outperforms multiple models including Temporal Convolutional Network （TCN）， Long Short-Term Memory （LSTM） network， Self-Attention Model （Transformer）， eXtreme Gradient Boosting （XGBoost）， and Light Gradient Boosting Machine （LightGBM）. The above verifies that the effectiveness and superiority of RCT model in ESG indicator prediction.

Key words: data mining, deep learning, time series forecasting, auto-encoder, attention mechanism, data heterogeneity, Environmental, Social, and Governance (ESG), richness coordination technology

摘要：

环境、社会及治理（ESG）指标是评估企业可持续发展的重要指标。现有的ESG评估体系存在覆盖范围狭窄、主观性强和时效性差等问题，因此，迫切需要研究能利用企业数据准确预测ESG指标的预测模型。针对企业数据中ESG关联特征存在信息丰度不一致的问题，提出一种基于丰度协调技术的企业ESG指标预测模型RCT （Richness Coordination Transformer），其中上游丰度协调模块通过自编码器协调异质丰度特征，从而提高下游模块的ESG指标预测性能。在真实数据集上的实验结果表明，与模型时间卷积网络（TCN）、长短期记忆（LSTM）网络、自注意力模型（Transformer）、极限梯度提升（XGBoost）和轻量级梯度提升机（LightGBM）相比，RCT模型在各项预测指标上均表现最优，验证了RCT模型在预测ESG指标上的有效性和优越性。

关键词: 数据挖掘, 深度学习, 时序预测, 自编码器, 注意力机制, 数据异质, 环境、社会及治理, 丰度协调技术