Leveraging Generative Pre-trained Transformers for the Integration of Environmental, Social, and Governance Considerations into Investment Management for Thai Stock

In this software paper, we outline the development and potential of Generative Pre-trained Transformer (GPT) models for integrating Environmental, Social, and Governance (ESG) factors into the investment management process, particularly for Thai stocks. As sustainable and responsible investing gains momentum, this study explores how GPT models, known for their advanced natural language processing capabilities, can revolutionize ESG integration. We examine GPT’s ability to analyze and interpret vast amounts of ESG-related data, aiding in more informed and data-driven investment decisions. Our software covers applications of GPT in ESG investment strategies, such as materiality assessment, data analysis, integration strategy, and risk management. The paper also delves into the challenges and opportunities presented by GPT in sustainable investing, emphasizing its impact on enhancing investor engagement, ensuring compliance, and contributing to the broader objectives of sustainable financial markets.