Socially Responsible Investment Portfolio Construction with a Double-Screening Mechanism considering Machine Learning Prediction

Table 1

The stock exchange codes of the selected companies.

000002.SZ	000039.SZ	000063.SZ	000157.SZ	000338.SZ
000776.SZ	000898.SZ	002142.SZ	002594.SZ	600011.SH
600016.SH	600026.SH	600028.SH	600029.SH	600030.SH
600036.SH	600188.SH	600196.SH	600362.SH	600377.SH
600600.SH	600808.SH	600875.SH	601088.SH	601111.SH
601186.SH	601238.SH	601288.SH	601318.SH	601328.SH
601336.SH	601390.SH	601398.SH	601600.SH	601607.SH
601618.SH	601628.SH	601727.SH	601766.SH	601800.SH
601808.SH	601857.SH	601866.SH	601898.SH	601899.SH
601919.SH	601939.SH	601988.SH	601991.SH	601998.SH