As part of his most recent
Manufacturing & Service Operations Management (
M&SOM) article, Vivek Astvansh (
https://www.mcgill.ca/desautels/files/desautels/astvansh_-_vita.pdf) is sharing data, code, and transformer models on 131,920 firm-years (16,959 U.S. public firms, 2005 to 2024) on eight risk factors: (1) accounting, (2) finance, (3) international, (4) legal, (5) management, (6) marketing, (7) operations, and (8) technology. Vivek intends to update this data set once a year. His article is available at
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5446374. The abstract mentions the OSF.io link for the data XLSX file, data dictionary XLSX file, Python code file, and trained models' ZIP file. Vivek welcomes questions and critiques.