RiskLabs: Predicting Financial Risk Using Large Language Model Based on Multi-Sources Data Y Cao, Z Chen, Q Pei, F Dimino, L Ausiello, P Kumar, KP Subbalakshmi, ... arXiv preprint arXiv:2404.07452, 2024 | 15 | 2024 |
Robust mid-term power generation management V Guigues, R Aïd, PM Ndiaye, F Oustry, F Romanet Optimization 58 (3), 351-371, 2009 | 7 | 2009 |
Semidefinite optimisation for global risk modelling PM Ndiaye, F Oustry, V Piolle Journal of Asset Management 7 (2), 142-153, 2006 | 5 | 2006 |
A value-at-risk approach for robust management of electricity power generation R Aïd, V Guigues, PM Ndiaye, F Oustry, F Romanet Rapport de recherche, IMAG-LMC (submitted), 2006 | 5 | 2006 |
Delay sensitivity of quadratic controllers: A singular perturbation approach PM Ndiaye, M Sorine SIAM Journal on Control and Optimization 38 (6), 1655-1682, 2000 | 5 | 2000 |
Ecc analyzer: Extract trading signal from earnings conference calls using large language model for stock performance prediction Y Cao, Z Chen, Q Pei, NJ Lee, KP Subbalakshmi, PM Ndiaye arXiv preprint arXiv:2404.18470, 2024 | 3 | 2024 |
ECC Analyzer: Extracting Trading Signal from Earnings Conference Calls using Large Language Model for Stock Volatility Prediction Y Cao, Z Chen, Q Pei, N Lee, KP Subbalakshmi, PM Ndiaye Proceedings of the 5th ACM International Conference on AI in Finance, 257-265, 2024 | 1 | 2024 |
Perturbation des sytèmes linéaires par des retards: sensibilité des performances PM Ndiaye Paris 9, 1997 | 1 | 1997 |
Improved Estimation of the Correlation Matrix using Reinforcement Learning and Text-Based Networks C Lu, PM Ndiaye, M Simaan Available at SSRN 4081502, 2024 | | 2024 |
Determining the Difference in Predictive Capabilities of ESG Raw Scores versus ESG Aggregated Scores on Annual Company Stock Returns And Volatility Z Chen, Z Feinstein, I Florescu, PM Ndiaye arXiv preprint arXiv:2312.00202, 2023 | | 2023 |
Non-Gaussian optimization model for systematic portfolio allocation: How to take advantage of market turbulence? PM Ndiaye Risk and Decision Analysis 2 (4), 237-244, 2011 | | 2011 |
A Value-At-Risk approach for robust management of electricity power generation V Guigues, PM Ndiaye arXiv preprint math/0407109, 2004 | | 2004 |
Regularity of solutions of retarded equations and application to sensitivity of linear quadratic controllers to small delays PM Ndiaye, M Sorine Journal of mathematical analysis and applications 245 (1), 189-203, 2000 | | 2000 |