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Papa Momar Ndiaye
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Year
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
152024
Robust mid-term power generation management
V Guigues, R Aïd, PM Ndiaye, F Oustry, F Romanet
Optimization 58 (3), 351-371, 2009
72009
Semidefinite optimisation for global risk modelling
PM Ndiaye, F Oustry, V Piolle
Journal of Asset Management 7 (2), 142-153, 2006
52006
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
52006
Delay sensitivity of quadratic controllers: A singular perturbation approach
PM Ndiaye, M Sorine
SIAM Journal on Control and Optimization 38 (6), 1655-1682, 2000
52000
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
32024
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
12024
Perturbation des sytèmes linéaires par des retards: sensibilité des performances
PM Ndiaye
Paris 9, 1997
11997
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
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