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Dive into the research topics where Papa Momar Ndiaye is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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ECC Analyzer: Extracting Trading Signal from Earnings Conference Calls using Large Language Model for Stock Volatility Prediction
Cao, Y., Chen, Z., Pei, Q., Lee, N., Subbalakshmi, K. P. & Ndiaye, P. M., 14 Nov 2024, ICAIF 2024 - 5th ACM International Conference on AI in Finance. p. 257-265 9 p. (ICAIF 2024 - 5th ACM International Conference on AI in Finance).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
Open Access6 Scopus citations -
Improved estimation of the correlation matrix using reinforcement learning and text-based networks
Lu, C., Ndiaye, P. M. & Simaan, M., Nov 2024, In: International Review of Financial Analysis. 96, 103572.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
Non-Gaussian optimization model for systematic portfolio allocation: How to take advantage of market turbulence?
Ndiaye, P. M., 2011, In: Risk and Decision Analysis. 2, 4, p. 237-244 8 p.Research output: Contribution to journal › Article › peer-review
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Robust mid-term power generation management
Guigues, V., Aid, R., Ndiaye, P. M., Oustry, F. & Romanet, F., Apr 2009, In: Optimization. 58, 3, p. 351-371 21 p.Research output: Contribution to journal › Article › peer-review
7 Scopus citations -
Delay sensitivity of quadratic controllers: A singular perturbation approach
Ndiaye, P. M. & Sorine, M., Jun 2000, In: SIAM Journal on Control and Optimization. 38, 6, p. 1655-1682 28 p.Research output: Contribution to journal › Article › peer-review
5 Scopus citations