Papa Momar Ndiaye (pndiaye)

Papa Momar Ndiaye

Teaching Associate Professor

School of Business

Babbio Center 536
(201) 216-8047

General Information

EDUCATION:

University Paris-IX Dauphine - Ph.D. in Applied Math for Engineering
University Paris-IX Dauphine - M.A. in Applied Math for Engineering
University of Dakar - B.S. in Mathematics and Applications

Institutional Service

  • Hanlon Center Member
  • Faculty Core Curriculum Working Group. Member
  • Hanlon Financial Center Operating Committee Member
  • Hanlon Financial Center Operating Committee Member

Professional Service

  • CEO of Aleph1 Portfolio

Professional Societies

  • ACM – Association for Computing Machinery Member

Selected Publications

Conference Proceeding

  1. Ndiaye, P.; Yang, S.; AlMahdi, S. (2024). ECC Analyzer: Extracting Trading Signal from Earnings Conference Calls using Large Language Model for Stock Volatility Prediction. No. Proceedings of the 5th ACM International Conference on AI in Finance (ICAIF '24). ACM Digital Library.
    https://dl.acm.org/doi/fullHtml/10.1145/3677052.3698689.

Journal Article

  1. Lu, C.; Ndiaye, P.; Simaan, M. (2024). Improved estimation of the correlation matrix using reinforcement learning and text-based networks. International Review of Financial Analysis. Elsevier.
    https://www.sciencedirect.com/science/article/pii/S1057521924005040?dgcid=author.
  2. Lu, C.; Simaan, M.; Ndiaye, P.. Improved Estimation of the Correlation Matrix using Reinforcement Learning and Text-Based Networks . No. International Review of Financial Analysis (96 ed.).
    https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4081502.

Preprint submitted to arXiv