Michel Baes

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Reverse stress testing: Scenario design for macroprudential stress tests Mathematical Finance	2023-09-28	Paper
Existence, uniqueness, and stability of optimal payoffs of eligible assets Mathematical Finance	2020-05-14	Paper
A continuous selection for optimal portfolios under convex risk measures does not always exist Mathematical Methods of Operations Research	2020-03-09	Paper
Low-Rank plus Sparse Decomposition of Covariance Matrices using Neural Network Parametrization	2019-08-01	Paper
Every Continuous Nonlinear Control System Can be Obtained by Parametric Convex Programming IEEE Transactions on Automatic Control	2017-08-08	Paper
Positive Polynomial Constraints for POD-based Model Predictive Controllers IEEE Transactions on Automatic Control	2017-08-08	Paper
Existence, uniqueness and stability of optimal portfolios of eligible assets (available as arXiv preprint)	2017-02-07	Paper
Duality for mixed-integer convex minimization Mathematical Programming. Series A. Series B	2016-08-25	Paper
Duality for mixed-integer convex minimization Mathematical Programming. Series A. Series B	2016-08-25	Paper
A Lipschitzian error bound for monotone symmetric cone linear complementarity problem Optimization	2015-11-27	Paper
Mirror-Descent Methods in Mixed-Integer Convex Optimization Facets of Combinatorial Optimization	2015-07-22	Paper
Mirror-Descent Methods in Mixed-Integer Convex Optimization Facets of Combinatorial Optimization	2015-07-22	Paper
The regularization aspect of optimal-robust conditional value-at-risk portfolios Operations Research Proceedings	2015-03-03	Paper
An acceleration procedure for optimal first-order methods Optimization Methods & Software	2014-02-07	Paper
A randomized mirror-prox method for solving structured large-scale matrix saddle-point problems SIAM Journal on Optimization	2013-09-25	Paper
Hedge algorithm and dual averaging schemes Mathematical Methods of Operations Research	2013-08-02	Paper
Hedge algorithm and dual averaging schemes Mathematical Methods of Operations Research	2013-08-02	Paper
Robust risk management European Journal of Operational Research	2012-12-29	Paper
Removing redundant quadratic constraints Mathematical Software – ICMS 2010	2010-09-14	Paper
Semidefinite representability of the trace of totally positive Laurent polynomial matrix functions	2009-06-23	Paper
Convexity and differentiability properties of spectral functions and spectral mappings on Euclidean Jordan algebras Linear Algebra and its Applications	2007-04-10	Paper

Research outcomes over time

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