Michel Baes

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Person:304261

Available identifiers

zbMath Open baes.michelMaRDI QIDQ304261

List of research outcomes





PublicationDate of PublicationType
Reverse stress testing: Scenario design for macroprudential stress tests2023-09-28Paper
Existence, uniqueness, and stability of optimal payoffs of eligible assets2020-05-14Paper
A continuous selection for optimal portfolios under convex risk measures does not always exist2020-03-09Paper
Low-Rank plus Sparse Decomposition of Covariance Matrices using Neural Network Parametrization2019-08-01Paper
Every Continuous Nonlinear Control System Can be Obtained by Parametric Convex Programming2017-08-08Paper
Positive Polynomial Constraints for POD-based Model Predictive Controllers2017-08-08Paper
Existence, uniqueness and stability of optimal portfolios of eligible assets2017-02-07Paper
Duality for mixed-integer convex minimization2016-08-25Paper
A Lipschitzian error bound for monotone symmetric cone linear complementarity problem2015-11-27Paper
Mirror-Descent Methods in Mixed-Integer Convex Optimization2015-07-22Paper
The Regularization Aspect of Optimal-Robust Conditional Value-at-Risk Portfolios2015-03-03Paper
An acceleration procedure for optimal first-order methods2014-02-07Paper
A randomized mirror-prox method for solving structured large-scale matrix saddle-point problems2013-09-25Paper
Hedge algorithm and dual averaging schemes2013-08-02Paper
Robust risk management2012-12-29Paper
Removing Redundant Quadratic Constraints2010-09-14Paper
Semidefinite representability of the trace of totally positive Laurent polynomial matrix functions2009-06-23Paper
Convexity and differentiability properties of spectral functions and spectral mappings on Euclidean Jordan algebras2007-04-10Paper

Research outcomes over time

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