Michel Baes

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Reverse stress testing: Scenario design for macroprudential stress tests	2023-09-28	Paper
Existence, uniqueness, and stability of optimal payoffs of eligible assets	2020-05-14	Paper
A continuous selection for optimal portfolios under convex risk measures does not always exist	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	2017-08-08	Paper
Positive Polynomial Constraints for POD-based Model Predictive Controllers	2017-08-08	Paper
Existence, uniqueness and stability of optimal portfolios of eligible assets	2017-02-07	Paper
Duality for mixed-integer convex minimization	2016-08-25	Paper
A Lipschitzian error bound for monotone symmetric cone linear complementarity problem	2015-11-27	Paper
Mirror-Descent Methods in Mixed-Integer Convex Optimization	2015-07-22	Paper
The Regularization Aspect of Optimal-Robust Conditional Value-at-Risk Portfolios	2015-03-03	Paper
An acceleration procedure for optimal first-order methods	2014-02-07	Paper
A Randomized Mirror-Prox Method for Solving Structured Large-Scale Matrix Saddle-Point Problems	2013-09-25	Paper
Hedge algorithm and dual averaging schemes	2013-08-02	Paper
Robust risk management	2012-12-29	Paper
Removing Redundant Quadratic Constraints	2010-09-14	Paper
https://portal.mardi4nfdi.de/entity/Q3633518	2009-06-23	Paper
Convexity and differentiability properties of spectral functions and spectral mappings on Euclidean Jordan algebras	2007-04-10	Paper

Research outcomes over time

Doctoral students

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This page was built for person: Michel Baes