Reverse stress testing: Scenario design for macroprudential stress tests von Baes, Michel, Schaanning, Eric

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Convexity and differentiability properties of spectral functions and spectral mappings on Euclidean Jordan algebras von Baes, Michel

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Low-Rank Plus Sparse Decomposition of Covariance Matrices Using Neural Network Parametrization von Baes, Michel, Herrera, Calypso, Neufeld, Ariel, Ruyssen, Pierre

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Duality for mixed-integer convex minimization von Baes, Michel, Oertel, Timm, Weismantel, Robert

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Existence, uniqueness, and stability of optimal payoffs of eligible assets von Baes, Michel, Koch‐Medina, Pablo, Munari, Cosimo

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A continuous selection for optimal portfolios under convex risk measures does not always exist von Baes, Michel, Munari, Cosimo

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A Randomized Mirror-Prox Method for Solving Structured Large-Scale Matrix Saddle-Point Problems von Baes, Michel, Burgisser, Michael, Nemirovski, Arkadi

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Robust risk management von Fertis, Apostolos, Baes, Michel, Lüthi, Hans-Jakob

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Every Continuous Nonlinear Control System Can be Obtained by Parametric Convex Programming von Baes, M., Diehl, M., Necoara, I.

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Hedge algorithm and Dual Averaging schemes von Baes, Michel, Bürgisser, Michael

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Minimizing Lipschitz-continuous strongly convex functions over integer points in polytopes von Baes, Michel, Del Pia, Alberto, Nesterov, Yurii, Onn, Shmuel, Weismantel, Robert

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Positive Polynomial Constraints for POD-based Model Predictive Controllers : POSITIVE POLYNOMIALS IN CONTROL von MAURICIO AGUDELO, Oscar, BAES, Michel, ESPINOSA, Jairo José, DIEHL, Moritz, DE MOOR, Bart

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Positive Polynomial Constraints for POD-based Model Predictive Controllers von Agudelo, O.M., Baes, M., Espinosa, J.J., Diehl, M., De Moor, B.

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A continuous selection for optimal portfolios under convex risk measures does not always exist von Baes, Michel, Munari, Cosimo

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Coherence-based recovery guarantees for generalized basis-pursuit de-quantizing von Pope, G., Studer, C., Baes, M.

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Removing Redundant Quadratic Constraints von Adjiashvili, David, Baes, Michel, Rostalski, Philipp

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Low-Rank plus Sparse Decomposition of Covariance Matrices using Neural Network Parametrization von Baes, Michel, Herrera, Calypso, Neufeld, Ariel, Ruyssen, Pierre

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A continuous selection for optimal portfolios under convex risk measures does not always exist von Baes, Michel, Munari, Cosimo

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Existence, uniqueness and stability of optimal portfolios of eligible assets von Baes, Michel, Koch-Medina, Pablo, Munari, Cosimo

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An acceleration procedure for optimal first-order methods von Baes, Michel, Buergisser, Michael

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