Michel Baes

1. A randomized Mirror-Prox method for solving structured large-scale matrix saddle-point problems
   2011/12/06 by Michel Baes, Baes, Michel, Michael Bürgisser +3 · 1 citation
   Computer Science · Mathematics · Physics and Astronomy · #FOS: Mathematics #Matrix Theory and Algorithms #Model Reduction and Neural Networks #Optimization and Control (math.OC) #Stochastic Gradient Optimization Techniques #math.OC
2. Low-Rank plus Sparse Decomposition of Covariance Matrices using Neural\n Network Parametrization
   2019/08/01 by Michel Baes, Calypso Herrera, Baes, Michel +5 · 1 citation
   Computer Science · Engineering · #FOS: Mathematics #Medical Image Segmentation Techniques #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
3. Existence, uniqueness and stability of optimal portfolios of eligible\n assets
   2017/02/07 by Michel Baes, Baes, Michel, Pablo Koch‐Medina +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications