Michaël Schyns: research

• Combinatorial optimization problems: algorithms and applications to management.
• Management Information Systems

• Centre for Quantitative methods and Operations Management (QuantOM)
• Member of the Scientific Committee of the Belgian Doctoral School in Management Science
• Board of the Belgian Operations Research Society (ORBEL-SOGESCI)
• Institute for Operations Research and the Management Sciences (INFORMS)

• "Modelling Financial Data and Portfolio Optimization Problems", PhD Thesis, University of Liège, September 2001.

• M. Schyns, G. Haesbroeck, F. Critchley, "RelaxMCD: smooth optimisation for the Minimum Covariance Determinant estimator", Computational Statistics and Data Analysis (FI 1.126), Accepted (2010).
• M. Schyns, Y. Crama, G. Hübner, "Optimization of a portfolio of options under Value-at-Risk constraints : A scenario approach", Annals of Operations Research (FI 0.619, HEC A), Accepted (2010).
• M. Schyns, "Robust portfolio optimization based on the RelaxMCD heuristic", International Journal of Operational Research, Accepted (Vol9, 2010).
• F. Critchley, M. Schyns, G. Haesbroeck, C. Fauconnier, G. Lu, R.A. Atkinson and D.Q. Wang , "A relaxed approach to combinatorial problems in robustness and diagnostics", Statistics and Computing (FI 1.136), April 2009.
• M. Schyns, Y. Crama, G. Hübner, "Grafting Information in Scenario Trees: Application to Option Prices", 2008.
• M. Schyns, Y. Crama, "Simulated Annealing for Complex Portfolio Selection Problems", European Journal of Operational Research (FI:0.918,HEC:A), Novembre 2003.

• M. Schyns, "Robust Portfolio Selection", in JSM Proceedings, Statistical Computing Section, Alexandria, VA: American Statistical Association, Novembre 2009, 8p.
• M. Schyns, F. Critchley, G. Haesbroeck, "Optimisation combinatoire en statistique robuste et en diagnostic", extended abstract, proceedings des 39èmes journées de la statistique, Société Française de la Statistique, Juin 2007.
• F. Critchley, M. Schyns, G. Haesbroeck, D. Kinns, R.A. Atkinson et G. Lu, "The case sensitivity function approach to diagnostic and robust computation: a relaxation strategy", COMPSTAT 2004: Proceedings in Computational Statistics, Jaromir Antoch (Ed.), Physica-Verlag: Heidelberg, pp. 113-125, Août 2004
• "Solving the m-TSP Problem with Stochastic or Time Dependent Demands", F. Louveaux, M. Schyns, extended abstract, TRIennal Symposium on Transportation ANalysis V (TRISTAN V), Juin 2004

• M. Schyns, G. Hübner, Y. Crama, "A scenario methodology and factorial approach for portfolio selection", Stock Market Volatility, Chapman & Hall, éditeur G.N. Gregoriou, à paraître en 2009, 31p.
• M. Schyns, "Modèles mécaniques en statistique", Contributions à la didactique de la satistique, Editions de l'Université de Liège (J. Bair & V. Henry), Octobre 2005.
• M. Schyns, "La révolution digitale", Regards croisés sur les méthodes quantitatives de gestion, Editions de l'Université de Liège (J. Bair & V. Henry), Octobre 2004.
• R.W. Farebrother, M. Schyns, "Visualizing Statistical Concepts", Marcel & Dekker, New-York, 2002.
• D. Justens, M. Schyns, "Théorie stochastique de la décision d'investissement", Editions De Boeck Université, collection Comptabilité, contrôle et finance, 1997.
• ...lecture notes in computer science