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Xin Guo
Xin Guo
UC Berkeley, Cornell Univeristy, IBM
Zweryfikowany adres z berkeley.edu
Tytuł
Cytowane przez
Cytowane przez
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Information and option pricings
X Guo
Quantitative Finance 1 (1), 38, 2001
3512001
On the optimality of conditional expectation as a Bregman predictor
A Banerjee, X Guo, H Wang
IEEE Transactions on Information Theory 51 (7), 2664-2669, 2005
3272005
Closed-form solutions for perpetual American put options with regime switching
Q Zhang, X Guo
SIAM Journal on Applied Mathematics 64 (6), 2034-2049, 2004
2772004
Learning mean-field games
X Guo, A Hu, R Xu, J Zhang
Advances in neural information processing systems 32, 2019
2392019
Irreversible investment with regime shifts
X Guo, J Miao, E Morellec
Journal of Economic Theory 122 (1), 37-59, 2005
2222005
An explicit solution to an optimal stopping problem with regime switching
X Guo
Journal of Applied Probability 38 (2), 464-481, 2001
2132001
Optimal partially reversible investment with entry decision and general production function
X Guo, H Pham
Stochastic Processes and their Applications 115 (5), 705-736, 2005
1252005
Optimal selling rules in a regime switching model
X Guo, Q Zhang
IEEE Transactions on Automatic Control 50 (9), 1450-1455, 2005
1182005
Ultrasensitive detection of circulating tumour DNA via deep methylation sequencing aided by machine learning
N Liang, B Li, Z Jia, C Wang, P Wu, T Zheng, Y Wang, F Qiu, Y Wu, J Su, ...
Nature biomedical engineering 5 (6), 586-599, 2021
1162021
Some optimal stopping problems with nontrivial boundaries for pricing exotic options
X Guo, L Shepp
Journal of Applied Probability 38 (3), 647-658, 2001
1042001
Credit risk models with incomplete information
X Guo, RA Jarrow, Y Zeng
Mathematics of operations research 34 (2), 320-332, 2009
1002009
Impulse control of multidimensional jump diffusions
MHA Davis, X Guo, G Wu
SIAM Journal on Control and Optimization 48 (8), 5276-5293, 2010
962010
Entropy regularization for mean field games with learning
X Guo, R Xu, T Zariphopoulou
Mathematics of Operations research 47 (4), 3239-3260, 2022
902022
Mean-field controls with Q-learning for cooperative MARL: convergence and complexity analysis
H Gu, X Guo, X Wei, R Xu
SIAM Journal on Mathematics of Data Science 3 (4), 1168-1196, 2021
812021
Connections between singular control and optimal switching
X Guo, P Tomecek
SIAM Journal on Control and Optimization 47 (1), 421-443, 2008
782008
Modeling the recovery rate in a reduced form model
X Guo, RA Jarrow, Y Zeng
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009
762009
Smooth fit principle for impulse control of multidimensional diffusion processes
X Guo, G Wu
SIAM Journal on Control and Optimization 48 (2), 594-617, 2009
652009
Individual green certificates on blockchain: A simulation approach
F Zhao, X Guo, WK Chan
Sustainability 12 (9), 3942, 2020
592020
A general framework for learning mean-field games
X Guo, A Hu, R Xu, J Zhang
Mathematics of Operations Research 48 (2), 656-686, 2023
572023
Optimal placement in a limit order book: an analytical approach
X Guo, A De Larrard, Z Ruan
Mathematics and Financial Economics 11, 189-213, 2017
572017
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