伯克利核心科学家
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Xin Guo

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  • 个人简历BIOGRAPHY

    Xin Guo joined Berkeley's IEOR department July 1, 2006 after three years at Cornell School of Operations Research and Industrial Engineering.  Prior to that, she spent four years at IBM T. J. Watson research center at Yorktown Heights, where she was the winner of the Herman Goldstein Postdoc Fellowship in 1999. Her primary research interests are in the general area of stochastic processes and applications and financial engineering.

  • 教育背景EDUCATION BACKGROUND
  • 学术背景ACADEMIC BACKGROUND
  • 工作经历PROFESSIONAL EXPERIENCE
  • 学术任职ACADEMIC APPOINTMENTS
  • 额外职务ADDITIONAL POSITIONS
  • 学术职务ACADEMIC APPOINTMENTS
  • 访问经历VISITING EXPERIENCE
  • 业界经历INDUSTRIAL EXPERIENCES
  • 学术兼职PROFESSIONAL AFFILIATIONS AND ACTIVITIES
  • 兼职情况AFFILIATIONS AND ACTIVITIES
  • 社会兼职SOCIAL APPOINTMENTS
  • 会议组织CONFERENCE ORGANIZATION
  • 实习INTERNSHIP
  • 研究RESEARCH
  • 研究及教学领域RESEARCH AND TEACHING AREAS
  • 研究领域及专长RESEARCH INTEREST AND EXPERTISE
  • 研究课题RESEARCH TOPIC
  • 研究项目RESEARCH PROJECTS
  • 研究成果RESEARCH RESULTS
  • 科研经历RESEARCH EXPERIENCE
  • 研究经费RESEARCH GRANTS
  • 荣誉和奖项HONORS & AWARDS
  • 专业服务PROFESSIONAL SERVICE
  • 学术服务ACADEMIC APPOINTMENTS
  • 高校服务UNIVERSITY SERVICE
  • 语言LANGUAGE
  • 教学TEACHING
  • 课程COURSES
  • 硕士生&博士生指导MASTER'S & PHD ADVISING
  • 学术成果ACADEMIC ACHIEVEMENTS
  • 成就(包括出版物、专利、特邀报告、演讲等)ACHIEVEMENTS (INCL. PUBLICATIONS,PATENTS, INVITED TALKS, LECTURES, ETC.)
  • 出版物与专利PUBLICATIONS & PATENTS

    [1]X. Guo, P. Kaminsky, P. Tomecek, and M. Yuen. Optimal spot market inventory strategies in the presence of cost and price risk, Mathematical Methods of Operations Research, 73:109-137, 2011.

    [2]X. Guo, R. Jarrow, and Y. Zeng., Credit risk models with incomplete information, Mathematics of Operations Research, 34(2):320-332, 2009.

    [3]X. Guo, R. A. Jarrow, and Y. Zeng., Modeling the recovery rate in a reduced form model, Mathematical Finance, 19(1):73-97, 2009.

    [4]X. Guo and Y. Zeng. Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem, Annals of Applied Probability, 18(1):120-142, 2008.

    [5]X. Guo and Q. Zhang. Optimal selling rules in a regime switching model, IEEE Transactions on Automatic Control, 50(9):1450-1455, 2005.

  • 报告与演讲TALKS & LECTURES
  • 活动ACTIVITIES
  • 毕业生ALUMNI
  • 学生和博士后STUDENTS AND POSTDOCS
  • 招生及博士后招聘OPENING