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Xin GuoProfessor
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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
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