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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.
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.
X. Guo, R. Jarrow, and Y. Zeng., Credit risk models with incomplete information, Mathematics of Operations Research, 34(2):320-332, 2009.
X. Guo, R. A. Jarrow, and Y. Zeng., Modeling the recovery rate in a reduced form model, Mathematical Finance, 19(1):73-97, 2009.
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.
X. Guo and Q. Zhang. Optimal selling rules in a regime switching model, IEEE Transactions on Automatic Control, 50(9):1450-1455, 2005.