Xin Guo
Xin Guo | |
|---|---|
| Born | China |
| Alma mater | University of Science and Technology of China (B.S., 1992)
Academia Sinica (M.S., 1995)Rutgers University (Ph.D., 1999) |
| Occupation(s) | Operations researcher, applied mathematician, financial engineer, professor |
| Employer(s) | University of California, Berkeley |
| Known for | Operations research, applied mathematics, financial engineering, machine learning in healthcare, supply chain management, logistics optimization |
| Title | Coleman Fung Chair in Financial Modeling; Chair of the Department of Industrial Engineering and Operations Research at UC Berkeley |
Xin Guo is a Chinese-American expert in operations research, applied mathematics, and financial engineering. She serves as a professor at the University of California, Berkeley, where she leads the Department of Industrial Engineering and Operations Research as its chair and holds the Coleman Fung Chair in Financial Modeling. Her scholarly work primarily involves utilizing probability theory, control theory, and mean-field game theory to enhance financial models. Additionally, she engages in research related to machine learning applications in healthcare, as well as supply chain management and logistics optimization.
Education and career
Guo completed her undergraduate studies in mathematics at the University of Science and Technology of China in 1992. She then obtained a master's degree from the Academia Sinica in 1995, followed by a Ph.D. in mathematics from Rutgers University in 1999. Her doctoral thesis, titled Inside Information and Stock Fluctuations, was supervised by Lawrence Shepp.
Following her doctorate, she held positions as a postdoctoral researcher and research staff member at IBM’s Thomas J. Watson Research Center. In 2003, she joined Cornell University as an assistant professor specializing in operations research and industrial engineering, earning tenure by 2007. Guo transitioned to UC Berkeley in 2008 as an associate professor and was promoted to full professor status in 2014. In 2021, she became part of the Precision Health Program, a joint initiative between Berkeley and the University of California, San Francisco.
Book
Guo is a coauthor of Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization (published by Chapman and Hall in 2016; second edition released in 2018), collaborating with T. L. Lai, H. Shek, and S. Won.