Information and option pricings X Guo Quantitative Finance 1 (1), 38, 2001 | 350 | 2001 |
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 | 322 | 2005 |
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 | 280 | 2004 |
Learning mean-field games X Guo, A Hu, R Xu, J Zhang Advances in neural information processing systems 32, 2019 | 236 | 2019 |
Irreversible investment with regime shifts X Guo, J Miao, E Morellec Journal of Economic Theory 122 (1), 37-59, 2005 | 223 | 2005 |
An explicit solution to an optimal stopping problem with regime switching X Guo Journal of Applied Probability 38 (2), 464-481, 2001 | 210 | 2001 |
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 | 121 | 2005 |
Optimal selling rules in a regime switching model X Guo, Q Zhang IEEE Transactions on Automatic Control 50 (9), 1450-1455, 2005 | 116 | 2005 |
Some optimal stopping problems with nontrivial boundaries for pricing exotic options X Guo, L Shepp Journal of Applied Probability 38 (3), 647-658, 2001 | 104 | 2001 |
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 | 98 | 2021 |
Credit risk models with incomplete information X Guo, RA Jarrow, Y Zeng Mathematics of operations research 34 (2), 320-332, 2009 | 98 | 2009 |
Impulse control of multidimensional jump diffusions MHA Davis, X Guo, G Wu SIAM Journal on Control and Optimization 48 (8), 5276-5293, 2010 | 95 | 2010 |
Entropy regularization for mean field games with learning X Guo, R Xu, T Zariphopoulou Mathematics of Operations research 47 (4), 3239-3260, 2022 | 85 | 2022 |
Connections between singular control and optimal switching X Guo, P Tomecek SIAM Journal on Control and Optimization 47 (1), 421-443, 2008 | 77 | 2008 |
Modeling the recovery rate in a reduced form model X Guo, RA Jarrow, Y Zeng Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009 | 75 | 2009 |
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 | 74 | 2021 |
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 | 65 | 2009 |
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 | 56 | 2017 |
Inside information and stock fluctuations X Guo Rutgers The State University of New Jersey, School of Graduate Studies, 1999 | 56 | 1999 |
Individual green certificates on blockchain: A simulation approach F Zhao, X Guo, WK Chan Sustainability 12 (9), 3942, 2020 | 55 | 2020 |