Friday November 15, 2024
3:00-4:45 pm EST
3:00-4:45 pm EST
is the Coleman Fung Chair Professor in Financial Modeling at the University of California, Berkeley and an Amazon scholar.
Her research lies broadly in the span of theory of stochastic controls and games, theory of machine learning, with applications to financial and medical data analysis. She has co-authored more than 70 research publications and a book in Quantitative Tradings. Xin Guo is co-editor-in-chief of Frontiers in Mathematical Finance, and has served on editorial boards of a number of leading journals including Mathematical Finance, Journal of Applied Probability, Applied Mathematics and Optimization, and Operations Research. Her work using machine learning methods for medical data analysis has led to the FDA-approved early cancer diagnosis methodology; her signature-based forecasting models implemented at Amazon have led to over a hundred millions of dollars cost savings.
is currently a PhD candidate in Mathematics at the University of Vienna under the supervision of Prof. Christa Cuchiero. Her main research topics are the theory and applications of signature methods in portfolio theory and for financial modeling, as well as the study of existence of solutions to McKean-Vlasov SDEs. She holds a BSc and MSc degree from ETH Zurich and has gained working experience in the industry as quantitative researcher at the Zurich Insurance Group.
is a Postdoctoral researcher in the Industrial Engineering and Operations Research (IEOR) department at the University of California, Berkeley. She completed her PhD in Mathematics at the University of Vienna, under the supervision of Prof. Christa Cuchiero and Dr. Sara Svaluto-Ferro. She holds an MSc degree in Mathematics from the University of Turin, Italy, specializing in Probability and Analysis. She also earned an MSc in Mathematics for Finance and Data from École des Ponts ParisTech as part of the "Bézout Excellence Program". Her research focuses on stochastic analysis, rough path theory, and mathematical finance, with a particular interest in the mathematical foundations of signature methods and their applications to financial modeling and control problems.
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