Xin Guo

University of California, Berkeley - Department of Industrial Engineering and Operations Research

4141 Etcheverry Hall

Berkeley, CA 94720-1777

United States

SCHOLARLY PAPERS

11

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Rank 49,505

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Top 49,505

in Total Papers Downloads

2,156

TOTAL CITATIONS
Rank 38,424

SSRN RANKINGS

Top 38,424

in Total Papers Citations

32

Scholarly Papers (11)

1.

Transaction Cost Analytics for Corporate Bonds

Number of pages: 39 Posted: 19 Apr 2019 Last Revised: 11 Feb 2021
University of California, Berkeley - Department of Industrial Engineering and Operations Research, Capital Fund Management and New York University
Downloads 472 (131,401)

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Bond liquidity, transaction costs analysis, riskless principal trades, price impact, Enhanced TRACE

2.

Mean-Field Multi-Agent Reinforcement Learning: A Decentralized Network Approach

Number of pages: 33 Posted: 09 Aug 2021 Last Revised: 31 Mar 2022
University of California, Berkeley, University of California, Berkeley - Department of Industrial Engineering and Operations Research, affiliation not provided to SSRN and New York University
Downloads 360 (179,304)
Citation 6

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Mean field game; Multi-agent Reinforcement learning;Graph network; Deep Learning

3.

Interbank lending with benchmark rates: Pareto Optima for a Class of Singular Control Games

Number of pages: 32 Posted: 29 Jan 2021 Last Revised: 02 Dec 2022
Rama Cont, Xin Guo and Renyuan Xu
University of Oxford, University of California, Berkeley - Department of Industrial Engineering and Operations Research and New York University
Downloads 278 (236,534)

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stochastic differential games, Pareto optimum, LIBOR, benchmark rates, interbank market

4.

Risk of Transfer Learning and its Applications in Finance

Number of pages: 29 Posted: 07 Dec 2023
Johns Hopkins University - Department of Applied Mathematics and Statistics, University of California, Berkeley, University of California, Berkeley - Department of Industrial Engineering and Operations Research and Ecole Polytechnique, Palaiseau
Downloads 272 (241,940)

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transfer learning, risk, stock prediction, portfolio optimization

5.

Dynamics of Order Positions and Related Queues in a Limit Order Book

Number of pages: 42 Posted: 20 May 2015 Last Revised: 14 Oct 2015
Xin Guo, Zhao Ruan and Lingjiong Zhu
University of California, Berkeley - Department of Industrial Engineering and Operations Research, University of California, Berkeley and Florida State University
Downloads 224 (293,255)
Citation 5

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Limit Order Book, Order Position, Queue Length, Fluid Limit, Functional Central Limit Theorems, Large Deviations

6.

Entropy Regularization for Mean Field Games with Learning

Number of pages: 26 Posted: 19 Nov 2020
University of California, Berkeley - Department of Industrial Engineering and Operations Research, New York University and University of Texas at Austin (Mathematics and IROM)
Downloads 219 (299,698)
Citation 1

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Mean field game; Multi-agent reinforcement learning; Entropy regularization; Linear-quadratic games

7.

Mean Field Games with Singular Controls of Bounded Velocity

Number of pages: 28 Posted: 15 Mar 2017
Xin Guo and Joon Seok Lee
University of California, Berkeley - Department of Industrial Engineering and Operations Research and University of California, Berkeley - Department of Industrial Engineering and Operations Research
Downloads 128 (478,154)
Citation 8

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8.

Fast Policy Learning for Linear Quadratic Control with Entropy Regularization

Number of pages: 33 Posted: 01 Dec 2023 Last Revised: 12 Dec 2023
Xin Guo, Xinyu Li and Renyuan Xu
University of California, Berkeley - Department of Industrial Engineering and Operations Research, University of California, Berkeley - University of California, Berkeley, Department of Industrial Engineering and Operations Research, Students and New York University
Downloads 92 (607,389)
Citation 1

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Linear-quadratic control; policy gradient; reinforcement learning; transfer learning

9.

Logarithmic Regret for Episodic Continuous-Time Linear-Quadratic Reinforcement Learning Over a Finite-Time Horizon

Number of pages: 24 Posted: 23 May 2021
EDF R&D, University of California, Berkeley - Department of Industrial Engineering and Operations Research, University of California, Berkeley - Department of Industrial Engineering and Operations Research and Imperial College London - Department of Mathematics
Downloads 87 (628,827)
Citation 11

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reinforcement learning, linear-quadratic, regret bound, continuous-time, time discretization

10.

Markov α-Potential Games

Number of pages: 33 Posted: 02 May 2025
University of California, Berkeley - Department of Industrial Engineering and Operations Research, University of California, Berkeley - Department of Industrial Engineering & Operations Research (IEOR), affiliation not provided to SSRN, UC Berkeley and Cornell University, School of Operations Research and Information Engineering
Downloads 14 (1,226,748)

Abstract:

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Multi-agent reinforcement learning, Markov potential game

11.

An α-Potential Game Framework for N-player Dynamic Games

Number of pages: 29 Posted: 02 May 2025
Xin Guo, Xinyu Li and Yufei Zhang
University of California, Berkeley - Department of Industrial Engineering and Operations Research, University of California, Berkeley - Department of Industrial Engineering & Operations Research (IEOR) and Imperial College London - Department of Mathematics
Downloads 10 (1,278,955)

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2020 Mathematics Subject Classification. 91A06, 91A15, 91A14, 91A16 Potential game, Nash equilibrium, sensitivity process, McKean-Vlasov control, mean field game, distributed game, linear-quadratic network game