Xin Guo

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

4141 Etcheverry Hall

Berkeley, CA 94720-1777

United States

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

SCHOLARLY PAPERS

9

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1,494

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11

CROSSREF CITATIONS

5

Scholarly Papers (9)

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1.

Transaction Cost Analytics for Corporate Bonds

Number of pages: 39 Posted: 19 Apr 2019 Last Revised: 11 Feb 2021
Xin Guo, Charles‐Albert Lehalle and Renyuan Xu
University of California, Berkeley - Department of Industrial Engineering and Operations Research, Capital Fund Management and University of Southern California - Epstein Department of Industrial & Systems Engineering
Downloads 417 (122,298)

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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
Haotian Gu, Xin Guo, Xiaoli Wei and Renyuan Xu
UC Berkeley, University of California, Berkeley - Department of Industrial Engineering and Operations Research, affiliation not provided to SSRN and University of Southern California - Epstein Department of Industrial & Systems Engineering
Downloads 292 (180,322)
Citation 3

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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 University of Southern California - Epstein Department of Industrial & Systems Engineering
Downloads 246 (214,236)

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

4.

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 198 (262,770)
Citation 5

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

5.

Entropy Regularization for Mean Field Games with Learning

Number of pages: 26 Posted: 19 Nov 2020
Xin Guo, Renyuan Xu and Thaleia Zariphopoulou
University of California, Berkeley - Department of Industrial Engineering and Operations Research, University of Southern California - Epstein Department of Industrial & Systems Engineering and University of Texas at Austin - Red McCombs School of Business
Downloads 179 (287,360)
Citation 1

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

6.

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 109 (425,478)
Citation 6

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7.

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

Number of pages: 24 Posted: 23 May 2021
Matteo Basei, Xin Guo, Anran Hu and Yufei Zhang
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 43 (703,118)
Citation 4

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

8.

Fast Policy Learning for Linear Quadratic Control with Entropy Regularization

Number of pages: 33 Posted: 01 Dec 2023 Last Revised: 04 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 University of Southern California - Epstein Department of Industrial & Systems Engineering
Downloads 6 (1,015,741)

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

9.

Risk of Transfer Learning and its Applications in Finance

Number of pages: 29 Posted: 07 Dec 2023
Haoyang Cao, Haotian Gu, Xin Guo and Mathieu Rosenbaum
Ecole Polytechnique, Palaiseau - CMAP CNRS-UMR 7641 and Ecole Polytechnique, UC Berkeley, University of California, Berkeley - Department of Industrial Engineering and Operations Research and Ecole Polytechnique, Palaiseau
Downloads 4

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transfer learning, risk, stock prediction, portfolio optimization