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

11

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32

Scholarly Papers (11)

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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 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
Haotian Gu, Xin Guo, Xiaoli Wei and Renyuan Xu
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
Haoyang Cao, Haotian Gu, Xin Guo and Mathieu Rosenbaum
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
Xin Guo, Renyuan Xu and Thaleia Zariphopoulou
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
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 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
Xin Guo, Xinyu Li, Chinmay Maheshwari, Shankar Sastry and Manxi Wu
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)

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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