Research Expertise and Interest
stochastic control and games, theory of machine learning and applications to medical and financial data analysis, applied probability and stochastic models
Xin Guo is the Coleman Fung Chair in Financial Modeling Endowment Fund in the Department of Industrial Engineering and Operations Research. Her lab is dedicated to studying Risk Analytics & Data Analysis. Research topics include stochastic controls, stochastic differential games and machine learning, with applications in finance, biological sciences, and healthcare.