Applied Probability, Data Mining, Financial Engineering

Phone: 607.255.1281

Website: click here

Fax: 607.255.9129

Professor Guo joined the School of Operations Research and Industrial Engineering in 2003. Prior to that, she spent four years at IBM T. J. Watson research center at Yorktown Heights, where she was the winner of the Herman Goldstein Postdoc Fellowship in 1999.

Guo's research interests focus on stochastic processes and their applications. In particular, stochastic control/optimal stopping, filtering, filtration expansion in credit risk, real options and risk management.

Select Publications

"On the optimality of conditional expectation as a Bregman predictor". IEEE Transactions on Informtion Theory, 51(7): 2664 - 2669 (2005). (With A. Banergee and H. Wang) 

"Optimal partially reversible investment with entry decision and general production function". Stochastic Processes and their Applications, 115 (5): 705 - 736 (2005). (With H. Pham)

"An explicit solution to an optimal stopping problem with regime switching". Journal of Applied Probability, 38(2): 464 - 481 (2001).