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Xu Guo
UPDATE: 2020-05-21 16:31:02     CLICK: []


Xu Guo

PhD, Professor

Geotechnical and Structural Engineering Center

Email: guoxu1014@163.com

Educational experience

2012/08 – 2015/19, Hong Kong Baptist University, Applied mathematics, PhD;

2011/08 – 2012/07, City University of Hong Kong, Finance and Actuarial Mathematics, Master;

2007/09 – 2011/07, Shandong University, Financial Mathematics and Financial Engineering, Bachelor.

Selected Publications

[1] B. Liu, R. Wang, Z. Guan, J. Li, Z. Xu, X. Guo*, Y. Wang, Improved support vector regression models for predicting rock mass parameters using tunnel boring machine driving data, Tunnelling and Underground Space Technology, 91(2019), 102958.

[2] N. Du, X. Guo*, H. Wang, Fast upwind and Eulerian-Lagrangian control volume schemes for a time-dependent space-fractional advection-dispersion equation, The Journal of Computational Physics, 405(2020), 109127.

[3] X. Guo, Y. Li*, and H. Wang, A fourth order scheme for space fractional diffusion equations, The Journal of Computational Physics, 373 (2018), 410–424.

[4] X. Guo, Y. Li*, and H. Wang, A high order finite difference method for tempered fractional diffusion equations with applications to the CGMY model, SIAM Journal on Scientific Computing40 (2018), A3322–A3343.

[5] X. Guo, and Y. Li*, Valuation of American options under the CGMY model, Quantitative Finance, 16 (2016), 1529–1539.


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