Junyi Guo
Social Sciences · The Ohio State University
Publications
135
Citations
2,175
Est. group size
~1
Recurring co-author estimate
Active years
36
Publishing since 1991
Junyi Guo's work focuses on mathematical models for insurance, pensions, and investment decision-making, using tools from probability theory and stochastic processes to study problems like optimal reinsurance, portfolio selection, and ruin risk for insurers. Recent projects also explore how machine learning and reinforcement learning methods can be applied to these financial optimization problems. Note that the publication list appears to include some unrelated titles (e.g., on geophysics, dermatology, and game theory puzzles), which may reflect shared author names rather than a single individual's work.
Publication output has fluctuated over the past decade, with a peak in 2022, a dip in 2023-2024, and a strong resurgence in 2025.
Generated by claude-sonnet-5 from public bibliographic data · Jul 20, 2026
- The Optimal Branching Problem under Branching Diffusion Model
SIAM Journal on Control and Optimization · 2026
- Bayesian adaptive portfolio optimization for DC pension plans
Insurance Mathematics and Economics · 2025
- Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model
Methodology And Computing In Applied Probability · 2025
- Exploratory mean-variance portfolio selection with Choquet regularizers
Quantitative Finance · 2025
- A deep learning-driven iterative scheme for high-dimensional HJB equations in portfolio selection with exogenous and endogenous costs
arXiv (Cornell University) · 2025
- A non-zero-sum game with reinforcement learning under mean-variance framework
arXiv (Cornell University) · 2025
- Temporal gravity observed by the ESA Swarm satellites during the past decade
2025
- A Deep Learning-Driven Iterative Scheme for High-Dimensional Hjb Equations in Portfolio Selection with Exogenous and Endogenous Costs
SSRN Electronic Journal · 2025
- Generative Latent Di!usion Model for Inverse Modeling and Uncertainty Analysis in Geological Carbon Sequestration
Research Square · 2025
- A nonzero-sum game with reinforcement learning under mean-variance framework
Astin Bulletin · 2025
- Optimizing Perioperative Rehabilitation and Nursing for Children With Cleft Lip and Palate: An OMRU Model Approach
Journal of Craniofacial Surgery · 2025
- Generative Reconstruction of Spatiotemporal Wall-Pressure in Turbulent Boundary Layers via Patchwise Latent Diffusion
arXiv (Cornell University) · 2025
- Central limit theorem with rate of convergence under sublinear expectations
Stochastic Processes and their Applications · 2024
- The Role of Longevity-Indexed Bond in Risk Management of Aggregated Defined Benefit Pension Scheme
Risks · 2024
- Puzzle and Dragons is hard
Theoretical Computer Science · 2024
- arXiv (Cornell University)×8
- Springer textbooks in earth sciences, geography and environment×6
- Methodology And Computing In Applied Probability×3
- SSRN Electronic Journal×3
- Remote Sensing×2
- Krishnan Namboodiri
Social Sciences · The Ohio State University
- Mengyi Xu
Social Sciences · Purdue University West Lafayette
- Mary B. Breckenridge
Social Sciences · The Ohio State University
- Jianxi Su
Economics, Econometrics and Finance · Purdue University West Lafayette
- Samuel J. Clark
Medicine · The Ohio State University
This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.
Last updated Jul 19, 2026.
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