Xuxi Guo

Xuxi Guo
Saint Louis University | SLU · Department of Finance

Ph.D. in Finance

About

1
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4
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Citations since 2016
1 Research Item
4 Citations
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20162017201820192020202120220.00.51.01.52.02.53.0
20162017201820192020202120220.00.51.01.52.02.53.0
20162017201820192020202120220.00.51.01.52.02.53.0
Introduction
I am a Ph.D. Candidate in Finance at Georgia State University. My research broadly focuses on FinTech, Machine Learning, Investment, and Corporate Finance, with a particular interest in uncovering hidden patterns on mutual funds, hedge funds, and financial analysts using explainable machine learning models. Please visit my website for more information: https://xuxiguo.github.io

Publications

Publication (1)
Article
Full-text available
In this study, the wavelet multiscale model is applied to selected assets to hedge time‐dependent exposure of an agent with a preference for a certain hedging horizon. Based on the in‐sample and out‐of‐sample portfolio variances, the wavelet‐based generalized autoregressive conditional heteroskedasticity (GARCH) model produces the lowest variances....

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