Ivan Guo

Associate Professor Ivan Guo is a faculty member at Monash University's School of Mathematics, where he leads research in mathematical finance and stochastic modeling. He obtained his PhD in Mathematics from the University of Sydney in 2014 and currently accepts PhD students. His work bridges theoretical mathematics and practical financial applications, with active projects spanning 2022-2026.

Research Focus

Dr. Guo's research centers on three interconnected areas:

• Optimal Transport Applications: Developing transport-based methods for financial model calibration and derivatives pricing
• Market Microstructure: Analyzing market-making strategies, liquidity, and high-frequency trading dynamics
• Sustainable Finance: Modeling green investment impacts and energy market transitions using game-theoretic approaches

Active Projects

• Can green investors drive transition to a low-emission economy? (2022-2026)
• Integrating energy storage into electricity markets (2022-2024)
• Data61 CRP #46 - Risklab mathematical sciences (2020-2023)
• Efficient computational techniques for econophysics (2019-2021)
• The role of liquidity in financial markets (2017-2020)

His research consistently addresses model uncertainty, volatility dynamics, and computational methods across 18+ publications since 2012.