Xi Chen

Xi Chen Email and Phone Number

Quantitative Researcher at Citadel Securities @ Citadel Securities
Xi Chen's Location
Greater Chicago Area, United States, United States
Xi Chen's Contact Details

Xi Chen personal email

n/a
About Xi Chen

Graduated from Duke University as a Ph.D. in Statistical Science, I used to work with Professor Mike West on Bayesian analysis of large-scale streaming network data analysis, multivariate dynamic linear models, sequential monitoring and anomaly detection. I am also interested in Bayesian non-parametrics, parallel algorithms and other efficient computation methods.I got my Bachelor degree from Zhejiang University. I graduated in 2013 with dual degree in Mathematics & Applied Mathematics and English Language & Literature with Science and Engineering honors granted by Chu Kochen Honors College. Four years' study and research at Zhejiang University enriched me with solid background in mathematics, statistics, computer science, bio-informatics and linguistics. Because of my excellent academics and research work, I was recognized as one of the top 30 undergraduates (only 4 females in my year) majoring computer science and related disciplines in China and awarded the Microsoft Young Fellowship in 2012. I also served as president at Students Overseas Studies Association for one term (2010-2011), leading an excellent team of 250+ members.

Xi Chen's Current Company Details
Citadel Securities

Citadel Securities

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Quantitative Researcher at Citadel Securities
Xi Chen Work Experience Details
  • Citadel Securities
    Quantitative Researcher
    Citadel Securities Mar 2020 - Present
    Miami, Florida, Us
  • Linkedin
    Senior Software Engineer
    Linkedin Oct 2018 - Feb 2020
    Sunnyvale, Ca, Us
    Multimedia Search
  • Linkedin
    Software Engineer
    Linkedin Jun 2017 - Sep 2018
    Sunnyvale, Ca, Us
    LinkedIn Salary - Proposed a two-step framework that utilizes a novel, semantic representation of companies (Company2vec) and a Bayesian statistical model to computing robust, reliable insights at the company level when there is limited or no data at all. - Improved salary insights by 35 times, and active user coverage by 600%+. - Related publication: Chen, X., Liu, Y., Zhang, L. and Kenthapadi, K., 2018. How LinkedIn Economic Graph Bonds Information and Product: Applications in LinkedIn Salary. In Proceedings of the 24th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining (pp. 120-129). ACM.LinkedIn Jobs Marketplace- Application Forecasting: Proposed two-stage Bayesian Poisson-Gamma state space model with variational Bayes and Newton-Raphson method to deal with data sparsity and improve prediction accuracy.- Jobs Pacing: Proposed and implemented a new pacing algorithm that improves matching between demand-side and supply-side of job, and achieved a 1.5% lift in daily revenue.
  • Duke University
    Graduate Research And Teaching Assistant
    Duke University Aug 2013 - May 2017
    Durham, North Carolina, Us
    RA/TA in the Department of Statistical Science. Publications see Google scholar homepage.Research Experiences Bayesian analysis, prediction & monitoring of dynamic networks for adaptive ad placement - Bayesian dynamic flow model for non-Gaussian streaming data, in contexts of web browser and user preference studies, focused on effective and scalable methods for comparisons and decisions - Bayesian methods for short-term forecasting, monitoring and structural change detection in dynamic networks, in contexts of adaptive optimization in e-advertising - Related publications: - Chen, X., Irie, K., Banks, D., Haslinger, R., Thomas, J. and West, M. (2018). Scalable Bayesian Modeling, Monitoring, and Analysis of Dynamic Network Flow Data. Journal of the American Statistical Association, pp. 1-15. - Chen, X., Banks, D. and West, M. (2018). Bayesian Dynamic Modeling and Monitoring of Network Flows. arXiv preprint arXiv:1805.04667. - Work presented at 2016 Joint Statistical Meeting, 2016 NBER-NSF Time Series Conference, etc. Dynamic relational data analysis with application in co-movement of international stock indexes - A multivariate Bayesian dynamic linear model with thresholding for streaming binary relational data - Modeling contemporaneous dependence structure through simultaneous parental specificationRiemann manifold Metropolis adjusted Langevin algorithm with quasi-Newton method - Markov chain Monte Carlo acceleration using Langevin diffusion as proposal with Metropolis adjustments - Fisher-Rao metric tensor as local configuration approximated with quasi-Newton methodTA Experiences: STA941 (2017 Spring): Bayesian Nonparametrics STA961 (2016 Spring): Statistical Stochastic Processes
  • Linkedin
    Research Intern
    Linkedin May 2016 - Aug 2016
    Sunnyvale, Ca, Us
    Proposed a sequential Bayesian optimization algorithm with explore-and-exploit strategy for multiple-objective optimization with applications in job search re-ranking; implemented both offline large-scale data processing & online experiment sampling algorithm.
  • Linkedin
    Software Engineering Intern
    Linkedin May 2015 - Aug 2015
    Sunnyvale, Ca, Us
    Developed online anomaly detection & offline hot-spotting algorithms for metrics monitoring at LinkedIn with applications in site speed monitoring for server status detection; proposed & implemented pattern recognition algorithms based on scan statistics & Bayesian dynamic modeling.

Xi Chen Education Details

  • Duke University
    Duke University
    Statistical Science
  • Zhejiang University
    Zhejiang University
    English Language & Literature

Frequently Asked Questions about Xi Chen

What company does Xi Chen work for?

Xi Chen works for Citadel Securities

What is Xi Chen's role at the current company?

Xi Chen's current role is Quantitative Researcher at Citadel Securities.

What is Xi Chen's email address?

Xi Chen's email address is xi****@****ies.com

What is Xi Chen's direct phone number?

Xi Chen's direct phone number is +191927*****

What schools did Xi Chen attend?

Xi Chen attended Duke University, Zhejiang University.

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