jianxu.net

Jian Xu徐健

Head of the Data Strategies Group at Citadel, New York.

Network scientist by training, builder by habit.

LinkedIn Google Scholar GitHub CV (PDF)

A higher-order network of shipping through Singapore Ships from Tokyo and from Shanghai both pass through Singapore. The higher-order network splits Singapore into Singapore given Tokyo and Singapore given Shanghai: ships from Tokyo mostly continue to Seattle, ships from Shanghai mostly to Los Angeles. Singapore|Tokyo Singapore|Shanghai Singapore Tokyo Shanghai Los Angeles Seattle
Where a ship goes after Singapore depends on where it came from. A higher-order network keeps that memory by splitting Singapore into Singapore|Tokyo and Singapore|Shanghai. Redrawn from Fig. 1 of the HON paper.
A ThinkPad, a black notebook embossed THINK, a pen and a Kindle on a wooden desk.
My desk at Notre Dame, June 2014. The Kindle is open to Hackers & Painters.

What I do now

I lead the Data Strategies Group at Citadel, the firm's central research team for alternative data and machine learning. We turn trillion-scale alternative data into signals and forecasts for investment teams across equities, fixed income, quant strategies and commodities.

I joined Citadel as a data scientist in 2017, set the firm's standards for building alternative data panels and correcting their biases, became Quantitative Data Research Lead in 2021, and Head of DSG in 2025. Lately I have been building multi-agent AI systems that automate parts of quantitative data research.

During the pandemic, when alternative data became the fastest read on the real economy, I built the Alternative Data Observatory, which more than 30% of Citadel's investment professionals used during that period. It laid the foundation for how the firm evaluates alternative data, turns it into features, and builds data-driven forecasts.

We are hiring researchers and engineers who like hard, messy data.

Quantitative Researcher, DSG Quantitative Developer, DSG

  1. Fudan University 2008 to 2012
    • B.S., Electronics Engineering
  2. University of Notre Dame 2012 to 2017
    • Ph.D., Computer Science and Engineering
  3. Citadel 2017 to now
    • Data Scientist, 2017
    • Quantitative Data Research Lead, 2021
    • Head, Data Strategies Group, 2025
    Citadel|Notre Dame, Fudan

A curious data miner

who still loses sleep over a new finding, whether it is a higher-order pattern in global shipping or a signal hiding in trillion-row alternative data.

A creative programmer

who loves building tools: HON and HoNVis in graduate school, the Alternative Data Observatory at Citadel, and at home a data-driven system that automates the whole house.

A critical thinker

who leads a research team by asking the right questions, from how a data panel is built and bias-corrected to which research is worth doing at all.

Selected research

HoNVis: coordinated views of the global shipping network as a higher-order network, with a world map, port-level higher-order nodes and a scatterplot.
HoNVis, exploring the global shipping network as a higher-order network.

Network science, 2014 to 2022

Higher-order networks

Most network models assume the next step depends only on where you are now. In shipping, web browsing and other sequence data, it often depends on several steps back. HON finds how much history matters and builds it into the network, so clustering, ranking and random walks become more accurate without changing those methods.

Two line charts: retweets and accounts reached in the first hour after a news tweet, for the 5th, 50th and 95th percentile tweets, in ten-minute steps.
Retweets and accounts reached in the first hour after a breaking-news tweet, in ten-minute steps.

Finance and social media, 2013 to 2021

Information diffusion and trading

Begun in 2013, this was one of the first studies of how news spreads on Twitter and what that spread does to the market. We tracked retweets of business news in real time: faster spread brought faster trading, mostly by retail investors, and a price rise with narrower bid-ask spreads that reversed the next day. How far a tweet will travel can be predicted from its first ten minutes.

World map of estimated species flow between ports from vessel movements in 2005 and 2006, the heaviest flows drawn in magenta.
Species flow between ports implied by ship movements, 2005 to 2006.

Data mining for social good, 2013 to 2020

Aquatic invasions through global shipping

Ships carry invasive species between ports in their ballast water. With ecologists and policy experts, we combined shipping, ecological and environmental data into a species flow network, found the clusters of ports that exchange the most risk, and showed where targeted management would pay off.

Also

Community and teaching

Reviewing

  • KDD Workshop on Machine Learning in Finance, program committee every year 2020 to 2026
  • ECML-PKDD, Area Chair 2021; program committee 2020, 2022
  • SIAM Data Mining, program committee 2017, 2020 to 2024
  • Program committee, NeurIPS 2019 Workshop on Robust AI in Financial Services; KDD 2019 Workshop on Anomaly Detection in Finance; BigNet at WWW 2017
  • Journal reviewer for IEEE TKDE, IEEE TSMC: Systems, IEEE Transactions on Big Data, IEEE TNNLS, Big Data, Knowledge and Information Systems, Social Network Analysis and Mining, Science of the Total Environment, Ecology Letters and Ocean and Coastal Management since 2013
  • Conference reviewer, AAAI and ASONAM

Organizing

  • All-day hands-on tutorial at ACM KDD, Beyond Graph Mining: Higher-Order Data Analytics for Temporal Network Data London, 2018 slides
  • Organizer and session chair, Higher-Order Models in Networks satellite at NetSci Paris, 2018

Teaching and talks

  • Guest lectures on alternative data, UIUC graduate and undergraduate finance classes 2021, 2022
  • Guest lecture, Alternative Data for Fixed Income, Notre Dame MBA 2022
  • Panel, From Students to AI Professionals, RISE AI, Notre Dame 2025

Making and sharing

Four students under a hand-built LED sign reading 5023.
Room 5023 and our LED sign, Fudan.
Four students in suits holding award certificates on stage.
Accepting the award, 2011.

Room 5023

Back in college at Fudan, the four of us in Room 5023 filled our dorm with hand-built electronics and filmed 5023大讲堂, a video series that taught other students electronics by building things on camera. It passed a million views, students from all over China wrote in with questions, and national television came to film the dorm. It made us some of China's first generation of online influencers.

In 2011, our dorm was named one of China's ten National College Students of the Year. As head of the dorm, I accepted the award on stage for the four of us.

The story, photos and press · Watch the series on Youku (Chinese)

A house that runs on data

Outside work, I stay close to the frontier of applied AI by pointing it at my own life. I have built a data-driven automation system that runs much of our home, and it takes over a little more of daily life every month.

  • A wall dashboard in the spirit of the Weasley family clock: who is where, the next train, the weather, the day ahead.
  • A fully personalized climate automation system.
  • A personalized finance news podcast every morning, which grew out of a Raspberry Pi radio station I built in 2017.

Otherwise

I take photographs, play the flute, and go on long random walks through Wikipedia.

Bio and contact

Portrait of Jian Xu.
Full-size headshot for event pages.

Jian Xu is Head of the Data Strategies Group at Citadel, the firm's central research team for alternative data and machine learning. He joined Citadel in 2017 as a data scientist and led quantitative data research from 2021. He holds a Ph.D. in Computer Science and Engineering from the University of Notre Dame, where he developed higher-order network (HON) models published in Science Advances, KDD and other venues, and a B.S. in Electronics Engineering from Fudan University.

Download CV PDF

Email

LinkedIn Google Scholar GitHub