Ciamac Moallemi
Columbia University in the City of New York
H-index: 28
North America-United States
Top articles of Ciamac Moallemi
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Multidimensional Blockchain Fees are (Essentially) Optimal | arXiv preprint arXiv:2402.08661 | Guillermo Angeris Theo Diamandis Ciamac Moallemi | 2024/2/13 |
Quantifying Price Improvement in Order Flow Auctions | arXiv preprint arXiv:2405.00537 | Brad Bachu Xin Wan Ciamac C Moallemi | 2024/5/1 |
Proof of Sampling: A Nash Equilibrium-Secured Verification Protocol for Decentralized Systems | arXiv preprint arXiv:2405.00295 | Yue Zhang Shouqiao Wang Xiaoyuan Liu Sijun Tan Raluca Ada Popa | 2024/5/1 |
am-AMM: An Auction-Managed Automated Market Maker | arXiv preprint arXiv:2403.03367 | Austin Adams Ciamac Moallemi Sara Reynolds Dan Robinson | 2024/3/5 |
Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs | Jason Milionis Ciamac C Moallemi Tim Roughgarden | 2023/5/1 | |
A Myersonian framework for optimal liquidity provision in automated market makers | arXiv preprint arXiv:2303.00208 | Jason Milionis Ciamac C Moallemi Tim Roughgarden | 2023/3/1 |
Hybrid Scheduling with Mixed-Integer Programming at Columbia Business School | INFORMS Journal on Applied Analytics | Ciamac C Moallemi Utkarsh Patange | 2023/11/22 |
Optimal dynamic fees for blockchain resources | arXiv preprint arXiv:2309.12735 | Davide Crapis Ciamac C Moallemi Shouqiao Wang | 2023/9/22 |
Automated market making and arbitrage profits in the presence of fees | arXiv preprint arXiv:2305.14604 | Jason Milionis Ciamac C Moallemi Tim Roughgarden | 2023/5/24 |
The Effect of Trading Fees on Arbitrage Profits in Automated Market Makers | Jason Milionis Ciamac C Moallemi Tim Roughgarden | 2023/5/1 | |
Automated market making and loss-versus-rebalancing | arXiv preprint arXiv:2208.06046 | Jason Milionis Ciamac C Moallemi Tim Roughgarden Anthony Lee Zhang | 2022/8/11 |
A reinforcement learning approach to optimal execution | Quantitative Finance | Ciamac C Moallemi Muye Wang | 2022/6/3 |
Cross-sectional variation of intraday liquidity, cross-impact, and their effect on portfolio execution | Operations Research | Seungki Min Costis Maglaras Ciamac C Moallemi | 2022/3 |
The exploration-exploitation trade-off in the newsvendor problem | Stochastic Systems | Omar Besbes Juan M Chaneton Ciamac C Moallemi | 2022/12 |
Synthetically controlled bandits | arXiv preprint arXiv:2202.07079 | Vivek Farias Ciamac Moallemi Tianyi Peng Andrew Zheng | 2022/2/14 |
Quantifying loss in automated market makers | Jason Milionis Ciamac C Moallemi Tim Roughgarden Anthony Lee Zhang | 2022/11/11 | |
A deep learning approach to estimating fill probabilities in a limit order book | Quantitative Finance | Costis Maglaras Ciamac C Moallemi Muye Wang | 2022/11/2 |
Risk-sensitive optimal execution via a conditional value-at-risk objective | arXiv preprint arXiv:2201.11962 | Seungki Min Ciamac C Moallemi Costis Maglaras | 2022/1/28 |
Queueing dynamics and state space collapse in fragmented limit order book markets | Operations Research | Costis Maglaras Ciamac C Moallemi Hua Zheng | 2021/7 |
Monopoly without a monopolist: An economic analysis of the bitcoin payment system | The Review of Economic Studies | Gur Huberman Jacob D Leshno Ciamac Moallemi | 2021/11/1 |
Co-Authors
