Ciamac C. Moallemi

40 papers A* 1A 3B 4Journal 22Unranked 10
YearRankTypeTitle / Venue / Authors
2025 A conf
A Framework for Combined Transaction Posting and Pricing for Layer 2 Blockchains.
FC
Shouqiao Wang, Davide Crapis, Ciamac C. Moallemi
2025 J jnl
A Framework for Combined Transaction Posting and Pricing for Layer 2 Blockchains.
CoRR
Shouqiao Wang, Davide Crapis, Ciamac C. Moallemi
2025 B conf
Multidimensional Blockchain Fees Are (Essentially) Optimal.
AFT
Guillermo Angeris, Theo Diamandis, Ciamac C. Moallemi
2025 J jnl
Outbidding and Outbluffing Elite Humans: Mastering Liar's Poker via Self-Play and Reinforcement Learning.
CoRR
Richard Dewey, Janos Botyanszki, Ciamac C. Moallemi, Andrew T. Zheng
2025 — conf
Quantifying Price Improvement in Order Flow Auctions.
FC (Workshops 1)
Brad Bachu, Xin Wan, Ciamac C. Moallemi
2025 — conf
Quantifying the Value of Revert Protection.
FC (2)
Brian Z. Zhu, Xin Wan, Ciamac C. Moallemi, Dan Robinson, Brad Bachu
2025 J jnl
Tail-Optimized Caching for LLM Inference.
CoRR
Wenxin Zhang, Yueying Li, Ciamac C. Moallemi, Tianyi Peng
2025 J jnl
Thompson Sampling with Information Relaxation Penalties.
Manag. Sci.
Seungki Min, Costis Maglaras, Ciamac C. Moallemi
2025 — conf
What Drives Liquidity on Decentralized Exchanges? Evidence from the Uniswap Protocol.
FC (Workshops 1)
Brian Z. Zhu, Dingyue Liu, Xin Wan, Gordon Liao, Ciamac C. Moallemi, Brad Bachu
2025 A conf
am-AMM: An Auction-Managed Automated Market Maker.
FC
Austin Adams, Ciamac C. Moallemi, Sara Reynolds, Dan Robinson
2024 A conf
A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers.
ITCS
Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden
2024 — conf
An Analysis of Fixed-Spread Liquidation Lending in DeFi.
FC Workshops
Ciamac C. Moallemi, Utkarsh Patange
2024 — conf
Automated Market Making and Arbitrage Profits in the Presence of Fees.
FC (1)
Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden
2024 J jnl
Hybrid Scheduling with Mixed-Integer Programming at Columbia Business School.
INFORMS J. Appl. Anal.
Ciamac C. Moallemi, Utkarsh Patange
2024 B conf
Loss-Versus-Fair: Efficiency of Dutch Auctions on Blockchains.
AFT
Ciamac C. Moallemi, Dan Robinson
2024 J jnl
Multidimensional Blockchain Fees are (Essentially) Optimal.
CoRR
Guillermo Angeris, Theo Diamandis, Ciamac C. Moallemi
2024 — conf
Optimal Dynamic Fees for Blockchain Resources.
FC (1)
Davide Crapis, Ciamac C. Moallemi, Shouqiao Wang
2024 J jnl
Quantifying the Value of Revert Protection.
CoRR
Brian Z. Zhu, Xin Wan, Ciamac C. Moallemi, Dan Robinson, Brad Bachu
2024 J jnl
am-AMM: An Auction-Managed Automated Market Maker.
CoRR
Austin Adams, Ciamac C. Moallemi, Sara Reynolds, Dan Robinson
2023 J jnl
A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers.
CoRR
Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden
2023 — conf
Complexity-Approximation Trade-Offs in Exchange Mechanisms: AMMs vs. LOBs.
FC (1)
Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden
2023 J jnl
Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs.
CoRR
Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden
2023 — conf
Extended Abstract: The Effect of Trading Fees on Arbitrage Profits in Automated Market Makers.
FC Workshops
Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden
2023 J jnl
Optimal Dynamic Fees for Blockchain Resources.
CoRR
Davide Crapis, Ciamac C. Moallemi, Shouqiao Wang
2022 J jnl
Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution.
Oper. Res.
Seungki Min, Costis Maglaras, Ciamac C. Moallemi
2022 — conf
Quantifying Loss in Automated Market Makers.
DeFi@CCS
Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden, Anthony Lee Zhang
2022 J jnl
Synthetically Controlled Bandits.
CoRR
Vivek F. Farias, Ciamac C. Moallemi, Tianyi Peng, Andrew Zheng
2021 J jnl
Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets.
Oper. Res.
Costis Maglaras, Ciamac C. Moallemi, Hua Zheng
2020 J jnl
Near-Optimal A-B Testing.
Manag. Sci.
Nikhil Bhat, Vivek F. Farias, Ciamac C. Moallemi, Deeksha Sinha
2020 J jnl
Policy Gradient Optimization of Thompson Sampling Policies.
CoRR
Seungki Min, Ciamac C. Moallemi, Daniel J. Russo
2019 A* conf
Thompson Sampling with Information Relaxation Penalties.
NeurIPS
Seungki Min, Costis Maglaras, Ciamac C. Moallemi
2019 J jnl
Thompson Sampling with Information Relaxation Penalties.
CoRR
Seungki Min, Costis Maglaras, Ciamac C. Moallemi
2016 J jnl
Hidden Illiquidity with Multiple Central Counterparties.
Oper. Res.
Paul Glasserman, Ciamac C. Moallemi, Kai Yuan
2015 J jnl
Risk Estimation via Regression.
Oper. Res.
Mark Broadie, Yiping Du, Ciamac C. Moallemi
2014 J jnl
Information Aggregation and Allocative Efficiency in Smooth Markets.
Manag. Sci.
Krishnamurthy Iyer, Ramesh Johari, Ciamac C. Moallemi
2013 J jnl
An Axiomatic Approach to Systemic Risk.
Manag. Sci.
Chen Chen, Garud Iyengar, Ciamac C. Moallemi
2013 J jnl
OR Forum - The Cost of Latency in High-Frequency Trading.
Oper. Res.
Ciamac C. Moallemi, Mehmet Saglam
2012 — conf
Non-parametric Approximate Dynamic Programming via the Kernel Method.
NIPS
Nikhil Bhat, Ciamac C. Moallemi, Vivek F. Farias
2005 B conf
A universal scheme for learning.
ISIT
Vivek F. Farias, Ciamac C. Moallemi, Benjamin Van Roy, Tsachy Weissman
2005 B conf
Load balancing with migration penalties.
ISIT
Vivek F. Farias, Ciamac C. Moallemi, Balaji Prabhakar