Ciamac C. Moallemi

Publication Activity (10 Years)

Years Active: 2005-2024
Publications (10 Years): 15

Top Topics

Policy Gradient

Chinese Stock Market

Integer Programming

Top Venues

INFORMS J. Appl. Anal.

Publications

Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden
A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers. ITCS (2024)
Ciamac C. Moallemi, Utkarsh Patange
Hybrid Scheduling with Mixed-Integer Programming at Columbia Business School. INFORMS J. Appl. Anal. 54 (3) (2024)
Davide Crapis, Ciamac C. Moallemi, Shouqiao Wang
Optimal Dynamic Fees for Blockchain Resources. CoRR (2023)
Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden
A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers. CoRR (2023)
Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden
Extended Abstract: The Effect of Trading Fees on Arbitrage Profits in Automated Market Makers. FC Workshops (2023)
Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden
Complexity-Approximation Trade-Offs in Exchange Mechanisms: AMMs vs. LOBs. FC (1) (2023)
Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden
Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs. CoRR (2023)
Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden, Anthony Lee Zhang
Quantifying Loss in Automated Market Makers. DeFi@CCS (2022)
Seungki Min, Costis Maglaras, Ciamac C. Moallemi
Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution. Oper. Res. 70 (2) (2022)
Costis Maglaras, Ciamac C. Moallemi, Hua Zheng
Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets. Oper. Res. 69 (4) (2021)
Nikhil Bhat, Vivek F. Farias, Ciamac C. Moallemi, Deeksha Sinha
Near-Optimal A-B Testing. Manag. Sci. 66 (10) (2020)
Seungki Min, Ciamac C. Moallemi, Daniel J. Russo
Policy Gradient Optimization of Thompson Sampling Policies. CoRR (2020)
Seungki Min, Costis Maglaras, Ciamac C. Moallemi
Thompson Sampling with Information Relaxation Penalties. CoRR (2019)
Seungki Min, Costis Maglaras, Ciamac C. Moallemi
Thompson Sampling with Information Relaxation Penalties. NeurIPS (2019)
Paul Glasserman, Ciamac C. Moallemi, Kai Yuan
Hidden Illiquidity with Multiple Central Counterparties. Oper. Res. 64 (5) (2016)
Mark Broadie, Yiping Du, Ciamac C. Moallemi
Risk Estimation via Regression. Oper. Res. 63 (5) (2015)
Krishnamurthy Iyer, Ramesh Johari, Ciamac C. Moallemi
Information Aggregation and Allocative Efficiency in Smooth Markets. Manag. Sci. 60 (10) (2014)
Ciamac C. Moallemi, Mehmet Saglam
OR Forum - The Cost of Latency in High-Frequency Trading. Oper. Res. 61 (5) (2013)
Chen Chen, Garud Iyengar, Ciamac C. Moallemi
An Axiomatic Approach to Systemic Risk. Manag. Sci. 59 (6) (2013)
Nikhil Bhat, Ciamac C. Moallemi, Vivek F. Farias
Non-parametric Approximate Dynamic Programming via the Kernel Method. NIPS (2012)
Vivek F. Farias, Ciamac C. Moallemi, Balaji Prabhakar
Load balancing with migration penalties. ISIT (2005)
Vivek F. Farias, Ciamac C. Moallemi, Benjamin Van Roy, Tsachy Weissman
A universal scheme for learning. ISIT (2005)