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Ciamac C. Moallemi
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- affiliation: Columbia University, Graduate School of Business
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2020 – today
- 2024
- [j20]Ciamac C. Moallemi
, Utkarsh Patange
Hybrid Scheduling with Mixed-Integer Programming at Columbia Business School. INFORMS J. Appl. Anal. 54(3): 222-240 (2024) - [c16]Ciamac C. Moallemi, Dan Robinson:
Loss-Versus-Fair: Efficiency of Dutch Auctions on Blockchains. AFT 2024: 18:1-18:17 - [c15]Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden:
A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers. ITCS 2024: 81:1-81:19 - 2023
- [c14]Jason Milionis
Extended Abstract: The Effect of Trading Fees on Arbitrage Profits in Automated Market Makers. FC Workshops 2023: 262-265 - [c13]Jason Milionis
Complexity-Approximation Trade-Offs in Exchange Mechanisms: AMMs vs. LOBs. FC (1) 2023: 326-343 - [i9]Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden:
Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs. CoRR abs/2302.11652 (2023) - [i8]Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden:
A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers. CoRR abs/2303.00208 (2023) - [i7]Davide Crapis, Ciamac C. Moallemi, Shouqiao Wang:
Optimal Dynamic Fees for Blockchain Resources. CoRR abs/2309.12735 (2023) - 2022
- [j19]Seungki Min
Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution. Oper. Res. 70(2): 830-846 (2022) - [c12]Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden, Anthony Lee Zhang:
Quantifying Loss in Automated Market Makers. DeFi@CCS 2022: 71-74 - 2021
- [j18]Costis Maglaras
Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets. Oper. Res. 69(4): 1324-1348 (2021) - 2020
- [j17]Nikhil Bhat, Vivek F. Farias
Near-Optimal A-B Testing. Manag. Sci. 66(10): 4477-4495 (2020) - [i6]Seungki Min, Ciamac C. Moallemi, Daniel J. Russo:
Policy Gradient Optimization of Thompson Sampling Policies. CoRR abs/2006.16507 (2020)
2010 – 2019
- 2019
- [c11]Seungki Min, Costis Maglaras, Ciamac C. Moallemi:
Thompson Sampling with Information Relaxation Penalties. NeurIPS 2019: 3549-3558 - [i5]Seungki Min, Costis Maglaras, Ciamac C. Moallemi:
Thompson Sampling with Information Relaxation Penalties. CoRR abs/1902.04251 (2019) - 2016
- [j16]Paul Glasserman, Ciamac C. Moallemi, Kai Yuan:
Hidden Illiquidity with Multiple Central Counterparties. Oper. Res. 64(5): 1143-1158 (2016) - 2015
- [j15]Mark Broadie, Yiping Du, Ciamac C. Moallemi:
Risk Estimation via Regression. Oper. Res. 63(5): 1077-1097 (2015) - 2014
- [j14]Krishnamurthy Iyer
Information Aggregation and Allocative Efficiency in Smooth Markets. Manag. Sci. 60(10): 2509-2524 (2014) - 2013
- [j13]Ciamac C. Moallemi, Mehmet Saglam
OR Forum - The Cost of Latency in High-Frequency Trading. Oper. Res. 61(5): 1070-1086 (2013) - [j12]Chen Chen, Garud Iyengar, Ciamac C. Moallemi:
An Axiomatic Approach to Systemic Risk. Manag. Sci. 59(6): 1373-1388 (2013) - 2012
- [j11]Vijay V. Desai, Vivek F. Farias, Ciamac Cyrus Moallemi:
Approximate Dynamic Programming via a Smoothed Linear Program. Oper. Res. 60(3): 655-674 (2012) - [j10]Vijay V. Desai, Vivek F. Farias, Ciamac Cyrus Moallemi:
Pathwise Optimization for Optimal Stopping Problems. Manag. Sci. 58(12): 2292-2308 (2012) - [c10]Nikhil Bhat, Ciamac C. Moallemi, Vivek F. Farias:
Non-parametric Approximate Dynamic Programming via the Kernel Method. NIPS 2012: 395-403 - [c9]Krishnamurthy Iyer
Information and the value of execution guarantees. EC 2012: 673 - 2011
- [j9]Ciamac Cyrus Moallemi, Benjamin Van Roy:
Resource Allocation via Message Passing. INFORMS J. Comput. 23(2): 205-219 (2011) - [j8]Mark Broadie, Yiping Du, Ciamac Cyrus Moallemi:
Efficient Risk Estimation via Nested Sequential Simulation. Manag. Sci. 57(6): 1172-1194 (2011) - [c8]Mark Broadie, Yiping Du, Ciamac Cyrus Moallemi:
Risk estimation via weighted regression. WSC 2011: 3859-3870 - 2010
- [j7]Ciamac Cyrus Moallemi, Benjamin Van Roy:
Convergence of min-sum message-passing for convex optimization. IEEE Trans. Inf. Theory 56(4): 2041-2050 (2010) - [j6]Vivek F. Farias, Ciamac Cyrus Moallemi, Benjamin Van Roy, Tsachy Weissman:
Universal reinforcement learning. IEEE Trans. Inf. Theory 56(5): 2441-2454 (2010) - [c7]Krishnamurthy Iyer
Information aggregation in smooth markets. EC 2010: 199-206 - [c6]Ciamac Cyrus Moallemi, Devavrat Shah:
On the flow-level dynamics of a packet-switched network. SIGMETRICS 2010: 83-94 - [i4]Ciamac Cyrus Moallemi, Devavrat Shah:
On the Flow-level Dynamics of a Packet-switched Network. CoRR abs/1003.0929 (2010)
2000 – 2009
- 2009
- [j5]Ciamac Cyrus Moallemi, Benjamin Van Roy:
Convergence of min-sum message passing for quadratic optimization. IEEE Trans. Inf. Theory 55(5): 2413-2423 (2009) - [c5]Vijay V. Desai, Vivek F. Farias, Ciamac Cyrus Moallemi:
A Smoothed Approximate Linear Program. NIPS 2009: 459-467 - 2007
- [i3]Vivek F. Farias, Ciamac Cyrus Moallemi, Tsachy Weissman, Benjamin Van Roy:
Universal Reinforcement Learning. CoRR abs/0707.3087 (2007) - 2006
- [j4]Ciamac Cyrus Moallemi, Benjamin Van Roy:
Consensus Propagation. IEEE Trans. Inf. Theory 52(11): 4753-4766 (2006) - [i2]Ciamac Cyrus Moallemi, Benjamin Van Roy:
Convergence of the Min-Sum Message Passing Algorithm for Quadratic Optimization. CoRR abs/cs/0603058 (2006) - [i1]Ciamac Cyrus Moallemi, Benjamin Van Roy:
Consensus Propagation. CoRR abs/cs/0603078 (2006) - 2005
- [c4]Vivek F. Farias, Ciamac C. Moallemi, Balaji Prabhakar:
Load balancing with migration penalties. ISIT 2005: 558-562 - [c3]Vivek F. Farias, Ciamac C. Moallemi, Benjamin Van Roy, Tsachy Weissman:
A universal scheme for learning. ISIT 2005: 1158-1162 - [c2]Ciamac Cyrus Moallemi, Benjamin Van Roy:
Consensus Propagation. NIPS 2005: 899-906 - 2004
- [j3]Keith Mason, Nehal M. Patel, Aric Ledel, Ciamac Cyrus Moallemi, Edward A. Wintner:
Mapping protein pockets through their potential small-molecule binding volumes: QSCD applied to biological protein structures. J. Comput. Aided Mol. Des. 18(1): 55-70 (2004) - 2003
- [j2]Jason M. Johnson, Keith Mason, Ciamac Cyrus Moallemi, Hualin Xi, Shyamal Somaroo, Enoch S. Huang:
Protein family annotation in a multiple alignment viewer. Bioinform. 19(4): 544-545 (2003) - [c1]Ciamac Cyrus Moallemi, Benjamin Van Roy:
Distributed Optimization in Adaptive Networks. NIPS 2003: 887-894
1990 – 1999
- 1991
- [j1]Ciamac Cyrus Moallemi:
Classifying Cells for Cancer Diagnosis Using Neural Networks. IEEE Expert 6(6): 8-12 (1991)
Coauthor Index
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