Ciamac C. Moallemi

According to our database, Ciamac C. Moallemi authored at least 36 papers between 1991 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2024

A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers.

Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden

Proceedings of the 15th Innovations in Theoretical Computer Science Conference, 2024

2023

Optimal Dynamic Fees for Blockchain Resources.

Davide Crapis, Ciamac C. Moallemi, Shouqiao Wang

CoRR, 2023

Extended Abstract: The Effect of Trading Fees on Arbitrage Profits in Automated Market Makers.

Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden

Proceedings of the Financial Cryptography and Data Security. FC 2023 International Workshops, 2023

Complexity-Approximation Trade-Offs in Exchange Mechanisms: AMMs vs. LOBs.

Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden

Proceedings of the Financial Cryptography and Data Security, 2023

2022

Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution.

Seungki Min, Costis Maglaras, Ciamac C. Moallemi

Oper. Res., 2022

Quantifying Loss in Automated Market Makers.

Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden, Anthony Lee Zhang

Proceedings of the 2022 ACM CCS Workshop on Decentralized Finance and Security, 2022

2021

Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets.

Costis Maglaras, Ciamac C. Moallemi, Hua Zheng

Oper. Res., 2021

2020

Near-Optimal A-B Testing.

Nikhil Bhat, Vivek F. Farias, Ciamac C. Moallemi, Deeksha Sinha

Manag. Sci., 2020

Policy Gradient Optimization of Thompson Sampling Policies.

Seungki Min, Ciamac C. Moallemi, Daniel J. Russo

CoRR, 2020

2019

Thompson Sampling with Information Relaxation Penalties.

Seungki Min, Costis Maglaras, Ciamac C. Moallemi

Proceedings of the Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, 2019

2016

Hidden Illiquidity with Multiple Central Counterparties.

Paul Glasserman, Ciamac C. Moallemi, Kai Yuan

Oper. Res., 2016

2015

Risk Estimation via Regression.

Mark Broadie, Yiping Du, Ciamac C. Moallemi

Oper. Res., 2015

2014

Information Aggregation and Allocative Efficiency in Smooth Markets.

Krishnamurthy Iyer, Ramesh Johari, Ciamac C. Moallemi

Manag. Sci., 2014

2013

An Axiomatic Approach to Systemic Risk.

Chen Chen, Garud Iyengar, Ciamac C. Moallemi

Manag. Sci., 2013

OR Forum - The Cost of Latency in High-Frequency Trading.

Ciamac C. Moallemi, Mehmet Saglam

Oper. Res., 2013

2012

Pathwise Optimization for Optimal Stopping Problems.

Vijay V. Desai, Vivek F. Farias, Ciamac Cyrus Moallemi

Manag. Sci., 2012

Approximate Dynamic Programming via a Smoothed Linear Program.

Vijay V. Desai, Vivek F. Farias, Ciamac Cyrus Moallemi

Oper. Res., 2012

Information and the value of execution guarantees.

Krishnamurthy Iyer, Ramesh Johari, Ciamac Cyrus Moallemi

Proceedings of the 13th ACM Conference on Electronic Commerce, 2012

Non-parametric Approximate Dynamic Programming via the Kernel Method.

Nikhil Bhat, Ciamac C. Moallemi, Vivek F. Farias

Proceedings of the Advances in Neural Information Processing Systems 25: 26th Annual Conference on Neural Information Processing Systems 2012. Proceedings of a meeting held December 3-6, 2012

2011

Efficient Risk Estimation via Nested Sequential Simulation.

Mark Broadie, Yiping Du, Ciamac Cyrus Moallemi

Manag. Sci., 2011

Resource Allocation via Message Passing.

Ciamac Cyrus Moallemi, Benjamin Van Roy

INFORMS J. Comput., 2011

Risk estimation via weighted regression.

Mark Broadie, Yiping Du, Ciamac Cyrus Moallemi

Proceedings of the Winter Simulation Conference 2011, 2011

2010

Convergence of min-sum message-passing for convex optimization.

Ciamac Cyrus Moallemi, Benjamin Van Roy

IEEE Trans. Inf. Theory, 2010

Universal reinforcement learning.

Vivek F. Farias, Ciamac Cyrus Moallemi, Benjamin Van Roy, Tsachy Weissman

IEEE Trans. Inf. Theory, 2010

On the flow-level dynamics of a packet-switched network.

Ciamac Cyrus Moallemi, Devavrat Shah

Proceedings of the SIGMETRICS 2010, 2010

Information aggregation in smooth markets.

Krishnamurthy Iyer, Ramesh Johari, Ciamac Cyrus Moallemi

Proceedings of the Proceedings 11th ACM Conference on Electronic Commerce (EC-2010), 2010

2009

Convergence of min-sum message passing for quadratic optimization.

Ciamac Cyrus Moallemi, Benjamin Van Roy

IEEE Trans. Inf. Theory, 2009

A Smoothed Approximate Linear Program.

Vijay V. Desai, Vivek F. Farias, Ciamac Cyrus Moallemi

Proceedings of the Advances in Neural Information Processing Systems 22: 23rd Annual Conference on Neural Information Processing Systems 2009. Proceedings of a meeting held 7-10 December 2009, 2009

2006

Consensus Propagation.

Ciamac Cyrus Moallemi, Benjamin Van Roy

IEEE Trans. Inf. Theory, 2006

Convergence of the Min-Sum Message Passing Algorithm for Quadratic Optimization

Ciamac Cyrus Moallemi, Benjamin Van Roy

CoRR, 2006

2005

A universal scheme for learning.

Vivek F. Farias, Ciamac C. Moallemi, Benjamin Van Roy, Tsachy Weissman

Proceedings of the 2005 IEEE International Symposium on Information Theory, 2005

Load balancing with migration penalties.

Vivek F. Farias, Ciamac C. Moallemi, Balaji Prabhakar

Proceedings of the 2005 IEEE International Symposium on Information Theory, 2005

2004

Mapping protein pockets through their potential small-molecule binding volumes: QSCD applied to biological protein structures.

Keith Mason, Nehal M. Patel, Aric Ledel, Ciamac Cyrus Moallemi, Edward A. Wintner

J. Comput. Aided Mol. Des., 2004

2003

Protein family annotation in a multiple alignment viewer.

Jason M. Johnson, Keith Mason, Ciamac Cyrus Moallemi, Hualin Xi, Shyamal Somaroo, Enoch S. Huang

Bioinform., 2003

Distributed Optimization in Adaptive Networks.

Ciamac Cyrus Moallemi, Benjamin Van Roy

Proceedings of the Advances in Neural Information Processing Systems 16 [Neural Information Processing Systems, 2003

1991

Classifying Cells for Cancer Diagnosis Using Neural Networks.

Ciamac Cyrus Moallemi

IEEE Expert, 1991