Moallemi, Ciamac C.
- Automated Market Making and Loss-Versus-Rebalancing
2022/08/11 by Jason Milionis, Ciamac C. Moallemi, Milionis, Jason +5 · 12 citations
Decision Sciences · Economics, Econometrics and Finance · #Auction Theory and Applications #Banking stability, regulation, efficiency #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Pricing of Securities (q-fin.PR) #Trading and Market Microstructure (q-fin.TR)
- Automated Market Making and Arbitrage Profits in the Presence of Fees
2023/05/24 by Milionis, Jason, Moallemi, Ciamac C., Roughgarden, Tim · 12 citations
#FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Pricing of Securities (q-fin.PR) #Trading and Market Microstructure (q-fin.TR)
- Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs
2023/02/22 by Jason Milionis, Milionis, Jason, Ciamac C. Moallemi +3 · 1 citation
Economics, Econometrics and Finance · #Computer Science and Game Theory (cs.GT) #Economic theories and models #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Functional Analysis (math.FA) #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Trading and Market Microstructure (q-fin.TR)
- Optimal Dynamic Fees for Blockchain Resources
2023/09/22 by Davide Crapis, Crapis, Davide, Ciamac C. Moallemi +3 · 1 citation
Computer Science · Decision Sciences · #Auction Theory and Applications #Blockchain Technology Applications and Security #Cloud Computing and Resource Management #Computer Science and Game Theory (cs.GT) #Cryptography and Security (cs.CR) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC)
- Proof of Sampling: A Nash Equilibrium-Based Verification Protocol for Decentralized Systems
2024/05/01 by Yue Zhang, Shouqiao Wang, Zhang, Yue +9 · 1 citation
Computer Science · #Computer Science and Game Theory (cs.GT) #Distributed systems and fault tolerance #FOS: Computer and information sciences #Privacy-Preserving Technologies in Data
- Latency Advantages in Common-Value Auctions
2025/04/02 by Ciamac C. Moallemi, Moallemi, Ciamac C., Mallesh M. Pai +3 · 2 citations
Decision Sciences · #Auction Theory and Applications #FOS: Economics and business #Theoretical Economics (econ.TH)
- am-AMM: An Auction-Managed Automated Market Maker
2024/03/05 by Adams, Austin, Moallemi, Ciamac C., Reynolds, Sara +1 · 1 citation
#Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Trading and Market Microstructure (q-fin.TR)
- Quantifying the Value of Revert Protection
2024/10/24 by Bo Zhu, Xin Wan, Zhu, Brian Z. +7 · 1 citation
Business, Management and Accounting · #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #Intellectual Property and Patents