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Ciamac Cyrus Moallemi

Personal Details

First Name:Ciamac
Middle Name:Cyrus
Last Name:Moallemi
Suffix:
RePEc Short-ID:pmo1607
[This author has chosen not to make the email address public]
https://moallemi.com/ciamac

Affiliation

Graduate School of Business
Columbia University

New York City, New York (United States)
http://www.gsb.columbia.edu/
RePEc:edi:gsclbus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Steven Campbell & Natascha Hey & Ciamac C. Moallemi & Marcel Nutz, 2026. "Risk-Based Auto-Deleveraging," Papers 2603.15963, arXiv.org.
  2. Weiye Xi & Ciamac C. Moallemi & Mallesh Pai & Shouqiao Wang, 2026. "Volatility in Prediction Markets: A Structural Approach," Papers 2607.08199, arXiv.org, revised Jul 2026.
  3. Ciamac C. Moallemi & Mallesh M. Pai & Dan Robinson, 2025. "Latency Advantages in Common-Value Auctions," Papers 2504.02077, arXiv.org, revised May 2026.
  4. Austin Adams & Ciamac C. Moallemi & Sara Reynolds & Dan Robinson, 2024. "am-AMM: An Auction-Managed Automated Market Maker," Papers 2403.03367, arXiv.org, revised Feb 2025.
  5. Brad Bachu & Xin Wan & Ciamac C. Moallemi, 2024. "Quantifying Price Improvement in Order Flow Auctions," Papers 2405.00537, arXiv.org, revised May 2024.
  6. Brian Z. Zhu & Dingyue Liu & Xin Wan & Gordon Liao & Ciamac C. Moallemi & Brad Bachu, 2024. "What Drives Liquidity on Decentralized Exchanges? Evidence from the Uniswap Protocol," Papers 2410.19107, arXiv.org, revised Jan 2025.
  7. Ciamac C. Moallemi & Dan Robinson, 2024. "Loss-Versus-Fair: Efficiency of Dutch Auctions on Blockchains," Papers 2406.00113, arXiv.org, revised Jul 2024.
  8. Jason Milionis & Ciamac C. Moallemi & Tim Roughgarden, 2023. "Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs," Papers 2302.11652, arXiv.org, revised Apr 2023.
  9. Jason Milionis & Ciamac C. Moallemi & Tim Roughgarden, 2023. "Automated Market Making and Arbitrage Profits in the Presence of Fees," Papers 2305.14604, arXiv.org, revised Jul 2025.
  10. Jason Milionis & Ciamac C. Moallemi & Tim Roughgarden, 2023. "A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers," Papers 2303.00208, arXiv.org, revised Nov 2023.
  11. Jason Milionis & Ciamac C. Moallemi & Tim Roughgarden & Anthony Lee Zhang, 2022. "Automated Market Making and Loss-Versus-Rebalancing," Papers 2208.06046, arXiv.org, revised May 2024.
  12. Seungki Min & Ciamac C. Moallemi & Costis Maglaras, 2022. "Risk-Sensitive Optimal Execution via a Conditional Value-at-Risk Objective," Papers 2201.11962, arXiv.org.
  13. Seungki Min & Costis Maglaras & Ciamac C. Moallemi, 2018. "Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and their Effect on Portfolio Execution," Papers 1811.05524, arXiv.org.
  14. Huberman, Gur & Leshno, Jacob & Moallemi, Ciamac C., 2017. "Monopoly Without a Monopolist: An Economic Analysis of the Bitcoin Payment System," CEPR Discussion Papers 12322, Centre for Economic Policy Research.
  15. Huberman, Gur & Leshno, Jacob D. & Moallemi, Ciamac, 2017. "Monopoly without a monopolist: An economic analysis of the bitcoin payment system," Bank of Finland Research Discussion Papers 27/2017, Bank of Finland.
  16. Paul Glasserman & Ciamac C. Moallemi & Kai Yuan, 2015. "Hidden Illiquidity with Multiple Central Counterparties," Working Papers 15-07, Office of Financial Research, US Department of the Treasury.

Articles

  1. Seungki Min & Costis Maglaras & Ciamac C. Moallemi, 2025. "Thompson Sampling with Information Relaxation Penalties," Management Science, INFORMS, vol. 71(3), pages 1988-2010, March.
  2. Ciamac C. Moallemi & Utkarsh Patange, 2024. "Hybrid Scheduling with Mixed-Integer Programming at Columbia Business School," Interfaces, INFORMS, vol. 54(3), pages 222-240, May.
  3. Costis Maglaras & Ciamac C. Moallemi & Muye Wang, 2022. "A deep learning approach to estimating fill probabilities in a limit order book," Quantitative Finance, Taylor & Francis Journals, vol. 22(11), pages 1989-2003, November.
  4. Seungki Min & Costis Maglaras & Ciamac C. Moallemi, 2022. "Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution," Operations Research, INFORMS, vol. 70(2), pages 830-846, March.
  5. Ciamac C. Moallemi & Muye Wang, 2022. "A reinforcement learning approach to optimal execution," Quantitative Finance, Taylor & Francis Journals, vol. 22(6), pages 1051-1069, June.
  6. Costis Maglaras & Ciamac C. Moallemi & Hua Zheng, 2021. "Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets," Operations Research, INFORMS, vol. 69(4), pages 1324-1348, July.
  7. Gur Huberman & Jacob D Leshno & Ciamac Moallemi, 2021. "Monopoly without a Monopolist: An Economic Analysis of the Bitcoin Payment System [Blockchain Economics]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(6), pages 3011-3040.
  8. Nikhil Bhat & Vivek F. Farias & Ciamac C. Moallemi & Deeksha Sinha, 2020. "Near-Optimal A-B Testing," Management Science, INFORMS, vol. 66(10), pages 4477-4495, October.
  9. Sağlam, Mehmet & Moallemi, Ciamac C. & Sotiropoulos, Michael G., 2019. "Short-term trading skill: An analysis of investor heterogeneity and execution quality," Journal of Financial Markets, Elsevier, vol. 42(C), pages 1-28.
  10. Gur Huberman & Jacob D. Leshno & Ciamac Moallemi, 2019. "An Economist's Perspective on the Bitcoin Payment System," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 93-96, May.
  11. Moallemi, Ciamac C. & Sağlam, Mehmet, 2017. "Dynamic Portfolio Choice with Linear Rebalancing Rules," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(3), pages 1247-1278, June.
  12. Paul Glasserman & Ciamac C. Moallemi & Kai Yuan, 2016. "Hidden Illiquidity with Multiple Central Counterparties," Operations Research, INFORMS, vol. 64(5), pages 1143-1158, October.
  13. Mark Broadie & Yiping Du & Ciamac C. Moallemi, 2015. "Risk Estimation via Regression," Operations Research, INFORMS, vol. 63(5), pages 1077-1097, October.
  14. Krishnamurthy Iyer & Ramesh Johari & Ciamac C. Moallemi, 2014. "Information Aggregation and Allocative Efficiency in Smooth Markets," Management Science, INFORMS, vol. 60(10), pages 2509-2524, October.
  15. Chen Chen & Garud Iyengar & Ciamac C. Moallemi, 2013. "An Axiomatic Approach to Systemic Risk," Management Science, INFORMS, vol. 59(6), pages 1373-1388, June.
  16. Ciamac C. Moallemi & Mehmet Sağlam, 2013. "OR Forum---The Cost of Latency in High-Frequency Trading," Operations Research, INFORMS, vol. 61(5), pages 1070-1086, October.
  17. Vijay V. Desai & Vivek F. Farias & Ciamac C. Moallemi, 2012. "Pathwise Optimization for Optimal Stopping Problems," Management Science, INFORMS, vol. 58(12), pages 2292-2308, December.
  18. Vijay V. Desai & Vivek F. Farias & Ciamac C. Moallemi, 2012. "Approximate Dynamic Programming via a Smoothed Linear Program," Operations Research, INFORMS, vol. 60(3), pages 655-674, June.
  19. Mark Broadie & Yiping Du & Ciamac C. Moallemi, 2011. "Efficient Risk Estimation via Nested Sequential Simulation," Management Science, INFORMS, vol. 57(6), pages 1172-1194, June.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (7) 2019-01-07 2022-09-12 2023-04-17 2023-07-10 2024-04-15 2024-06-17 2024-07-22. Author is listed
  2. NEP-DES: Economic Design (3) 2023-04-17 2024-07-22 2025-05-05
  3. NEP-MIC: Microeconomics (2) 2017-10-01 2025-05-05
  4. NEP-PAY: Payment Systems and Financial Technology (2) 2017-10-01 2024-12-02
  5. NEP-RMG: Risk Management (2) 2022-03-07 2026-03-30
  6. NEP-FMK: Financial Markets (1) 2023-04-17
  7. NEP-GTH: Game Theory (1) 2025-05-05
  8. NEP-MFD: Microfinance (1) 2023-07-10
  9. NEP-MON: Monetary Economics (1) 2017-10-01
  10. NEP-TRE: Transport Economics (1) 2017-10-01

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