Access Statistics for Ciamac Cyrus Moallemi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers 0 0 0 6 1 2 22 43
Automated Market Making and Arbitrage Profits in the Presence of Fees 0 0 2 16 1 7 52 85
Automated Market Making and Loss-Versus-Rebalancing 1 2 7 22 4 17 154 209
Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs 0 0 0 2 2 4 17 26
Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and their Effect on Portfolio Execution 0 0 0 5 2 3 13 38
Hidden Illiquidity with Multiple Central Counterparties 0 0 0 5 1 1 12 36
Latency Advantages in Common-Value Auctions 0 0 0 6 1 2 15 19
Loss-Versus-Fair: Efficiency of Dutch Auctions on Blockchains 0 0 0 1 1 2 15 21
Monopoly Without a Monopolist: An Economic Analysis of the Bitcoin Payment System 0 0 0 93 2 2 18 209
Monopoly without a monopolist: An economic analysis of the bitcoin payment system 0 0 1 148 1 3 24 435
Quantifying Price Improvement in Order Flow Auctions 0 0 0 2 1 1 6 17
Risk-Based Auto-Deleveraging 1 1 9 9 2 5 37 37
Risk-Sensitive Optimal Execution via a Conditional Value-at-Risk Objective 0 0 0 5 0 2 14 34
Volatility in Prediction Markets: A Structural Approach 6 13 13 13 8 10 10 10
What Drives Liquidity on Decentralized Exchanges? Evidence from the Uniswap Protocol 0 0 1 6 2 3 22 28
am-AMM: An Auction-Managed Automated Market Maker 0 0 1 18 0 3 39 69
Total Working Papers 8 16 34 357 29 67 470 1,316

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A deep learning approach to estimating fill probabilities in a limit order book 0 1 7 30 1 9 55 102
A reinforcement learning approach to optimal execution 0 0 1 5 0 2 12 31
An Axiomatic Approach to Systemic Risk 1 1 1 24 1 3 12 124
An Economist's Perspective on the Bitcoin Payment System 0 0 0 54 0 2 15 147
Approximate Dynamic Programming via a Smoothed Linear Program 0 0 0 1 0 2 9 22
Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution 0 0 0 1 1 1 5 7
Dynamic Portfolio Choice with Linear Rebalancing Rules 0 0 0 12 0 1 9 50
Efficient Risk Estimation via Nested Sequential Simulation 0 0 0 9 1 1 14 86
Hidden Illiquidity with Multiple Central Counterparties 0 0 0 4 0 0 10 56
Hybrid Scheduling with Mixed-Integer Programming at Columbia Business School 0 0 2 3 0 0 34 41
Information Aggregation and Allocative Efficiency in Smooth Markets 0 0 0 4 0 2 13 47
Monopoly without a Monopolist: An Economic Analysis of the Bitcoin Payment System 0 0 13 31 5 8 73 154
Near-Optimal A-B Testing 0 0 1 17 0 2 15 78
OR Forum---The Cost of Latency in High-Frequency Trading 0 0 2 7 1 2 32 77
Pathwise Optimization for Optimal Stopping Problems 0 1 1 4 1 2 14 68
Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets 0 0 0 1 1 2 9 11
Risk Estimation via Regression 0 0 0 5 0 0 8 34
Short-term trading skill: An analysis of investor heterogeneity and execution quality 0 0 0 9 1 1 14 75
Thompson Sampling with Information Relaxation Penalties 0 0 0 0 0 0 10 11
Total Journal Articles 1 3 28 221 13 40 363 1,221

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Statistics updated 2026-10-11