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 42
Automated Market Making and Arbitrage Profits in the Presence of Fees 0 0 3 16 3 8 54 84
Automated Market Making and Loss-Versus-Rebalancing 0 1 6 21 9 29 151 205
Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs 0 0 0 2 2 4 15 24
Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and their Effect on Portfolio Execution 0 0 0 5 1 2 11 36
Hidden Illiquidity with Multiple Central Counterparties 0 0 0 5 0 0 11 35
Latency Advantages in Common-Value Auctions 0 0 0 6 1 2 15 18
Loss-Versus-Fair: Efficiency of Dutch Auctions on Blockchains 0 0 0 1 1 1 14 20
Monopoly Without a Monopolist: An Economic Analysis of the Bitcoin Payment System 0 0 0 93 0 0 19 207
Monopoly without a monopolist: An economic analysis of the bitcoin payment system 0 0 1 148 2 3 24 434
Quantifying Price Improvement in Order Flow Auctions 0 0 0 2 0 0 6 16
Risk-Based Auto-Deleveraging 0 0 8 8 3 3 35 35
Risk-Sensitive Optimal Execution via a Conditional Value-at-Risk Objective 0 0 0 5 2 3 14 34
Volatility in Prediction Markets: A Structural Approach 7 7 7 7 2 2 2 2
What Drives Liquidity on Decentralized Exchanges? Evidence from the Uniswap Protocol 0 0 1 6 1 5 20 26
am-AMM: An Auction-Managed Automated Market Maker 0 0 2 18 2 9 41 69
Total Working Papers 7 8 28 349 30 73 454 1,287

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 1 3 7 30 4 12 57 101
A reinforcement learning approach to optimal execution 0 1 1 5 1 3 12 31
An Axiomatic Approach to Systemic Risk 0 0 0 23 1 2 11 123
An Economist's Perspective on the Bitcoin Payment System 0 0 0 54 2 2 15 147
Approximate Dynamic Programming via a Smoothed Linear Program 0 0 0 1 1 2 9 22
Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution 0 0 0 1 0 0 4 6
Dynamic Portfolio Choice with Linear Rebalancing Rules 0 0 0 12 1 1 9 50
Efficient Risk Estimation via Nested Sequential Simulation 0 0 1 9 0 0 16 85
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 1 2 3 0 1 34 41
Information Aggregation and Allocative Efficiency in Smooth Markets 0 0 0 4 1 3 14 47
Monopoly without a Monopolist: An Economic Analysis of the Bitcoin Payment System 0 0 13 31 1 6 69 149
Near-Optimal A-B Testing 0 0 1 17 1 2 15 78
OR Forum---The Cost of Latency in High-Frequency Trading 0 0 2 7 1 2 31 76
Pathwise Optimization for Optimal Stopping Problems 1 1 1 4 1 1 13 67
Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets 0 0 0 1 0 2 8 10
Risk Estimation via Regression 0 0 1 5 0 0 9 34
Short-term trading skill: An analysis of investor heterogeneity and execution quality 0 0 0 9 0 0 13 74
Thompson Sampling with Information Relaxation Penalties 0 0 0 0 0 0 10 11
Total Journal Articles 2 6 29 220 15 39 359 1,208

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Statistics updated 2026-09-10