Ciamac Moallemi

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Benjamin Van RoyStanford UniversityAdresse e-mail validée de stanford.edu
Vivek FariasMassachusetts Institute of TechnologyAdresse e-mail validée de mit.edu
Mehmet SağlamUniversity of CincinnatiAdresse e-mail validée de uc.edu
Costis MaglarasDavid and Lyn Silfen Professor of Business at Columbia UniversityAdresse e-mail validée de gsb.columbia.edu
Mark BroadieColumbia Business SchoolAdresse e-mail validée de columbia.edu
Jacob D. LeshnoUniversity of Chicago Booth School of BusinessAdresse e-mail validée de chicagobooth.edu
Tim RoughgardenColumbia UniversityAdresse e-mail validée de cs.columbia.edu
Jason MilionisColumbia UniversityAdresse e-mail validée de cs.columbia.edu
Vijay V. DesaiQuantitative Analyst, GoogleAdresse e-mail validée de google.com
Garud N. IyengarColumbia UniversityAdresse e-mail validée de columbia.edu
Nikhil BhatGoogle IncAdresse e-mail validée de google.com
Seungki MinSeoul National University (SNU) Business SchoolAdresse e-mail validée de snu.ac.kr
Krishnamurthy IyerIndustrial and Systems Engineering, University of MinnesotaAdresse e-mail validée de umn.edu
Ramesh JohariProfessor, Management Science and Engineering, Stanford UniversityAdresse e-mail validée de stanford.edu
Anthony Lee ZhangAssociate Professor of Finance, University of Chicago Booth School of BusinessAdresse e-mail validée de chicagobooth.edu
Tsachy WeissmanProfessor of Electrical Engineering at Stanford UniversityAdresse e-mail validée de stanford.edu
Hua ZhengPhD Candidate, Columbia Business SchoolAdresse e-mail validée de gsb.columbia.edu
Kent DanielJean-Marie Eveillard/First Eagle Investment Management Professor of Business, Finance DivisionAdresse e-mail validée de columbia.edu
Pierre Collin DufresneAdresse e-mail validée de epfl.ch
Deeksha SinhaMassachusetts Institute of TechnologyAdresse e-mail validée de mit.edu

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Ciamac Moallemi

Professor, Graduate School of Business, Columbia University

Adresse e-mail validée de gsb.columbia.edu - Page d'accueil

stochastic control quantitative finance market microstructure blockchain


Titre Trier par citations Trier par année Trier par titre	Citée par Citée par	Année
Monopoly without a monopolist: An economic analysis of the bitcoin payment system G Huberman, JD Leshno, C Moallemi The Review of Economic Studies 88 (6), 3011-3040, 2021	581	2021
Consensus propagation CC Moallemi, B Van Roy IEEE Transactions on Information Theory 52 (11), 4753-4766, 2006	307	2006
An axiomatic approach to systemic risk C Chen, G Iyengar, CC Moallemi Management Science 59 (6), 1373-1388, 2013	219	2013
Efficient risk estimation via nested sequential simulation M Broadie, Y Du, CC Moallemi Management Science 57 (6), 1172-1194, 2011	172	2011
Pathwise optimization for optimal stopping problems VV Desai, VF Farias, CC Moallemi Management Science 58 (12), 2292-2308, 2012	121	2012
A smoothed approximate linear program V Desai, V Farias, CC Moallemi Advances in Neural Information Processing Systems 22, 2009	113	2009
Risk estimation via regression M Broadie, Y Du, CC Moallemi Operations Research 63 (5), 1077-1097, 2015	101	2015
Automated market making and loss-versus-rebalancing J Milionis, CC Moallemi, T Roughgarden, AL Zhang arXiv preprint arXiv:2208.06046, 2022	98	2022
OR forum—The cost of latency in high-frequency trading CC Moallemi, M Sağlam Operations Research 61 (5), 1070-1086, 2013	85	2013
Dynamic portfolio choice with linear rebalancing rules CC Moallemi, M Sağlam Journal of Financial and Quantitative Analysis 52 (3), 1247-1278, 2017	79	2017
Convergence of min-sum message passing for quadratic optimization CC Moallemi, B Van Roy IEEE Transactions on Information Theory 55 (5), 2413-2423, 2009	77	2009
Near-optimal ab testing N Bhat, VF Farias, CC Moallemi, D Sinha Management Science 66 (10), 4477-4495, 2020	76	2020
Classifying cells for cancer diagnosis using neural networks C Moallemi IEEE Expert 6 (6), 8-12, 1991	66	1991
Hidden illiquidity with multiple central counterparties P Glasserman, CC Moallemi, K Yuan Operations Research 64 (5), 1143-1158, 2016	58	2016
Convergence of min-sum message-passing for convex optimization CC Moallemi, B Van Roy IEEE Transactions on Information Theory 56 (4), 2041-2050, 2010	58	2010
Approximate and data-driven dynamic programming for queueing networks CC Moallemi, S Kumar, B Van Roy Submitted for publication, 2008	55	2008
Strategic execution in the presence of an uninformed arbitrageur CC Moallemi, B Park, B Van Roy Journal of Financial Markets 15 (4), 361-391, 2012	53	2012
Universal reinforcement learning VF Farias, CC Moallemi, B Van Roy, T Weissman IEEE Transactions on Information Theory 56 (5), 2441-2454, 2010	53	2010
Protein family annotation in a multiple alignment viewer JM Johnson, K Mason, C Moallemi, H Xi, S Somaroo, ES Huang Bioinformatics 19 (4), 544-545, 2003	53	2003
Distributed optimization in adaptive networks CC Moallemi, B Roy Advances in Neural Information Processing Systems 16, 2003	51	2003

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