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Ciamac Moallemi
Ciamac Moallemi
Professor, Graduate School of Business, Columbia University
Verified email at gsb.columbia.edu - Homepage
Title
Cited by
Cited by
Year
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
5322021
Consensus propagation
CC Moallemi, B Van Roy
IEEE Transactions on Information Theory 52 (11), 4753-4766, 2006
3012006
An axiomatic approach to systemic risk
C Chen, G Iyengar, CC Moallemi
Management Science 59 (6), 1373-1388, 2013
2062013
Efficient risk estimation via nested sequential simulation
M Broadie, Y Du, CC Moallemi
Management Science 57 (6), 1172-1194, 2011
1612011
Pathwise optimization for optimal stopping problems
VV Desai, VF Farias, CC Moallemi
Management Science 58 (12), 2292-2308, 2012
1152012
A smoothed approximate linear program
V Desai, V Farias, CC Moallemi
Advances in Neural Information Processing Systems 22, 2009
1082009
Risk estimation via regression
M Broadie, Y Du, CC Moallemi
Operations Research 63 (5), 1077-1097, 2015
932015
OR forum—The cost of latency in high-frequency trading
CC Moallemi, M Sağlam
Operations Research 61 (5), 1070-1086, 2013
802013
Convergence of min-sum message passing for quadratic optimization
CC Moallemi, B Van Roy
IEEE Transactions on Information Theory 55 (5), 2413-2423, 2009
742009
Dynamic portfolio choice with linear rebalancing rules
CC Moallemi, M Sağlam
Journal of Financial and Quantitative Analysis 52 (3), 1247-1278, 2017
712017
Near-optimal ab testing
N Bhat, VF Farias, CC Moallemi, D Sinha
Management Science 66 (10), 4477-4495, 2020
672020
Classifying cells for cancer diagnosis using neural networks
C Moallemi
IEEE Expert 6 (6), 8-12, 1991
641991
Hidden illiquidity with multiple central counterparties
P Glasserman, CC Moallemi, K Yuan
Operations Research 64 (5), 1143-1158, 2016
582016
Convergence of min-sum message-passing for convex optimization
CC Moallemi, B Van Roy
IEEE Transactions on Information Theory 56 (4), 2041-2050, 2010
562010
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
542003
Universal reinforcement learning
VF Farias, CC Moallemi, B Van Roy, T Weissman
IEEE Transactions on Information Theory 56 (5), 2441-2454, 2010
532010
Distributed optimization in adaptive networks
CC Moallemi, B Roy
Advances in Neural Information Processing Systems 16, 2003
512003
Automated market making and loss-versus-rebalancing
J Milionis, CC Moallemi, T Roughgarden, AL Zhang
arXiv preprint arXiv:2208.06046, 2022
502022
Approximate and data-driven dynamic programming for queueing networks
CC Moallemi, S Kumar, B Van Roy
Submitted for publication, 2008
502008
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
492012
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