252 citations · 396 across the 31 of their papers we have counts for
34 papers
Not All LPs Are Equal: The Active-Passive Gap in Automated Market Maker Liquidity Provision
Agathe Sadeghi, Dingyue Liu, Ciamac Moallemi +2
Liquidity provision in automated market makers is typically analyzed at the pool level, implicitly assuming LP homogeneity. This aggregate view can hide how liquidity provision out…
Uniform-Loss Automated Market Making for Prediction Markets
Ciamac C. Moallemi, Dan Robinson, Brian Zhu
Automated market makers (AMMs) for prediction markets descend from market scoring rules, where a mechanism operator subsidizes a market to aggregate beliefs about uncertain events.…
Quantifying Sub-Optimality in Routing for Automated Market Makers
Weiye Xi, Ciamac C. Moallemi
We provide a large-scale empirical audit of DEX routing using 2.98 million WETH-USDC swaps on Ethereum. Comparing realized routes with optimized benchmarks, we measure an average s…
OS-Pruner: Pruning Chains-of-Thought of Reasoning Models via Optimal Stopping
Mohammed Ehab, Aymane El Gadarri, Vivek F. Farias +2
Large Language Models (LLMs) have achieved remarkable success in complex reasoning tasks through Chain-of-Thought (CoT) prompting. However, these models often exhibit "computationa…
Volatility in Prediction Markets: A Structural Approach
Weiye Xi, Ciamac C. Moallemi, Mallesh Pai +1
Forward-looking volatility forecasts are central inputs to derivatives pricing, market making, risk management, and volatility-linked trading strategies, with ARCH and GARCH models…
Risk-Based Auto-Deleveraging
Steven Campbell, Natascha Hey, Ciamac C. Moallemi +1
Auto-deleveraging (ADL) mechanisms are a critical yet understudied component of risk management on cryptocurrency futures exchanges. When available margin and other loss-absorbing…