252 citations · 396 across the 31 of their papers we have counts for
4 papers · 2 filters
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…
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…