3 papers
cs.GT2026
The Geography of (Concurrent) Block Proposing
Ciamac C. Moallemi, Mallesh M. Pai, Dan Robinson +1
The resilience and censorship resistance of a blockchain depend on where the validators and proposers of that blockchain physically operate. We study the economic incentives behind…
q-fin.TR2026
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…
econ.TH2025
Latency Advantages in Common-Value Auctions
Ciamac C. Moallemi, Mallesh M. Pai, Dan Robinson
In financial applications, latency advantages -- the ability to make decisions later than others, even without the ability to see what others have done -- can provide individual pa…