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From the 1 of 14 linked papers with an AI index.

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14 papers

q-fin.TR2026

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…

q-fin.TR2026

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.…

cs.AI2026

OS-Pruner: Pruning Chains-of-Thought of Reasoning Models via Optimal Stopping

Mohammed Ehab, Aymane El Gadarri, Vivek F. Farias +2

The paper proposes OS-Pruner, a lightweight framework that treats chain-of-thought reasoning in large language models as an optimal stopping problem, allowing the model to stop gen…

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.TH2026

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…

cs.AI2026

Outbidding and Outbluffing Elite Humans: Mastering Liar's Poker via Self-Play and Reinforcement Learning

Richard Dewey, Janos Botyanszki, Ciamac C. Moallemi +1

AI researchers have long focused on poker-like games as a testbed for environments characterized by multi-player dynamics, imperfect information, and reasoning under uncertainty. W…