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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
An economic analysis of the bitcoin payment system
G Huberman, J Leshno, CC Moallemi
Columbia Business School Research Paper, 2019
372*2019
Consensus propagation
CC Moallemi, B Van Roy
IEEE Transactions on Information Theory 52 (11), 4753-4766, 2006
2892006
An axiomatic approach to systemic risk
C Chen, G Iyengar, CC Moallemi
Management Science 59 (6), 1373-1388, 2013
1662013
Efficient risk estimation via nested sequential simulation
M Broadie, Y Du, CC Moallemi
Management Science 57 (6), 1172-1194, 2011
1342011
Pathwise optimization for optimal stopping problems
VV Desai, VF Farias, CC Moallemi
Management Science 58 (12), 2292-2308, 2012
1022012
Approximate dynamic programming via a smoothed linear program
VV Desai, VF Farias, CC Moallemi
Operations Research 60 (3), 655-674, 2012
762012
Convergence of min-sum message passing for quadratic optimization
CC Moallemi, B Van Roy
IEEE Transactions on Information Theory 55 (5), 2413-2423, 2009
762009
Risk estimation via regression
M Broadie, Y Du, CC Moallemi
Operations Research 63 (5), 1077-1097, 2015
682015
OR Forum—The cost of latency in high-frequency trading
CC Moallemi, M Sağlam
Operations Research 61 (5), 1070-1086, 2013
672013
Convergence of min-sum message-passing for convex optimization
CC Moallemi, B Van Roy
IEEE Transactions on Information Theory 56 (4), 2041-2050, 2010
582010
Classifying cells for cancer diagnosis using neural networks
C Moallemi
IEEE Expert 6 (6), 8-12, 1991
581991
Dynamic portfolio choice with linear rebalancing rules
CC Moallemi, M Sağlam
Journal of Financial and Quantitative Analysis 52 (3), 1247-1278, 2017
572017
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
552003
Hidden illiquidity with multiple central counterparties
P Glasserman, CC Moallemi, K Yuan
Operations Research 64 (5), 1143-1158, 2016
532016
Distributed optimization in adaptive networks
CC Moallemi, B Roy
Advances in Neural Information Processing Systems 16, 2003
512003
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
Approximate and data-driven dynamic programming for queueing networks
CC Moallemi, S Kumar, B Van Roy
Submitted for publication, 2008
492008
Universal reinforcement learning
VF Farias, CC Moallemi, B Van Roy, T Weissman
IEEE Transactions on Information Theory 56 (5), 2441-2454, 2010
472010
Near-optimal ab testing
N Bhat, VF Farias, CC Moallemi, D Sinha
Management Science 66 (10), 4477-4495, 2020
412020
Non-parametric approximate dynamic programming via the kernel method
N Bhat, V Farias, CC Moallemi
Advances in neural information processing systems 25, 2012
342012
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