Ciamac C. Moallemi
Affiliations: | Operations Research | Columbia University, New York, NY |
Area:
Operations Research, Applied MathematicsGoogle:
"Ciamac Moallemi"Children
Sign in to add trainee| Yiping Du | grad student | 2011 | Columbia |
| Vijay V. Desai | grad student | 2012 | Columbia |
| Mehmet Saglam | grad student | 2012 | Columbia |
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Publications
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| Bhat N, Farias VF, Moallemi CC, et al. (2020) Near-Optimal A-B Testing Management Science |
| Sağlam M, Moallemi CC, Sotiropoulos MG. (2019) Short-Term Trading Skill: An Analysis of Investor Heterogeneity and Execution Quality Journal of Financial Markets. 42: 1-28 |
| Moallemi CC, Sağlam M. (2017) Dynamic Portfolio Choice with Linear Rebalancing Rules Journal of Financial and Quantitative Analysis. 52: 1247-1278 |
| Glasserman P, Moallemi CC, Yuan K. (2016) Hidden Illiquidity with Multiple Central Counterparties Operations Research. 64: 1143-1158 |
| Broadie M, Du Y, Moallemi CC. (2015) Risk estimation via regression Operations Research. 63: 1077-1097 |
| Iyer K, Johari R, Moallemi CC. (2014) Information aggregation and allocative efficiency in smooth markets Management Science. 60: 2509-2524 |
| Moallemi CC, Saǧlam M. (2013) OR forum-the cost of latency in high-frequency trading Operations Research. 61: 1070-1086 |
| Desai VV, Farias VF, Moallemi CC. (2013) Bounds for Markov Decision Processes Reinforcement Learning and Approximate Dynamic Programming For Feedback Control. 452-473 |
| Desai VV, Farias VF, Moallemi CC. (2012) Approximate dynamic programming via a smoothed linear program Operations Research. 60: 655-674 |
| Desai VV, Farias VF, Moallemi CC. (2012) Pathwise optimization for optimal stopping problems Management Science. 58: 2292-2308 |