Ciamac C. Moallemi

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Constantinos Maglaras

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Publications

2022
[j19]
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Seungki Min, Costis Maglaras, Ciamac C. Moallemi:
Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution. Oper. Res. 70(2): 830-846 (2022)
2021
[j18]
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Costis Maglaras, Ciamac C. Moallemi, Hua Zheng:
Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets. Oper. Res. 69(4): 1324-1348 (2021)
2019
[c11]
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Seungki Min, Costis Maglaras, Ciamac C. Moallemi:
Thompson Sampling with Information Relaxation Penalties. NeurIPS 2019: 3549-3558
[i5]
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  - electronic edition @ arxiv.org (open access)
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  - journals/corr/abs-1902-04251
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Seungki Min, Costis Maglaras, Ciamac C. Moallemi:
Thompson Sampling with Information Relaxation Penalties. CoRR abs/1902.04251 (2019)

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