Things I've been working on recently are listed below. If anything looks interesting, don't hesitate to reach out!
(Older stuff is on my Google Scholar)
GeNIOS: an (almost) second-order operator-splitting solver for large-scale convex optimization [Paper]
Convex Network Flows
coming soon...
The Geometry of Constant Function Market Makers [Paper]
Guillermo Angeris, Tarun Chitra, Theo Diamandis, Alex Evans, Kshitij Kulkarni Presented at Tokenomics 2023
An Efficient Algorithm for Optimal Routing Through Constant Function Market Makers [Paper]
Theo Diamandis, Max Resnick, Tarun Chitra, Guillermo Angeris
Presented at FC 2023
Financial Cryptography 2023 [Slides]; mev.day, DevConnect 2022 [Slides] [Video]
Implemented by the DEX router Flood (not my work!)
Routing MEV in Constant Function Market Makers [Paper]
Kshitij Kulkarni, Theo Diamandis, Tarun Chitra
Presented at WINE 2023
Concave Pro-rata Games [Paper]
Nicholas A. G. Johnson, Theo Diamandis, Alex Evans, Henry de Valence, Guillermo Angeris
Presented at the DeFi Workshop at FC23
Dynamic Pricing for Non-fungible Resources: Designing Multidimensional Fee Markets [Paper]
Theo Diamandis, Alex Evans, Tarun Chitra, Guillermo Angeris
Presented at AFT 2023
CryptoEconDay ETHDenver 2023 [Slides] [Video]; Devcon 2022 [Slides] [Video]; AFT 2023 [Video]
Implemented in the Ava Labs HyperSDK (not my work!) [pr]
Implemented in the Penumbra blockchain (not my work!) [tweet]
Multidimensional Blockchain Fees are (Essentially) Optimal [Paper]
Guillermo Angeris, Theo Diamandis, Ciamac Moallemi
A Note on the Welfare Gap in Fair Ordering [Paper]
Theo Diamandis, Guillermo Angeris
Chordal Sparse Matrices and Semidefinite Programming
Speeding up A\b with Randomized Preconditioners