Theo Diamandis

Selected Research

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)

Large-scale optimization

GeNIOS: an (almost) second-order operator-splitting solver for large-scale convex optimization [Paper]

Convex Network Flows

Decentralized finance

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

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

Blockspace markets

Dynamic Pricing for Non-fungible Resources: Designing Multidimensional Fee Markets [Paper]
Theo Diamandis, Alex Evans, Tarun Chitra, Guillermo Angeris
Presented at AFT 2023

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

Misc. projects

Chordal Sparse Matrices and Semidefinite Programming

Speeding up A\b with Randomized Preconditioners