Selected Research

If anything looks interesting, don't hesitate to reach out! (For older stuff, check out my Google Scholar)
Convex Network Flows [Paper 1] [Paper 2] Theo Diamandis, Guillermo Angeris, Alan Edelman
GeNIOS: an (almost) second-order operator-splitting solver for large-scale convex optimization [Paper] Theo Diamandis, Zachary Frangella, Shipu Zhao, Bartolomeo Stellato, Madeleine Udell Accepted in Mathematical Programming Computation
JuMP-dev/JuliaCon 2023 [Slides] [Video]
Market Clearing with Semi-fungible Assets [Paper] Theo Diamandis, Tarun Chitra, Guillermo Anergis
Perpetual Demand Lending Pools [Paper] Tarun Chitra, Theo Diamandis, Nathan Sheng, Luke Sterle, Kamil Yusubov
The Geometry of Constant Function Market Makers [Paper] Guillermo Angeris, Tarun Chitra, Theo Diamandis, Alex Evans, Kshitij Kulkarni Presented at Tokenomics 2023 and Economics and Computation 2024
Workshop at FC 2023 [Slides]
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
An Analysis of Intent-Based Markets [Paper] Tarun Chitra, Kshitij Kulkarni, Mallesh Pai, Theo Diamandis
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 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 To be presented at AFT 2025
SBC 2024 [Slides] [Video], CCE 2023 [Slides] [Video]
WTF is EIP-1559 actually doing?, CCE 2024 [Slides] [Video]
A Note on the Welfare Gap in Fair Ordering [Paper] Theo Diamandis, Guillermo Angeris
MEV Workshop, SBC 2023 [Slides] [Video]
Chordal Sparse Matrices and Semidefinite Programming
JuMP-dev 2021 (co-located with JuliaCon) [Video], INFORMS 2021, ORIE 7391 [Slides]
Speeding up A\b with Randomized Preconditioners
SciMLCon 2022 [Slides] [Video]; JuliaCon 2022 [Video]; ICCOPT 2022 [Slides]
RandomizedPreconditioners.jl