Patrick Houlihan

Stevens Institute of Technology

PhD

Hoboken, NJ 07030

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 48,925

SSRN RANKINGS

Top 48,925

in Total Papers Downloads

1,800

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Leveraging a Call-Put Ratio as a Trading Signal

The Version of Record of this manuscript has been published and is available in Quantitative Finance (2019), 19 (5): 763-777. , Howe School Research Paper No. 2015-49
Number of pages: 36 Posted: 27 Nov 2014 Last Revised: 15 Sep 2019
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology, School of Business
Downloads 775 (58,789)
Citation 1

Abstract:

Loading...

Anomalies in Prices; Portfolio Management; Technical Trading; Financial Forecasting; Investment Management; Options; Behavioral Finance

2.

Can Sentiment Analysis and Option Volume Anticipate Future Returns?

This is a pre-print of an article published in Computational Economics, 50: 669–685 DOI: 10.1007/ s10614-017-9694-4
Number of pages: 26 Posted: 29 May 2015 Last Revised: 12 Sep 2022
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology, School of Business
Downloads 420 (126,097)
Citation 1

Abstract:

Loading...

Social Media, Investor Sentiment, Behavioral Finance, Machine Learning

3.

Leveraging Social Media to Predict Continuation and Reversal in Asset Prices

This is a pre-print of an article published in Computational Economics, 2019. The final authenticated version is available online at DOI: 10.1007/s10614-019-09932-9
Number of pages: 23 Posted: 29 Nov 2014 Last Revised: 18 Nov 2019
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology, School of Business
Downloads 358 (150,905)

Abstract:

Loading...

Social Media, Crowdsourcing, Sentiment

4.

Risk Premium of Social Media Sentiment

Journal of Investing 26 (3): 21-28. 2017
Number of pages: 22 Posted: 14 Feb 2019
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology, School of Business
Downloads 185 (290,788)

Abstract:

Loading...

sentiment analysis, risk management, forecasting

5.

Stockformer: A Swing Trading Strategy Based on Stl Decomposition and Self-Attention Networks

Number of pages: 21 Posted: 29 Nov 2023
Central University of Finance and Economics, Central University of Finance and Economics, Central University of Finance and Economics, Central University of Finance and Economics, Central University of Finance and Economics and Stevens Institute of Technology
Downloads 62 (624,555)

Abstract:

Loading...

US Stock Market, Transformer, S&P 500, Return Rate Forecasting, Layered Backtesting