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Germán G. Creamer

Stevens Institute of Technology

Associate Professor

1 Castle Point on Hudson

Hoboken, NJ 07030

United States

http://www.creamer-co.com

  • Stevens Institute of Technology

SCHOLARLY PAPERS

31

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CITATIONS
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15

Scholarly Papers (31)

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1.

Automated Trading with Boosting and Expert Weighting

Quantitative Finance, Vol. 4, No. 10, pp. 401–420 ,
Number of pages: 18 Posted: 17 Oct 2006 Last Revised: 20 Feb 2013
Germán G. Creamer and Yoav Freund
Stevens Institute of Technology and University of California, San Diego
Downloads 3,042 (1,849)
Citation 1

Abstract:

Automated trading, machine learning, algorithmic trading, boosting

2.

A Boosting Approach for Automated Trading

Journal of Trading, Vol. 2, No. 3, pp. 84-96.
Number of pages: 10 Posted: 17 Oct 2006 Last Revised: 20 Feb 2013
Germán G. Creamer and Yoav Freund
Stevens Institute of Technology and University of California, San Diego
Downloads 2,385 (3,293)
Citation 3

Abstract:

Automated trading, machine learning, algorithmic trading, boosting

3.

Using Adaboost for Equity Investment Scorecards

Howe School Research Paper, NIPS Workshop Machine Learning in Finance, 2005, Whistler, British Columbia, Canada
Number of pages: 25 Posted: 28 Oct 2006 Last Revised: 26 Jan 2014
Germán G. Creamer and Yoav Freund
Stevens Institute of Technology and University of California, San Diego
Downloads 759 (20,744)
Citation 4

Abstract:

Boosting, machine learning, corporate governance, balanced scorecard, planning, performance management

4.

Model Calibration and Automated Trading Agent for Euro Futures

Quantitative Finance, Vol. 12, No. 4, pp. 531-545, 2012
Number of pages: 27 Posted: 26 Mar 2012 Last Revised: 20 Feb 2013
Germán G. Creamer
Stevens Institute of Technology
Downloads 619 (26,442)

Abstract:

Automated trading, machine learning, algorithmic trading, agent based economics, trading agents, boosting

5.

Using Link Mining for Investment Decisions: Extending the Black Litterman Model

Howe School Research Paper No. 2015-50
Number of pages: 17 Posted: 19 Jun 2013 Last Revised: 04 Apr 2015
Germán G. Creamer
Stevens Institute of Technology
Downloads 449 (51,403)

Abstract:

Link mining, social network, machine learning, computational finance, portfolio optimization, boosting, Black Litterman model

6.

A Link Mining Algorithm for Earnings Forecast and Trading

Data Mining and Knowledge Discovery, Vol. 18, No. 3
Number of pages: 20 Posted: 17 Oct 2006 Last Revised: 20 Feb 2013
Germán G. Creamer and Salvatore Stolfo
Stevens Institute of Technology and Columbia University - Computer Science Department
Downloads 411 (47,646)

Abstract:

Link mining, link analysis, social network, machine learning, computational finance, boosting, time series, pattern analysis, data mining applications

7.

Open Regionalism in the Andean Community: Trade Creation and Social Access

Number of pages: 40 Posted: 20 Apr 2000
Germán G. Creamer
Stevens Institute of Technology
Downloads 275 (84,420)

Abstract:

Trade Liberalization, Open Regionalism, Latin America, Small Producers, Andean Community

8.

Using Boosting for Financial Analysis and Performance Prediction: Application To S&P 500 Companies, Latin American ADRs and Banks

Computational Economics, Vol. 36, No. 2, pp. 133-151
Number of pages: 10 Posted: 15 May 2010 Last Revised: 20 Feb 2013
Germán G. Creamer and Yoav Freund
Stevens Institute of Technology and University of California, San Diego
Downloads 242 (83,745)

Abstract:

Financial analysis, machine learning, adaboost, data mining

9.

Predicting Performance and Quantifying Corporate Governance Risk for Latin American Adrs and Banks

FINANCIAL ENGINEERING AND APPLICATIONS, MIT, Cambridge, 2004
Number of pages: 11 Posted: 20 Jun 2005 Last Revised: 20 Feb 2013
Germán G. Creamer and Yoav Freund
Stevens Institute of Technology and University of California, San Diego
Downloads 213 (97,755)
Citation 4

Abstract:

Corporate governance, machine learning, Adaboost, data mining

10.

Using Random Forests and Logistic Regression for Performance Prediction of Latin American ADRS and Banks

Journal of CENTRUM Cathedra, Vol. 2, Issue 1, pp. 24-36, 2009
Number of pages: 13 Posted: 13 Aug 2009 Last Revised: 20 Feb 2013
Germán G. Creamer
Stevens Institute of Technology
Downloads 203 (118,324)

Abstract:

financial analysis, machine learning, random forests, logistic regression, data mining

11.

Learning a Board Balanced Scorecard to Improve Corporate Performance

Decision Support Systems 49 (4): 365-385
Number of pages: 45 Posted: 17 Jun 2013
Germán G. Creamer and Yoav Freund
Stevens Institute of Technology and University of California, San Diego
Downloads 192 (81,531)
Citation 1

Abstract:

Boosting, machine learning, corporate governance, balanced scorecard, planning

12.

Leveraging a Call-Put Ratio as a Trading Signal

Howe School Research Paper No. 2015-49
Number of pages: 29 Posted: 27 Nov 2014 Last Revised: 17 May 2017
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology
Downloads 171 (87,786)

Abstract:

technical indicators; investor behavior; financial forecasting; option data; call-put ratio

13.

Semantic Frames to Predict Stock Price Movement

Proceedings of the 51st Annual Meeting of the Association for Computational Linguistics, pp. 873-883, Sofia, Bulgaria, August 2013
Number of pages: 11 Posted: 23 Aug 2013
Boyi Xie, Rebecca J. Passonneau, Leon Wu and Germán G. Creamer
Columbia University, Center for Computational Learning Systems, Columbia University and Stevens Institute of Technology
Downloads 164 (69,722)

Abstract:

semantic frames, natural language processing, NLP, computational linguistics, machine learning, text analysis, financial forecasting, asset pricing, computational finance

14.

Impact of Dynamic Corporate News Networks on Assets Return and Volatility

Social Computing (SocialCom), 2013 ASE/IEEE International Conference on , pp.809, Howe School Research Paper No. 2013-4
Number of pages: 6 Posted: 05 Jan 2013 Last Revised: 19 Jul 2017
Germán G. Creamer, Yong Ren and Jeffrey V. Nickerson
Stevens Institute of Technology, Stevens Institute of Technology - School of Business and Stevens Institute of Technology - School of Business
Downloads 138 (149,774)

Abstract:

Computational finance, social networks, common topics, text analysis, link mining, financial forecasting

15.

Non-Linear Forecasting of Energy Futures: Oil, Coal and Natural Gas

Howe School Research Paper No. 2014-42
Number of pages: 18 Posted: 20 Oct 2014 Last Revised: 12 Nov 2014
Germán G. Creamer
Stevens Institute of Technology
Downloads 110 (142,930)

Abstract:

Financial forecasting, lead-lag relationship, non-linear correlation, energy finance, random forest

16.

Can Sentiment Analysis and Option Volume Anticipate Future Returns?

Computational Economics, 2017, DOI: 10.1007/ s10614-017-9694-4, Stevens Institute of Technology School of Business Research Paper No. 2015–59,
Number of pages: 26 Posted: 29 May 2015 Last Revised: 19 Jul 2017
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology
Downloads 77 (110,621)

Abstract:

Social Media, Investor Sentiment, Behavioral Finance, Machine Learning

17.

Leveraging Social Media to Predict Continuation and Reversal in Asset Prices

Number of pages: 17 Posted: 29 Nov 2014 Last Revised: 03 Feb 2017
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology
Downloads 74 (170,233)

Abstract:

Social Media, Crowdsourcing, Sentiment

18.

News, Corporate Network and Price Discovery

Workshop on Information in Networks (WIN), September 2011
Number of pages: 5 Posted: 28 Mar 2012
Germán G. Creamer, Yong Ren and Jeffrey V. Nickerson
Stevens Institute of Technology, Stevens Institute of Technology - School of Business and Stevens Institute of Technology - School of Business
Downloads 71 (250,192)

Abstract:

19.

Segmentation and Automated Social Hierarchy Detection Through Email Network Analysis

ADVANCES IN WEB MINING AND WEB USAGE ANALYSIS - 9th WEBKDD and 1st SNA-KDD WORKSHOP at KDD 2007, Zhang et al. eds., Lecture Notes in Computer Science, Springer-Verlag, 2009
Number of pages: 19 Posted: 27 Mar 2012
Germán G. Creamer, Ryan Rowe, shlomo hershkop and Salvatore Stolfo
Stevens Institute of Technology, Independent, Columbia University - Department of Computer Science and Columbia University - Computer Science Department
Downloads 52 (290,191)

Abstract:

Social Network, Enron, Behavior Profile, Link Mining, Data Mining, Corporate Householding

20.

News and Sentiment Analysis of the European Market with a Hybrid Expert Weighting Algorithm

Social Computing (SocialCom), 2013 ASE/IEEE International Conference on , pp.391-396
Number of pages: 6 Posted: 27 Jan 2014
Germán G. Creamer, Yong Ren, Yasuaki Sakamoto and Jeffrey V. Nickerson
Stevens Institute of Technology, Stevens Institute of Technology - School of Business, AXA Direct Japan and Stevens Institute of Technology - School of Business
Downloads 49 (272,212)

Abstract:

Computational finance, text analysis, crowdsourcing, cognitive modeling, machine learning

21.

A Temporal Based Forensic Analysis of Electronic Communication

Digital Government Proceedings, San Diego, CA
Number of pages: 2 Posted: 26 Mar 2012
Germán G. Creamer, Salvatore Stolfo and shlomo hershkop
Stevens Institute of Technology, Columbia University - Computer Science Department and Columbia University - Department of Computer Science
Downloads 43 (333,056)
Citation 2

Abstract:

Social Networks, Email Mining, Histograms, Search, Email Visualization

22.

Emissions Abating Technology Adoption Under the SO2 Permit Market: A Social Networks Approach

Social Computing (SocialCom), 2013 ASE/IEEE International Conference, pp.744-749
Number of pages: 6 Posted: 27 Jan 2014
Bernardo Creamer and Germán G. Creamer
Universidad de las Americas and Stevens Institute of Technology
Downloads 20 (408,969)

Abstract:

Computational economics; energy economics; environmental economics; social networks; technological change

23.

Efficiency and Trade Network Analysis of the Electricity Market: 1985-2005

Social Computing (SocialCom), 2013 ASE/IEEE International Conference on , pp.936-939
Number of pages: 4 Posted: 27 Jan 2014
Bernardo Creamer and Germán G. Creamer
Universidad de las Americas and Stevens Institute of Technology
Downloads 12 (438,965)

Abstract:

Computational economics; DEA; efficiency; energy economics; environmental economics; social networks; technological change

24.

Efficiency of Hospital Cholera Treatment in Ecuador

Pan American Journal of Public Health Vol. 5, No. 2, pp. 77-87, 1999
Number of pages: 11 Posted: 26 Mar 2012
Germán G. Creamer, Ninfa León, Mark Kenber, Pablo Samaniego and Gregory Buchholz
Stevens Institute of Technology, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 10 (454,656)

Abstract:

Health Economics, Public Health, Cholera

25.

Linking Entity Resolution and Risk

Eastern Economic Journal, Vol. 37, Issue 1, pp. 150-164, 2011
Number of pages: 15 Posted: 05 Jan 2011
Germán G. Creamer
Stevens Institute of Technology
Downloads 3 (528,150)

Abstract:

26.

Network Structure and Systemic Risk in the European Equity Market

IEEE Systems Journal, Forthcoming
Number of pages: 10 Posted: 21 Jul 2017
Germán G. Creamer
Stevens Institute of Technology
Downloads 0 (519,041)

Abstract:

Social networks, text analysis, link mining, risk management, systemic risk

27.

Risk Premium of Social Media Sentiment

Stevens Institute of Technology School of Business Research Paper No. 2791876
Number of pages: 26 Posted: 09 Jun 2016 Last Revised: 08 May 2017
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology
Downloads 0 (142,930)

Abstract:

sentiment, social media, risk factors, asset pricing

28.

Ensembles of Crowds and Computers: Experiments in Forecasting

Stevens Institute of Technology School of Business Research Paper No. 2015–54,
Number of pages: 46 Posted: 14 Oct 2015 Last Revised: 14 Dec 2015
Germán G. Creamer, Yong Ren, Yasuaki Sakamoto and Jeffrey V. Nickerson
Stevens Institute of Technology, Stevens Institute of Technology - School of Business, AXA Direct Japan and Stevens Institute of Technology - School of Business
Downloads 0 (169,228)

Abstract:

Human machine ensembles, forecasting, Delphi method, crowdsourcing, machine learning

29.

Can a Corporate Network and News Sentiment Improve Portfolio Optimization Using the Black-Litterman Model?

Quantitative Finance 15 (8): 1405-1416, 2015
Number of pages: 18 Posted: 04 Oct 2015
Germán G. Creamer
Stevens Institute of Technology
Downloads 0 (163,565)

Abstract:

Link mining; Social network; Machine learning; Boosting; Text analysis; Portfolio optimization; Black-Litterman model

30.

Open Regionalism in the Andean Community: a Trade Flow Analysis

World Trade Review, Vol. 2, No. 1, pp. 101-118
Posted: 03 Aug 2010 Last Revised: 20 Feb 2013
Germán G. Creamer
Stevens Institute of Technology

Abstract:

economic integration, andean integration, open regionalism

31.

Open Regionalism in the Andean Community: Creation or Deviation of Commerce?

El Trimestre Economico, Vol. 71, No. 1, pp. 45-71, January-March 2004
Posted: 18 Oct 2006
Germán G. Creamer
Stevens Institute of Technology

Abstract:

liberalizacion de comercio, creacion de comercio, desviacion de comercio, integracion

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