Germán G. Creamer

Stevens Institute of Technology, School of Business

Associate Professor

1 Castle Point on Hudson

Hoboken, NJ 07030

United States

http://www.creamer-co.com

Columbia University - Department of Computer Science

Adjunct Associate Professor

New York, NY 10027

United States

  • Stevens Institute of Technology, School of Business

  • Columbia University - Department of Computer Science

SCHOLARLY PAPERS

43

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42

Scholarly Papers (43)

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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, School of Business and University of California, San Diego
Downloads 4,985 (2,714)
Citation 2

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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, School of Business and University of California, San Diego
Downloads 3,189 (5,825)
Citation 1

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Automated trading, machine learning, algorithmic trading, boosting

3.

Machine Learning in Energy Economics and Finance: A Review

Energy Economics, Vol. 81, 2019
Number of pages: 71 Posted: 15 Nov 2018 Last Revised: 08 Jun 2019
Hamed Ghoddusi, Germán G. Creamer and Nima Rafizadeh
California State Polytechnic University, San Luis Obispo, Stevens Institute of Technology, School of Business and HEC Montreal
Downloads 1,033 (33,206)
Citation 1

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Machine Learning, Energy Markets, Energy Finance, Support Vector Machine, Artificial Neural Network, Forecasting, Crude Oil, Electricity Price

4.

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, School of Business and University of California, San Diego
Downloads 1,014 (34,072)
Citation 4

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

5.

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, School of Business
Downloads 933 (38,333)

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

6.

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 Passonneau, Leon Wu and Germán G. Creamer
Columbia University, Center for Computational Learning Systems, Columbia University and Stevens Institute of Technology, School of Business
Downloads 830 (44,959)
Citation 1

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

7.

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 699 (56,651)
Citation 1

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

8.

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, School of Business and Columbia University - Computer Science Department
Downloads 558 (75,556)

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

9.

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, School of Business
Downloads 545 (77,802)

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

10.

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, School of Business and University of California, San Diego
Downloads 503 (85,922)

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

11.

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, School of Business and University of California, San Diego
Downloads 375 (121,124)

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Corporate governance, machine learning, Adaboost, data mining

12.

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 361 (126,464)
Citation 1

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Social Media, Investor Sentiment, Behavioral Finance, Machine Learning

13.

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, School of Business and University of California, San Diego
Downloads 355 (128,844)

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Financial analysis, machine learning, adaboost, data mining

14.

Machine Learning and AI: Editor’s Foreword

Quantitative Finance, 19 (9): 1445-1448 (2019)
Number of pages: 6 Posted: 23 Sep 2019
Germán G. Creamer, Gary Kazantsev and Tomaso Aste
Stevens Institute of Technology, School of Business, Bloomberg L.P. and University College London
Downloads 341 (134,640)

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machine learning, finance, financial forecasting, microstructure, option pricing, investment

15.

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, School of Business
Downloads 317 (145,440)

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

16.

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 313 (147,431)

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Social Media, Crowdsourcing, Sentiment

17.

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, School of Business
Downloads 279 (166,262)
Citation 1

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

18.

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, School of Business
Downloads 266 (174,491)

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

19.

Non-Linear Forecasting of Energy Futures

In R. Bembenik, L. Skonieczny, G. Protaziuk, M. Kryszkiewicz, H. Rybinski, Intelligent Methods and Big Data in Industrial Applications, Series Studies in Big Data, Lecture Notes in Computer Science, Springer-Verlag, 2019. Initially published at: Howe School Research Paper No. 2014-42
Number of pages: 12 Posted: 20 Oct 2014 Last Revised: 27 Jan 2019
Germán G. Creamer
Stevens Institute of Technology, School of Business
Downloads 249 (186,335)

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Financial forecasting, lead-lag relationship, non-linear correlation, energy finance, support vector machine

20.

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, School of Business, Stevens Institute of Technology - School of Business and Stevens Institute of Technology - School of Business
Downloads 224 (206,333)
Citation 2

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

21.

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, School of Business, Stevens Institute of Technology - School of Business, AXA Direct Japan and Stevens Institute of Technology - School of Business
Downloads 210 (219,239)

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

22.

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 155 (285,645)

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sentiment analysis, risk management, forecasting

23.

A Multivariate Distance Nonlinear Causality Test Based on Partial Distance Correlation: A Machine Learning Application to Energy Futures

Quantitative Finance, 2019, 19 (9): 1531-1542.
Number of pages: 27 Posted: 23 Sep 2019
Germán G. Creamer and Chihoon Lee
Stevens Institute of Technology, School of Business and Stevens Institute of Technology
Downloads 118 (352,353)

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financial forecasting, lead-lag relationship, nonlinear correlation, energy finance, support vector machine, Brownian partial distance correlation, random forests

24.

Time Series Forecasting With a Learning Algorithm: An Approximate Dynamic Programming Approach

22nd International Conference on Computational Statistics (COMPSTAT) 2016, Oviedo, Spain, August 2016
Number of pages: 12 Posted: 08 Feb 2019
Ricardo Collado and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology, School of Business
Downloads 110 (370,324)

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computational fi nance, machine learning, dynamic programming, time series

25.

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, School of Business, Stevens Institute of Technology - School of Business, AXA Direct Japan and Stevens Institute of Technology - School of Business
Downloads 108 (375,050)
Citation 1

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

26.

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, School of Business, Stevens Institute of Technology - School of Business and Stevens Institute of Technology - School of Business
Downloads 99 (397,856)

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27.

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, School of Business, Independent, Columbia University - Department of Computer Science and Columbia University - Computer Science Department
Downloads 96 (405,871)

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

28.

Overallocation and Correction of Carbon Emissions in the Evaluation of Carbon Footprint

Sustainability 13, no. 24: 13613 https://doi.org/10.3390/su132413613
Number of pages: 14 Posted: 15 Mar 2021 Last Revised: 12 Sep 2022
Alex Gurvich and Germán G. Creamer
PFM Asset Management and Stevens Institute of Technology, School of Business
Downloads 79 (457,307)

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Carbon Emissions, Carbon Reserves, Carbon Footprint, Scope 1, Scope 2, Scope 3, Reserves

29.

A Textual Analysis Algorithm for the Equity Market: The European Case

The Journal of Investing, 25 (3) 105-116; DOI: doi/10.3905/joi.2016.25.3.105, 2016
Number of pages: 20 Posted: 07 Feb 2019
Germán G. Creamer, Yong Ren, Yasuaki Sakamoto and Jeffrey V. Nickerson
Stevens Institute of Technology, School of Business, Stevens Institute of Technology - School of Business, AXA Direct Japan and Stevens Institute of Technology - School of Business
Downloads 75 (471,073)
Citation 1

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

30.

Network Structure and Systemic Risk in the European Equity Market

IEEE Systems Journal, 12 (1): 1090-1098, 2018
Number of pages: 10 Posted: 21 Jul 2017 Last Revised: 07 Feb 2019
Germán G. Creamer
Stevens Institute of Technology, School of Business
Downloads 66 (504,551)
Citation 1

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

31.

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, School of Business, Columbia University - Computer Science Department and Columbia University - Department of Computer Science
Downloads 66 (504,551)

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

32.

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, School of Business
Downloads 45 (600,380)

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

33.

A Non-linear Dependence Analysis of Oil, Coal and Natural Gas Futures with Brownian Distance Correlation

in Lakkaraju et al. Energy Market Prediction: Papers from the AAAI Fall Symposium. Technical Report FS-14-02, Washington DC: 9-14 (2014)
Number of pages: 8 Posted: 08 Feb 2019
Germán G. Creamer and Bernardo Creamer
Stevens Institute of Technology, School of Business and Universidad de las Americas
Downloads 41 (622,443)

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financial forecasting, lead-lag relationship, non-linear correlation, energy finance

34.

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, School of Business
Downloads 35 (657,944)

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

35.

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, School of Business, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 31 (684,282)

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Health Economics, Public Health, Cholera

36.

Volatility and Risk in the Energy Market: A Trade Network Approach

Creamer, Germán G., and Tal Ben-Zvi. 2021. "Volatility and Risk in the Energy Market: A Trade Network Approach" Sustainability 13, no. 18: 10199. https://doi.org/10.3390/su131810199
Number of pages: 16 Posted: 28 Sep 2021
Germán G. Creamer and Tal ben Zvi
Stevens Institute of Technology, School of Business and affiliation not provided to SSRN
Downloads 26 (720,709)

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social networks, link mining, risk management, volatility forecast, energy finance, computational finance

37.

Trading Network and Systemic Risk in the Energy Market

2016 International Conference on Behavioral, Economic and Socio-cultural Computing (BESC), Durham, NC, 2016: 1-6.
Number of pages: 6 Posted: 08 Feb 2019
Germán G. Creamer
Stevens Institute of Technology, School of Business
Downloads 26 (720,709)

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causality, coal, power markets, risk analysis, time series

38.

Emissions Abating Technology Adoption in a Coal Trading Network

Social Network Analysis and Mining, Vol. 8(21), December 2018
Number of pages: 11 Posted: 07 Feb 2019
Germán G. Creamer and Bernardo Creamer
Stevens Institute of Technology, School of Business and Universidad de las Americas
Downloads 21 (761,055)

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Social Networks, Link Mining, Computational Economics, Environmental Economics, Energy Economics, Technological Change, Technical Efficiency, Data Envelopment Analysis

39.

Linking Entity Resolution and Risk

“Linking Entity Resolution and Risk: A boosting approach.” Eastern Economic Journal 37: 150-164, 2011
Number of pages: 22 Posted: 07 Feb 2019
Germán G. Creamer
Stevens Institute of Technology, School of Business
Downloads 19 (777,934)

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credit risk; boosting, machine learning, entity resolution, computational finance

40.

Discovering Organizational Hierarchy through a Corporate Ranking Algorithm: The Enron Case

Hindawi, Complexity, Volume 2022, Article ID 8154476, https://doi.org/10.1155/2022/8154476
Posted: 16 Nov 2022
Germán G. Creamer, Salvatore Stolfo, Mateo Creamer, shlomo hershkop and Ryan Rowe
Stevens Institute of Technology, School of Business, Columbia University - Computer Science Department, Stanford Graduate School of Business, Columbia University - Department of Computer Science and Independent
Downloads 8 (881,303)

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

41.

Carbon Risk Factor Framework

The Journal of Portfolio Management https://doi.org/10.3905/jpm.2022.1.416 © 2022 PMR
Posted: 02 Sep 2021 Last Revised: 12 Sep 2022
Alex Gurvich and Germán G. Creamer
PFM Asset Management and Stevens Institute of Technology, School of Business

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Carbon Risk Factor, Risk Premia, Risk Premium, Carbon Emissions, Carbon Reserves, Portfolio Construction

42.

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, School of Business

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economic integration, andean integration, open regionalism

43.

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, School of Business

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