Dr. German Gonzalo Creamer, PhD, CFA

Associate Professor of Quantitative Finance

Faculty/Professor
Building: Babbio 637

Publications

  1. German Creamer, Clark W. Reynolds and K.S. Kim (1997) "Ecuador en la Economia Mundial: El regionalismo abierto y la participacion del Ecuador en el Grupo Andino, el Tratado Norteamericano de Libre Comercio y la Cuenca del Pacifico", Corporacion Editora Nacional.

  2. Allan Castelnuovo and German Creamer (1987) "La Desarticulacion del Mundo Andino", Abya-Yala Press.

  3. German Creamer and Yoav Freund (Dec 2010) "Automated Trading with Boosting and Expert Weighting", Quantitative Finance, Vol. 4( 10), p. 401–420.

  4. German Creamer (1992) "Redistribution, Inflation and Adjustment Policies: A Macro Neo-Structuralist Model for Ecuador", ILDIS.

  5. German Creamer and Sal Stolfo (2009) "A Link Mining Algorithm for Earnings Forecast and Trading", Data Mining and Knowledge Discovery, Vol. 3( 18), p. 419-445.

  6. German Creamer and Maria Herrera (1993) "Las Economias Andinas", Clark Reynolds, Reinhardt Wettmann and Cesar Ferrari, ILDIS.

  7. German Creamer (2004) "Regionalismo Abierto en la Comunidad Andina: creacion o desviacion de comercio", El Trimestre Economico, ( 281).

  8. German Creamer (1994) "La apertura de la economia ecuatoriana al Grupo Andino: el rol de los bienes de consumo basico", Politicas Agricolas.

  9. German Creamer (2003) "Open Regionalism in the Andean Region: A trade flow analysis", World Trade Review, Vol. 1( 2).

  10. German Creamer (1994) "Integracion del Ecuador en el Mercado Andino: evaluacion del impacto macroeconomico y sectorial", Cuestiones Economicas, ( 21).

  11. German Creamer et al (1999) "Cost of Hospital Cholera Treatment in Ecuador", Pan American Journal of Public Health, Vol. 2( 5), p. 77-87.

  12. German Creamer and Yoav Freund (2010) "Using Boosting for Financial Analysis and Performance Prediction: application to S&P 500 companies, Latin American ADRs and banks", Computational Economics, Vol. 36( 2), p. 133-151.

  13. German Creamer and Yoav Freund (2007) "A Boosting Approach for Automated Trading", Journal of Trading, Vol. 3( 2).

  14. German Creamer and Yoav Freund (Dec 2010) "Learning a Board Balanced Scorecard to Improve Corporate Performance", Decision Support Systems, Vol. 49( 4), p. 365-385.

  15. Ryan Rowe, German Creamer, Shlomo Hershkop and Sal Stolfo (Dec 2007) "Automated Social Hierarchy Detection through Email Network Analysis", Proceedings of the Web Mining and Social Network Analysis Workshop on International Conference on Knowledge Discovery and Data Mining (KDD), San Jose, CA, Lecture Notes in Computer Science, Springer-Verlag.

  16. German Creamer (2011) "None supplied", Linking Entity Resolution and Risk, Eastern Economic Journal, Vol. 37( 1), p. 150-164.

  17. German Creamer, Ryan Rowe, Shlomo Hershkop and Sal Stolfo (2008) "Advances in Web Mining and Web Usage Analysis - 9th WEBKDD and 1st SNA-KDD Workshop at KDD 2007", Zhang et al., Lecture Notes in Computer Science, Springer-Verlag.

  18. German Creamer (Dec 2012) "None supplied", Model Calibration and Automated Trading Agent for Euro Futures, Quantitative Finance, Vol. 12( 4), p. 531-545.

  19. German Creamer and Sal Stolfo (Dec 2006) "A Link Mining Algorithm for Earnings Forecast Using Boosting", Link Analysis: Dynamics and Statics of Large Networks Workshop on International Conference on Knowledge Discovery and Data Mining (KDD), Philadelphia.

  20. German Creamer and Yoav Freund (Dec 2006) "A Boosting Approach for Automated Trading", Data Mining for Business Applications Workshop on International Conference on Knowledge Discovery and Data Mining (KDD), Philadelphia.

  21. Sal Stolfo, German Creamer and Shlomo Hershkop (2006) "A Temporal Based Forensic Analysis of Electronic Communication", National Conference on Digital Government Research, San Diego, California.

  22. German Creamer and Yoav Freund (Dec 2004) "Predicting Performance and Quantifying Corporate Governance Risk for Latin American ADRs and Banks", Financial Engineering and Applications conference, MIT-Cambridge.

  23. German Creamer (1999) "Open Regionalism, Trade Liberalization and the Role of Small Producers in the Case of Ecuador and the Andean Community", Business Association of Latin American Studies (BALAS) Conference, New Orleans.

  24. German Creamer (2009) "The Princeton Encyclopedia of the World Economy", Kenneth A. Reinert & Ramkishen S. Rajan, Princeton University Press.

Email: german.creamer@stevens.edu
Personal website: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=487822

Education

  • Ph.D., Computer Science (computational finance), 2007, Columbia University
  • M.Sc., Financial Engineering, 2002, Columbia University
  • Ph.D., Economics, 1993, University of Notre Dame
  • M.A., Economics, 1989, University of Notre Dame
  • Licentiate, Sociology, 1986, Pontifical Catholic University of Ecuador                        
  • Licentiate, Psychology, 1985,Pontifical Catholic University of Ecuador    

Research Projects Interests

Computational Finance, Risk Management, Automated Trading, Decision Support Systems and Machine Learning Applications to Finance.

Awards and Honors

 Knight's Capital Prize for Best Use of Data in the annual Algorithmic Trading competition run by the University College London, 2011.

Bright Idea Award, Stillman School of Business at Seton Hall University and the New Jersey Policy Research Organization, 2010

American Express Leadership Award on Innovation, 2007.

Biography published since 1998 at: “Who’s Who in the World”, “Who’s Who in Finance and Industry”, “Who’s Who in America?”, “Who’s Who in American Education “ (2004-; Marquis).

 

Professional Organizations and Societies

American Finance Association, Financial Management Association, CFA Institute, Eastern Economic Association.

Patents/Inventions

Methods, systems, and computer program products for generating data quality indicators for relationships in a database, Publication number: US 2009/0094237 A1, Issued patent: US8060502 (Issue date Nov 15, 2011).

Grants/Contracts/Funds

  • Board of Regents, State of Louisiana, grant for establishing a “Risk Management System of Latin American Capital Markets”, 1999-2002.
  • MacArthur Foundation / Institute of Peace Studies Scholarship, University of Notre Dame, 1989.
  • Institute for the Study of World Politics Scholarship, 1989.
  • Kellogg Institute, University of Notre Dame, 1989.
  • Fulbright Scholar, 1986

Academic Activities/Services

Prepared proposal that led to the development of the Hanlon Financial System Lab: a $500,000+, multi-functional, institute level trading lab dedicated to the research and teaching of financial markets.
 
Committees: 
  • Business and Technology Undergraduate Curriculum Committe
  • Finance Group
  • Advisor financial engineering and quantitative finance students 
  • PhD Committee
  • Business Intelligence and Analytics Committee
  • Strategic Planning Committee