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| Dr. German Gonzalo Creamer, PhD, CFA | |  |
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| | Dr. German Gonzalo Creamer, PhD, CFA | | Associate Professor of Quantitative Finance | | |
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QF 301:Financial Time Series
This course will cover the main topics of the analysis of time series to evaluate risk and return of the main products of capital markets (equity, fixed income, and derivatives). Students will work with historical databases, conduct their own analysis, and test trading strategies based on the techniques reviewed during the class. |
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QF 302:Financial Market Microstructure
This course will offer students an understanding of the main micro-structural features of financial markets, and the opportunity to test and practice different trading strategies. The course concentrates on the operations of exchanges, trading systems and broker/dealer intermediaries. Students will have a high level view of the trading decision process, market structure design, and market structure regulation. The course is based on computer simulations that recreate a trading environment and the typical challenges faced by professional traders. |
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| | School: Howe School of Technology Management | | Department: Quantitative Finance | Research Center: Center for Decision Technologies
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| | Research & Education | |
| | 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
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| | | Research | | Computational Finance, Risk Management, Automated Trading, Decision Support Systems and Machine Learning Applications to Finance. |
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| | Experience & Service | |
| | General Information | | Germán Creamer has been a senior manager in the Risk, Information and Banking Division in American Express where he worked in the enterprise-wide risk management and the information management groups. He has taught at Columbia University, Tulane University, and in several leading Latin American business schools. Professor Creamer has been the manager of planning and economic studies at Banco del Pacífico (Ecuador), program officer for the United Nations Development Programme, and economic advisor to the president of Ecuador, and to the government of Equatorial Guinea. He has also consulted for several hedge funds and international organizations such as United Nations Development Programme, World Bank, and US Agency for International Development.
Dr. Creamer has a PhD in Computer Science (specialized on computational finance), a MSc in Financial Engineering, both from Columbia University, and a PhD in Economics from the University of Notre Dame. He has published several books and articles, and presented several papers in major conferences in his area of specialization. Professor Creamer is also a CFA charter holder. His current area of research is on algorithmic trading, risk management, financial information systems and data mining/machine learning applications to finance. | | Institutional Service | | 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
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| | Achievements & Professional Societies | |
| | Honors & Awards | | 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). | | 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
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| | | 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). | | Professional Societies | | American Finance Association, Financial Management Association, CFA Institute, Eastern Economic Association. |
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| | Selected Publications | |
| Journals
German Creamer. (Mar 22, 2012). Model Calibration and Automated Trading Agent for Euro Futures, Quantitative Finance. 12 (4), 531-545. Link to paper .
German Creamer. (2011). Linking Entity Resolution and Risk, Eastern Economic Journal. 37 (1), 150-164. Download This is a post-peer-review, pre-copyedit version of an article published in the Eastern Economic Journal. The definitive publisher-authenticated version is available online here .
German Creamer and Yoav Freund. (Nov 1, 2010). "Learning a Board Balanced Scorecard to Improve Corporate Performance", Decision Support Systems, 49 (4), 365-385. Link to paper .
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 , 36 (2), 133-151. Link to paper .
German Creamer and Yoav Freund. (Apr 2010). "Automated Trading with Boosting and Expert Weighting", Quantitative Finance, 4 (10), 401–420. Link to paper .
German Creamer and Sal Stolfo. (2009). "A Link Mining Algorithm for Earnings Forecast and Trading", Data Mining and Knowledge Discovery, 3 (18), 419-445. Link to paper .
German Creamer and Yoav Freund. (2007). "A Boosting Approach for Automated Trading", Journal of Trading, 3 (2), Link to paper .
German Creamer. (2004). "Regionalismo Abierto en la Comunidad Andina: creacion o desviacion de comercio", El Trimestre Economico, (281).
German Creamer. (2003). "Open Regionalism in the Andean Region: A trade flow analysis", World Trade Review, 1 (2), Download (113 kb PDF) Copyright holder: Cambridge University Press .
German Creamer et al. (1999). "Cost of Hospital Cholera Treatment in Ecuador", Pan American Journal of Public Health, 2 (5), 77-87. Link to paper .
German Creamer. (1994). "La apertura de la economia ecuatoriana al Grupo Andino: el rol de los bienes de consumo basico", Politicas Agricolas, (0).
German Creamer. (1994). "Integracion del Ecuador en el Mercado Andino: evaluacion del impacto macroeconomico y sectorial", Cuestiones Economicas, (21).
Conference Proceedings
Ryan Rowe, German Creamer, Shlomo Hershkop and Sal Stolfo. (Aug 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. Download (1078 kb PDF) Link to paper .
German Creamer and Yoav Freund. (Aug 2006). "A Boosting Approach for Automated Trading", Data Mining for Business Applications Workshop on International Conference on Knowledge Discovery and Data Mining (KDD), Philadelphia. Download (171 kb PDF).
German Creamer and Sal Stolfo. (Aug 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. Download (204 kb PDF).
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. Link to paper .
German Creamer and Yoav Freund. (Nov 2004). "Predicting Performance and Quantifying Corporate Governance Risk for Latin American ADRs and Banks", Financial Engineering and Applications conference, MIT-Cambridge. Link to paper .
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. Link to a revised version of the paper .
Books
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. Quito.
German Creamer. (1992). Redistribution, Inflation and Adjustment Policies: A Macro Neo-Structuralist Model for Ecuador, ILDIS.
Allan Castelnuovo and German Creamer. (1987). La Desarticulacion del Mundo Andino, Abya-Yala Press. Quito.
Book Chapters
German Creamer. (2009). "Andean Community", The Princeton Encyclopedia of the World Economy, Kenneth A. Reinert & Ramkishen S. Rajan , Princeton University Press. Link to book (Google preview) .
German Creamer, Ryan Rowe, Shlomo Hershkop and Sal Stolfo. (2008). "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. , Lecture Notes in Computer Science, Springer-Verlag. Link to paper .
German Creamer and Maria Herrera. (1993). "Ecuador: de la exportacion al petroleo", Las Economias Andinas, Clark Reynolds, Reinhardt Wettmann and Cesar Ferrari, ILDIS. Lima.
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