User profiles for G. G. Creamer
Germán G. CreamerStevens Institute of Technology, Columbia University Verified email at stevens.edu Cited by 1511 |
Machine learning in energy economics and finance: A review
Abstract Machine learning (ML) is generating new opportunities for innovative research in
energy economics and finance. We critically review the burgeoning literature dedicated to …
energy economics and finance. We critically review the burgeoning literature dedicated to …
Semantic frames to predict stock price movement
Semantic frames are a rich linguistic resource. There has been much work on semantic frame
parsers, but less that applies them to general NLP problems. We address a task to predict …
parsers, but less that applies them to general NLP problems. We address a task to predict …
Can a corporate network and news sentiment improve portfolio optimization using the Black–Litterman model?
GG Creamer - Quantitative Finance, 2015 - Taylor & Francis
… and Creamer, G., Semantic frames to predict stock price movement. In Proceedings of the
51st Annual Meeting of the Association for Computational Linguistics, 2013 (Association for …
51st Annual Meeting of the Association for Computational Linguistics, 2013 (Association for …
[PDF][PDF] Carbon risk factor framework
A Gurvich, GG Creamer - The Journal of Portfolio Management, 2022 - researchgate.net
This research provides new perspectives on carbon risk factors by using raw carbon footprint
data, applying more accurate measurement of carbon footprint data, analyzing the global …
data, applying more accurate measurement of carbon footprint data, analyzing the global …
Can sentiment analysis and options volume anticipate future returns?
P Houlihan, GG Creamer - Computational Economics, 2017 - Springer
This paper evaluates the question of whether sentiment extracted from social media and
options volume anticipates future asset return. The research utilized both textual based data …
options volume anticipates future asset return. The research utilized both textual based data …
Forecasting Emerging Pandemics with Transfer Learning and Location-aware News Analysis
Monitoring and forecasting epidemic diseases are of prime importance to public health
organizations and policymakers in taking proper measures and adjusting prevention tactics. …
organizations and policymakers in taking proper measures and adjusting prevention tactics. …
Predicting performance and quantifying corporate governance risk for latin american adrs and banks
GG Creamer, Y Freund - Financial Engineering and Applications …, 2004 - papers.ssrn.com
The objective of this paper is to demonstrate how the boosting approach can be used to
quantify the corporate governance risk in the case of Latin American markets. We compare our …
quantify the corporate governance risk in the case of Latin American markets. We compare our …
[HTML][HTML] Hybrid Human and Machine Learning Algorithms to Forecast the European Stock Market
This paper explores the power of news sentiment to predict financial returns, particularly the
returns of a set of European stocks. Building on past decision support work going back to the …
returns of a set of European stocks. Building on past decision support work going back to the …
Impact of dynamic corporate news networks on asset return and volatility
GG Creamer, Y Ren… - … international conference on …, 2013 - ieeexplore.ieee.org
This paper analyzes the relationship between asset return, volatility and the centrality
indicators of a corporate news network conducting a longitudinal network analysis. We build a …
indicators of a corporate news network conducting a longitudinal network analysis. We build a …
Leveraging a call-put ratio as a trading signal
P Houlihan, GG Creamer - Quantitative Finance, 2019 - Taylor & Francis
We examine whether a put-call ratio, derived from a unique set of market data, can be used
to predict directional moves in asset prices during various market conditions between March …
to predict directional moves in asset prices during various market conditions between March …