diff --git a/CMakeLists.txt b/CMakeLists.txt
index 1ebad35d61d..f911d243e47 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -590,6 +590,14 @@ IF (LAPACK_FOUND AND NOT (DARWIN AND RModular))
 	ENDIF()
 ENDIF()
 
+FIND_PACKAGE(Cereal)
+IF(NOT CEREAL_FOUND)
+	include(external/Cereal)
+	LIST(APPEND INCLUDES ${CEREAL_INCLUDE_DIRS})
+ELSE()
+	LIST(APPEND INCLUDES ${CEREAL_INCLUDE_DIRS})
+ENDIF()
+
 FIND_PACKAGE(GLPK)
 IF (GLPK_FOUND)
 	SET(USE_GLPK 1)
diff --git a/cmake/FindCereal.cmake b/cmake/FindCereal.cmake
new file mode 100644
index 00000000000..5ed51bd3e35
--- /dev/null
+++ b/cmake/FindCereal.cmake
@@ -0,0 +1,19 @@
+# - Try to find Cereal Serialization Library
+#
+# This sets the following variables:
+# CEREAL_FOUND - True if Cereal was found.
+# CEREAL_INCLUDE_DIRS - Directories containing the Cereal include files.
+
+find_path(CEREAL_INCLUDE_DIR cereal
+	HINTS "$ENV{CMAKE_SOURCE_DIR}/include" "/usr/include" "$ENV{CMAKE_BINARY_DIR}/cereal/include")
+
+set(CEREAL_INCLUDE_DIRS ${CEREAL_INCLUDE_DIR})
+
+include(FindPackageHandleStandardArgs)
+find_package_handle_standard_args(Cereal DEFAULT_MSG CEREAL_INCLUDE_DIR)
+
+mark_as_advanced(CEREAL_INCLUDE_DIR)
+
+if(CEREAL_FOUND)
+  MESSAGE(STATUS "Found Cereal: ${CEREAL_INCLUDE_DIRS}")
+endif(CEREAL_FOUND)
diff --git a/cmake/external/Cereal.cmake b/cmake/external/Cereal.cmake
new file mode 100644
index 00000000000..05add8b2a54
--- /dev/null
+++ b/cmake/external/Cereal.cmake
@@ -0,0 +1,14 @@
+include(ExternalProject)
+ExternalProject_Add(
+	Cereal
+	PREFIX ${CMAKE_BINARY_DIR}/Cereal
+	DOWNLOAD_DIR ${THIRD_PARTY_DIR}/Cereal
+    URL https://github.com/USCiLab/cereal/archive/v1.1.2.tar.gz
+	URL_MD5 34d4ad174acbff005c36d4d10e48cbb9
+	CMAKE_ARGS -DCMAKE_C_FLAGS:STRING=${CMAKE_C_FLAGS}${CMAKE_DEFINITIONS}
+		-DCMAKE_CXX_FLAGS:STRING=${CMAKE_CXX_FLAGS}${CMAKE_DEFINITIONS}
+	INSTALL_COMMAND ""
+	)
+
+SET(CEREAL_INCLUDE_DIRS ${CMAKE_BINARY_DIR}/Cereal/src/Cereal/include)
+LIST(APPEND SHOGUN_DEPENDS Cereal)