Dirk Neumann

University of Freiburg

Professor

Albert-Ludwigs-Universität Freiburg, Wirtscha.inf.

Kollegiengebäude II, Platz der Alten Synagoge

Freiburg im Breisgau, 79098

Germany

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 33,064

SSRN RANKINGS

Top 33,064

in Total Papers Downloads

2,327

SSRN CITATIONS

9

CROSSREF CITATIONS

3

Scholarly Papers (20)

1.

Buy on Bad News, Sell on Good News: How Insider Trading Analysis Can Benefit from Textual Analysis of Corporate Disclosures

FinanceCom 2012, Barcelona, Spain
Number of pages: 27 Posted: 30 Aug 2012 Last Revised: 19 Sep 2012
Michael Hagenau, Adriana Korczak and Dirk Neumann
University of Freiburg, University of Bristol and University of Freiburg
Downloads 473 (92,758)
Citation 2

Abstract:

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text mining, sentiment, textual analysis, insider trading, tone of news, corporate news

2.

What Matters Most? How Tone in Initial Public Offering Filings and Pre-IPO News Influences Stock Market Returns

Number of pages: 21 Posted: 24 Sep 2014
Stefan Feuerriegel, Jonas Schmitz and Dirk Neumann
LMU Munich, University of Freiburg and University of Freiburg
Downloads 357 (128,139)
Citation 1

Abstract:

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initial public offering, filings, information processing, sentiment analysis, text mining

3.

Effects Behind Words: Quantifying Qualitative Information in Corporate Announcements

Financial Management Association (FMA), European Conference 2011, Porto, Portugal
Number of pages: 19 Posted: 29 Aug 2012
University of Freiburg (Germany), University of Freiburg, University of Rostock and University of Freiburg
Downloads 189 (241,310)
Citation 2

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sentiment analysis, announcement study, asset pricing, analyst forecast revisions

4.

Information Processing of Foreign Exchange News: Extending the Overshooting Model to Include Qualitative Information from News Sentiment

Number of pages: 18 Posted: 08 May 2015
Stefan Feuerriegel, Georg Wolff and Dirk Neumann
LMU Munich, University of Freiburg - Information Systems Research and University of Freiburg
Downloads 186 (244,771)

Abstract:

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Information processing, economics of IS, decision analysis, country-level analysis, behavioral science, econometric analyses, cognitive bias, text mining

5.

When Machines Trade on Corporate Disclosures: Using Text Analytics for Investment Strategies

Number of pages: 30 Posted: 26 Sep 2021 Last Revised: 26 Oct 2021
Deka Investment GmbH, University of Freiburg, Deka Investment GmbHTechnical University of Darmstadt and University of Freiburg
Downloads 176 (256,845)

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Finance, investment strategies, machine learning, text mining, decision support

6.

Driven by News Tone? Understanding Information Processing When Covariates are Unknown: The Case of Natural Gas Price Movements

Number of pages: 11 Posted: 29 Jun 2015
University of Freiburg - Information Systems Research, Albert-Ludwigs-Universität Freiburg, University of Freiburg - Information Systems ResearchJustus Liebig University Giessen, LMU Munich and University of Freiburg
Downloads 172 (261,923)
Citation 1

Abstract:

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Information processing, human information processing, natural language processing, behavioral science, text mining, IS research

7.

The Tone of Financial News and the Perceptions of Stock and CDS Traders

Number of pages: 44 Posted: 09 Apr 2014 Last Revised: 04 Jul 2018
Michael Liebmann, Alexei G. Orlov and Dirk Neumann
University of Freiburg (Germany), Commodity Futures Trading Commission (CFTC) and University of Freiburg
Downloads 136 (317,528)
Citation 1

Abstract:

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News content analysis, sentiment analysis, financial news, investor perception, the Great Recession, news anticipation, post-announcement drift, semi-strong market efficiency

8.

The Effect of Autonomous Vehicles on Consumer Welfare in Ride-Hailing Markets

Number of pages: 42 Posted: 11 Sep 2020
University of Freiburg - Information Systems Research, Rotterdam School of Management and University of Freiburg
Downloads 99 (398,310)

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Autonomous Vehicles, Ride-Hailing, Two-Sided Matching Markets, Welfare Analysis

9.

Contract Durations in the Electricity Market: Causal Impact of 15 Min Trading on the EPEX SPOT Market

Energy Economics, 2017
Number of pages: 39 Posted: 05 Aug 2018
University of Freiburg - Information Systems Research, LMU Munich and University of Freiburg
Downloads 81 (451,215)
Citation 4

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Electricity Market; 15-Min Trading: Market Design; Contract Duration; Bayesian Structural Time Series; Policy Implications

10.

Cross Validation Based Transfer Learning for Financial Covariance Estimation: A Data-Driven Approach

Number of pages: 83 Posted: 05 Feb 2022
Torsten Mörstedt, Bernhard Lutz and Dirk Neumann
Deka Investment GmbH, University of Freiburg and University of Freiburg
Downloads 66 (505,155)

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Covariance estimation, transfer learning, non-linear shrinkage, second shrinkage target, data-driven approach, portfolio optimization

11.

News Sentiment and Overshooting of Exchange Rates

Feuerriegel, Stefan, Georg Wolff, and Dirk Neumann. "News Sentiment and Overshooting of Exchange Rates." Applied Economics 48.44 (2016): 4238-4250.
Number of pages: 33 Posted: 07 Aug 2018
Stefan Feuerriegel, Georg Wolff and Dirk Neumann
LMU Munich, University of Freiburg - Information Systems Research and University of Freiburg
Downloads 66 (505,155)
Citation 1

Abstract:

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exchange rate, overshooting model, news sentiment, multivariate analysis

12.

Language Sentiment in Fundamental and Noise Trading: Evidence from Crude Oil

Number of pages: 38 Posted: 28 Apr 2020
Simon Alfano, Stefan Feuerriegel and Dirk Neumann
University of Freiburg - Information Systems Research, LMU Munich and University of Freiburg
Downloads 62 (525,508)

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Kalman filter, State-space model, News sentiment, Noise trader theory, Crude oil

13.

Putting Big Data Analytics to Work: Feature Selection for Forecasting Electricity Prices Using the Lasso and Random Forests

Journal of Decision Systems, Vol 24, 2015
Number of pages: 27 Posted: 05 Aug 2018
Nicole Ludwig, Stefan Feuerriegel and Dirk Neumann
University of Freiburg - Information Systems Research, LMU Munich and University of Freiburg
Downloads 59 (533,974)
Citation 1

Abstract:

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Predictive Analytics\Sep Decision Support; Exogenous Predictors; Feature Selection; Electricity Prices; Weather Data

14.

Is More Information Better than Less? Understanding the Impact of Demand Response Mechanisms in Energy Markets

Number of pages: 12 Posted: 06 Aug 2018
LMU Munich, University of Freiburg and University of Freiburg
Downloads 47 (590,640)

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Green IT/IS, Business Value of IS/Value of IS, Demand-Side, Information Systems, Decision Making/Makers

15.

Understanding Negations in Information Processing: Learning from Replicating Human Behavior

Number of pages: 39 Posted: 19 Apr 2017
University of Freiburg - Information Systems ResearchJustus Liebig University Giessen, LMU Munich and University of Freiburg
Downloads 44 (606,394)
Citation 3

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unstructured data, information processing, decision-making, natural language processing, reinforcement learning, negations

16.

Negation Scope Detection for Sentiment Analysis: A Reinforcement Learning Framework for Replicating Human Interpretations

Number of pages: 38 Posted: 17 Dec 2020
University of Freiburg - Information Systems ResearchJustus Liebig University Giessen, LMU Munich, University of Freiburg and University of Freiburg
Downloads 35 (658,722)

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unstructured data, information processing, decision-making, natural language processing, reinforcement learning, negations

17.

Value and Granularity of ICT and Smart Meter Data in Demand Response Systems

Energy Economics, Vol. 54, 2016
Number of pages: 38 Posted: 05 Aug 2018
LMU Munich, University of Freiburg and University of Freiburg
Downloads 29 (699,401)

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Demand Response\Sep Load Shifting; Smart Meters; Electricity Markets; Information Granularity; Business Models

18.

Measuring the Financial Impact of Demand Response for Electricity Retailers

Number of pages: 40 Posted: 07 Aug 2018
Stefan Feuerriegel and Dirk Neumann
LMU Munich and University of Freiburg
Downloads 20 (770,495)
Citation 1

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Demand Response; Load Shifting; Economic Potential

19.

Integration Scenarios of Demand Response into Electricity Markets: Load Shifting, Financial Savings and Policy Implications

Feuerriegel, Stefan, and Dirk Neumann. "Integration Scenarios of Demand Response into Electricity Markets: Load Shifting, Financial Savings and Policy Implications." Energy Policy 96 (2016): 231-240.
Number of pages: 45 Posted: 07 Aug 2018
Stefan Feuerriegel and Dirk Neumann
LMU Munich and University of Freiburg
Downloads 17 (796,331)

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Demand Response, Load shifting, Economic potential, Policy implications, Optimization

20.

Cost Minimization of Large-Scale Infrastructure for Electricity Generation and Transmission

Number of pages: 37 Posted: 10 Jun 2019
University of Freiburg - Information Systems Research, LMU Munich and University of Freiburg
Downloads 13 (833,503)

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Energy; Electricity generation and transmission planning; Neighborhood heuristics; Metaheuristics; Variable neighborhood search; Real-world application