Stefan Feuerriegel

ETH Zürich

Weinbergstr. 56/58

Zürich, 8092

Switzerland

http://www.mis.ethz.ch/

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 48,171

SSRN RANKINGS

Top 48,171

in Total Papers Downloads

1,208

SSRN CITATIONS

9

CROSSREF CITATIONS

3

Scholarly Papers (18)

1.

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
ETH Zürich, University of Freiburg and University of Freiburg
Downloads 331 (117,175)

Abstract:

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

2.

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
ETH Zürich, University of Freiburg - Information Systems Research and University of Freiburg
Downloads 165 (229,287)

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

3.

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, ETH Zürich and University of Freiburg
Downloads 146 (253,722)
Citation 1

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

4.

I Will Survive: Predicting Business Failures From Customer Ratings

Marketing Science, Forthcoming
Number of pages: 50 Posted: 07 Jul 2021
Christof Naumzik, Stefan Feuerriegel and Markus Weinmann
ETH Zürich, ETH Zürich and University of Cologne
Downloads 105 (323,433)

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hidden Markov model; customer ratings; business failure; service management

5.

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
ETH Zürich, University of Freiburg - Information Systems Research and University of Freiburg
Downloads 54 (469,644)
Citation 1

Abstract:

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exchange rate, overshooting model, news sentiment, multivariate analysis

6.

Forecasting Electricity Prices With Machine Learning: Predictor Sensitivity

Number of pages: 29 Posted: 08 Jun 2020
Christof Naumzik and Stefan Feuerriegel
ETH Zürich and ETH Zürich
Downloads 48 (494,207)

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Electricity prices, forecasting, time series, machine learning, sensitivity analysis, machine learning

7.

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
Joscha Märkle-Huß, Stefan Feuerriegel and Dirk Neumann
University of Freiburg - Information Systems Research, ETH Zürich and University of Freiburg
Downloads 48 (494,207)
Citation 4

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

8.

Using explainable artificial intelligence to improve process quality: Evidence from semiconductor manufacturing

Senoner, J., Netland, T., and Feuerriegel, S. (2021) Using explainable artificial intelligence to improve process quality: Evidence from semiconductor manufacturing. Management Science. Forthcoming.
Number of pages: 33 Posted: 11 Oct 2021
Julian Senoner, Torbjørn Netland and Stefan Feuerriegel
affiliation not provided to SSRN, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and ETH Zürich
Downloads 47 (498,622)

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manufacturing, quality management, artificial intelligence, SHAP value method

9.

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, ETH Zürich and University of Freiburg
Downloads 44 (511,870)

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

10.

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, ETH Zürich and University of Freiburg
Downloads 40 (530,663)
Citation 1

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

11.

Short-Term Dynamics of Day-Ahead and Intraday Electricity Prices

International Journal of Energy Sector Management, Vol. 11 Issue: 4, pp.557-573, doi.org/10.1108/IJESM-05-2016-0009
Number of pages: 31 Posted: 20 Aug 2018
Georg Wolff and Stefan Feuerriegel
University of Freiburg - Information Systems Research and ETH Zürich
Downloads 39 (535,571)
Citation 1

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Electricity, Price Modeling, Renewable Energies, External Drivers, Weather Influence, Time Series Analysis, Autoregressive Model

12.

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

Number of pages: 12 Posted: 06 Aug 2018
Stefan Feuerriegel, Philipp Bodenbenner and Dirk Neumann
ETH Zürich, University of Freiburg and University of Freiburg
Downloads 39 (535,571)

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

13.

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, ETH Zürich and University of Freiburg
Downloads 38 (540,603)
Citation 3

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

14.

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
Stefan Feuerriegel, Philipp Bodenbenner and Dirk Neumann
ETH Zürich, University of Freiburg and University of Freiburg
Downloads 20 (650,263)

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

15.

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, ETH Zürich, University of Freiburg and University of Freiburg
Downloads 16 (679,217)

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

16.

Measuring the Financial Impact of Demand Response for Electricity Retailers

Number of pages: 40 Posted: 07 Aug 2018
Stefan Feuerriegel and Dirk Neumann
ETH Zürich and University of Freiburg
Downloads 13 (702,281)
Citation 1

Abstract:

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Demand Response; Load Shifting; Economic Potential

17.

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
ETH Zürich and University of Freiburg
Downloads 12 (710,179)

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

18.

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

Number of pages: 37 Posted: 10 Jun 2019
Joscha Märkle-Huß, Stefan Feuerriegel and Dirk Neumann
University of Freiburg - Information Systems Research, ETH Zürich and University of Freiburg
Downloads 3 (781,008)

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