James P. Gleeson

University of Limerick, Ireland

Professor of Industrial and Applied Mathematics

MACSI

Dept of Mathematics and Statistics

Limerick

Ireland

http://www.ul.ie/gleesonj

SCHOLARLY PAPERS

5

DOWNLOADS

956

SSRN CITATIONS
Rank 33,646

SSRN RANKINGS

Top 33,646

in Total Papers Citations

12

CROSSREF CITATIONS

12

Scholarly Papers (5)

1.

Valuation of a Cashflow CDO Without Monte Carlo Simulation

Number of pages: 25 Posted: 16 Sep 2009
Quaternion Risk Management, University of Limerick, Ireland, MUFG Securities EMEA plc and Quaternion Risk Management
Downloads 529 (73,806)

Abstract:

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cashflow CDO, CLO, tranche, pricing, derivatives, credit, Monte Carlo, simulation

2.

Multilayer Networks

M. Kivelä et al [2014]., Journal of Complex Networks, Vol. 2, No. 3: 203–271
Number of pages: 69 Posted: 18 Oct 2013 Last Revised: 20 Apr 2015
Aalto University, Rovira i Virgili University - Departament d'Enginyeria Informatica i Matematiques, Centre d’Analyse et de Mathématique Sociales (CAMS, CNRS-EHESS), University of Limerick, Ireland, University of Zaragoza and University of Oxford
Downloads 267 (158,542)
Citation 50

Abstract:

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networks, multilayer networks, multiplex networks, interdependent networks, networks of networks, interconnected networks

3.

A Framework for Analyzing Contagion in Banking Networks

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-14
Number of pages: 24 Posted: 19 Oct 2011 Last Revised: 28 Nov 2018
Thomas R. Hurd and James P. Gleeson
McMaster University - Department of Mathematics and Statistics and University of Limerick, Ireland
Downloads 127 (303,459)
Citation 18

Abstract:

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Systemic risk, banking network, contagion, random graph, cascade condition, credit risk, financial mathematics, assortativity

4.

A Simple Generative Model of Collective Online Behaviour

Proceedings of the National Academy of Sciences of the USA, vol. 111 no. 29, 10411-10415.
Number of pages: 36 Posted: 19 Jun 2013 Last Revised: 18 Apr 2020
University of Limerick, Ireland, University of Limerick - Department of Mathematics and Statistics, Harvard University, University of Oxford and University of Oxford - Said Business School
Downloads 28 (634,800)
Citation 4

Abstract:

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modelling, collective behaviour, online social networks, branching processes, complex systems

5.

Nonlinear Random Walks Optimize the Trade-Off between Cost and Prevention in Epidemics Lockdown Measures: The Esir Model

Number of pages: 9 Posted: 17 Feb 2022
Bram A. Siebert, James P. Gleeson and Malbor Asllani
University of Limerick, University of Limerick, Ireland and University College Dublin
Downloads 5 (824,907)

Abstract:

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-- epidemics spreading-- Pareto optimization-- nonlinear random walks-- epidemiological models