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

  • University of Limerick, Ireland

SCHOLARLY PAPERS

5

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1,077

SSRN CITATIONS
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Top 26,992

in Total Papers Citations

24

CROSSREF CITATIONS

12

Scholarly Papers (5)

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1.

Valuation of a Cashflow CDO Without Monte Carlo Simulation

Number of pages: 25 Posted: 16 Sep 2009
Donal A. Gallagher, James P. Gleeson, Chris Kenyon and Roland Lichters
Quaternion Risk Management, University of Limerick, Ireland, MUFG Securities EMEA plc and Quaternion Risk Management
Downloads 563 (78,820)

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
Mikko Kivela, Alex Arenas, Marc Barthelemy, James P. Gleeson, Yamir Moreno and Mason Alexander Porter
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 332 (146,617)
Citation 60

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 134 (339,221)
Citation 18

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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
James P. Gleeson, Davide Cellai, Jukka-Pekka Onnela, Mason Alexander Porter and Felix Reed-Tsochas
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 38 (679,966)
Citation 4

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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 10 (901,644)

Abstract:

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