Personal profile
Research Interests
- Crypto & NFTs
- Financial Economics
- AI in Finance (Machine Learning, Deep Learning, NLP applications)
- Quantitative Applications in Transportation Research
Teaching Interests
- Corporate Finance
- Quantitative Finance
- AI in Finance
- Derivatives Modelling
Biography
Dr. Darren Shannon is an Associate Professor in Quantitative Finance at the Kemmy Business School, University of Limerick. He is also a senior researcher within the Centre for Emerging Risk Studies (CERS). Darren has an educational background in Mathematics (BSc), Computational Finance (MSc), and Applied Statistics (PhD), and serves as director of the Kemmy Business School’s MSc. in Finance and MSc. in Insurance and Risk Management. Darren's research interests involve studying the application of AI tools in Finance and emerging financial technologies (such as cryptocurrencies), while also exploring cross-disciplinary issues within transportation research, approaching the topic with an econometrics and mathematical finance lens. Darren is actively involved in large-scale European Commission-funded research projects that centre on capturing and assessing novel risk vectors. He contributes to the development of educational and data processing resources for law enforcement agencies investigating cryptocurrency-related cybercrimes as part of the Anti-FINTER and ENSEMBLE projects, funded under the EC's Internal Security Fund and Horizon Europe programmes respectively. He has also contributed to the successful completion of H2020 research projects VIDAS and Cloud-LSVA, which sought to quantitatively assess emerging risks associated with conventional and highly-automated vehicles.
External positions
Associate Editor, Transportation Research Interdisciplinary Perspectives, Elsevier
Keywords
- HG Finance
- AI in Finance
- Quantitative Finance
- Behavioral Finance
- HE Transportation and Communications
- Econometrics
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Collaborations and top research areas from the last five years
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Dutch auction dynamics in non-fungible token (NFT) markets
Shannon, D., Dowling, M., Zhaf, M. & Sheehan, B., Dec 2024, In: Economic Modelling. 141, 106882.Research output: Contribution to journal › Article › peer-review
Open Access -
The impact of monetary policy interventions on banking sector stocks: an empirical investigation of the COVID-19 crisis
O’Donnell, N., Shannon, D. & Sheehan, B., Dec 2024, In: Financial Innovation. 10, 1, 44.Research output: Contribution to journal › Article › peer-review
Open Access -
A vaccine for volatility? An empirical analysis of global stock markets and the impact of the COVID-19 vaccine
O'Donnell, N., Shannon, D. & Sheehan, B., Nov 2023, In: Journal of Economic Asymmetries. 28, e00331.Research output: Contribution to journal › Article › peer-review
Open Access -
On the benefits of insurance and disaster risk management integration for improved climate-related natural catastrophe resilience
Sheehan, B., Mullins, M., Shannon, D. & McCullagh, O., Dec 2023, In: Environment Systems and Decisions. 43, 4, p. 639-648 10 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Extending the Heston model to forecast motor vehicle collision rates
Shannon, D. & Fountas, G., Sep 2021, In: Accident Analysis and Prevention. 159, 106250.Research output: Contribution to journal › Article › peer-review
Open Access
Prizes
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President’s Research Excellence and Impact Award: Interdisciplinary Research
Shannon, D. (Recipient), 12 Nov 2024
Prize
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