Biography
Dr. Darren Shannon is a Lecturer in Quantitative Finance in the Department of Accounting and Finance, University of Limerick, and a researcher in the Emerging Risk Group (ERG). Prior to receiving his PhD in Applied Statistics, he completed an MSc. in Computational Finance, and a BSc. in Mathematics. He has contributed heavily to two EU H2020 research projects (VIDAS and Cloud-LSVA) that identified and addressed emerging risks associated with conventional and highly-automated vehicles. Darren continues to be engaged with the research community on facilitating the timely integration of advanced-tech vehicles onto public roads. His research focus is split between developing high-impact outputs for emergent topics in finance (green finance, application of ML/DL models), and for transportation safety and risk pricing (econometrics of road collisions, the insurability of connected and autonomous vehicles).
Research Interests
Finance
- Quantitative Finance
- Applied Finance (Machine Learning / Deep Learning applications)
- Event Studies
Transportation Research
- Econometrics of Collisions
- Insurability of Connected and Automated Vehicles (CAVs)
- Transportation Forecasting (Volume and Safety)
Publications
Book Chapters
Application of the data model: Pillar three
Heep-Altiner M.;Mullins M.;Rohlfs T.;Eberle M.;Falk M.;Haeusler V.;Kuhn R.;Limberg N.;Schultheiß K.;Sebralla F.;Shannon D.
(2018)
Application of the data model: Pillar three
In Contributions to Management Science;
pp. 141-199
DOI: 10.1007/978-3-319-77060-4_4
Peer Reviewed Journals
Immune or at-risk? Stock markets and the significance of the COVID-19 pandemic.
O'Donnell N;Shannon D;Sheehan B;
(2021)
Immune or at-risk? Stock markets and the significance of the COVID-19 pandemic.
In Journal Of Behavioral And Experimental Finance;
DOI: 10.1016/j.jbef.2021.100477
[ULIR]
Connected and autonomous vehicle injury loss events: Potential risk and actuarial considerations for primary insurers
Shannon, D., Jannusch, T., David‐Spickermann, F., Mullins, M., Cunneen, M., & Murphy, F
(2021)
Connected and autonomous vehicle injury loss events: Potential risk and actuarial considerations for primary insurers
In Risk Management And Insurance Review;
pp. 5-35
DOI: https://doi.org/10.1111/rmir.12168
[ULIR]
Smartphone Use While Driving: An Investigation of Young Novice Driver (YND) Behaviour
Jannusch T.;Shannon D.;Völler M.;Murphy F.;Mullins M.
(2021)
Smartphone Use While Driving: An Investigation of Young Novice Driver (YND) Behaviour
In Transportation Research Part F: Traffic Psychology And Behaviour;
pp. 209-220
DOI: 10.1016/j.trf.2020.12.013
[ULIR]
Exploring the role of delta-V in influencing occupant injury severities - A mediation analysis approach to motor vehicle collisions
Shannon D.;Murphy F.;Mullins M.;Rizzi L.
(2020)
Exploring the role of delta-V in influencing occupant injury severities - A mediation analysis approach to motor vehicle collisions
In Accident Analysis And Prevention;
DOI: 10.1016/j.aap.2020.105577
[ULIR]
Exploring the price of motor vehicle collisions - A compensation cost approach
Shannon D.;Rizzi L.;Murphy F.;Mullins M.
(2020)
Exploring the price of motor vehicle collisions - A compensation cost approach
In Transportation Research Interdisciplinary Perspectives;
DOI: 10.1016/j.trip.2020.100097
[ULIR]
Autonomous Vehicles and Avoiding the Trolley (Dilemma): Vehicle Perception, Classification, and the Challenges of Framing Decision Ethics
Cunneen M.;Mullins M.;Murphy F.;Shannon D.;Furxhi I.;Ryan C.
(2019)
Autonomous Vehicles and Avoiding the Trolley (Dilemma): Vehicle Perception, Classification, and the Challenges of Framing Decision Ethics
In Cybernetics And Systems;
DOI: 10.1080/01969722.2019.1660541
[ULIR]
Applying crash data to injury claims - an investigation of determinant factors in severe motor vehicle accidents
Shannon, D;Murphy, F;Mullins, M;Eggert, J
(2018)
Applying crash data to injury claims - an investigation of determinant factors in severe motor vehicle accidents
In Accident Analysis And Prevention;
OXFORD :
PERGAMON-ELSEVIER SCIENCE LTD
pp. 244-256
DOI: 10.1016/j.aap.2018.01.037
[ULIR]