Professor John MoriartyProfessor of MathematicsEmail: j.moriarty@qmul.ac.ukTelephone: +44 (0)20 7882 2953Room Number: Mathematical Sciences Building, Room: MB-524Website: http://www.maths.qmul.ac.uk/people/jmoriartyProfileResearchPublicationsPublic EngagementProfileJohn Moriarty is Professor of Mathematics in the School of Mathematical Sciences, where he is also the School impact lead. He specialises in applied probability and applications in energy. Prior to joining Queen Mary, John was a Senior Lecturer in Probability and Statistics at the University of Manchester. He holds a BA in Mathematical Sciences, M.Sc. in Applied Statistics and D.Phil. in Mathematics from the University of Oxford. After the completion of his studies, he held a post-doctoral research fellowship at University College Cork. From 2013 to 2020 he held an EPSRC Early Career Research Fellowship, and from 2020-22 he holds a Research Fellowship at the Alan Turing Institute. He served as Principal Organiser for the 2019 Isaac Newton Institute programme on the Mathematics of Energy Systems.ResearchResearch Interests:My current research interests are in applied probability, real options analysis, and applications in energy. Please see my group web page(link is external) for a list of our recent publications and preprints, and also my Google Scholar page. (link is external). I am an EPSRC Early Career Research Fellow and other funding details can be found on the RCUK gateway to research(link is external).PublicationsMoriarty J, Martyr R, Perninge M (2022), Discrete-time risk-aware optimal switching with non-adapted costs Advances in Applied Probability $nameOfConference 10.1017/apr.2021.44 https://qmro.qmul.ac.uk/xmlui/handle/123456789/73586 Moriarty J, Vogrinc J, Zocca A (2021), A Metropolis-class sampler for targets with non-convex support Statistics and Computing $nameOfConference https://qmro.qmul.ac.uk/xmlui/handle/123456789/73598 Goodridge M, Moriarty J, Pizzoferrato A (2021), A rare-event study of frequency regulation and contingency services from grid-scale batteries Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences $nameOfConference 10.1098/rsta.2019.0433 https://qmro.qmul.ac.uk/xmlui/handle/123456789/69798 Martyr R, Moriarty J (2021), Nonzero-sum games of optimal stopping and generalised Nash equilibrium problems SIAM Journal on Control and Optimization $nameOfConference 10.1137/18M119803X https://qmro.qmul.ac.uk/xmlui/handle/123456789/69801 Goodridge MP, Moriarty J, Pizzoferrato A (2020), Distributions of cascade sizes in power system emergency response 2020 International Conference on Probabilistic Methods Applied to Power Systems, PMAPS 2020 - Proceedings $nameOfConference 10.1109/PMAPS47429.2020.9183642 Kosmala T, Martyr R, Moriarty J (2020), Markov risk mappings and risk-sensitive optimal prediction $journal $nameOfConference 10.48550/arxiv.2001.06895 Moriarty J, Vogrinc J, Zocca A (2018), Frequency violations from random disturbances: an MCMC approach $journal 2018 IEEE Conference on Decision and Control (CDC) 10.1109/cdc.2018.8619304 https://qmro.qmul.ac.uk/xmlui/handle/123456789/48483 Martyr R, Moriarty J, Beck C (2018), Optimal control of a commercial building's thermostatic load for off-peak demand response Journal of Building Performance Simulation $nameOfConference 10.1080/19401493.2018.1535624 https://qmro.qmul.ac.uk/xmlui/handle/123456789/49407 De Angelis T, Ferrari G, Moriarty J (2018), A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Non Convex Costs Mathematics of Operations Research $nameOfConference 10.1287/moor.2018.0934 https://qmro.qmul.ac.uk/xmlui/handle/123456789/36427 De Angelis T, Ferrari G, MORIARTY JM (2018), Nash equilibria of threshold type for two-player nonzero-sum games of stopping Annals of Applied Probability $nameOfConference 10.1214/17-AAP1301 https://qmro.qmul.ac.uk/xmlui/handle/123456789/22541 Johnson P, MORIARTY JM, Peskir G (2017), Detecting Changes in Real-Time Data: A User's Guide to Optimal Detection Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences $nameOfConference 10.1098/rsta.2016.0298 https://qmro.qmul.ac.uk/xmlui/handle/123456789/22489 Mijatovic A, MORIARTY JM, Vogrinc J (2017), Procuring load curtailment from local customers under uncertainty Philosophical Transactions A: Mathematical, Physical and Engineering Sciences $nameOfConference 10.1098/rsta.2016.0311 https://qmro.qmul.ac.uk/xmlui/handle/123456789/23520 Gonzalez J, MORIARTY JM, Palczewski J (2017), Bayesian calibration and number of jump components in electricity spot price models Energy Economics $nameOfConference 10.1016/j.eneco.2017.04.022 https://qmro.qmul.ac.uk/xmlui/handle/123456789/22719 De Angelis T, Ferrari G, Martyr R et al. (2017), Optimal entry to an irreversible investment plan with non convex costs Mathematics and Financial Economics $nameOfConference 10.1007/s11579-017-0187-y https://qmro.qmul.ac.uk/xmlui/handle/123456789/22543 MORIARTY JM, Gonzalez J, Kitapbayev Y et al. (2016), Application of sequential testing problem to online detection of transient stability status for power systems $journal 55th IEEE Conference on Decision and Control 10.1109/CDC.2016.7798484 https://qmro.qmul.ac.uk/xmlui/handle/123456789/53143 Schachter JA, Mancarella P, Moriarty J et al. (2016), Flexible investment under uncertainty in smart distribution networks with demand side response: Assessment framework and practical implementation Energy Policy $nameOfConference 10.1016/j.enpol.2016.07.038 https://qmro.qmul.ac.uk/xmlui/handle/123456789/18209 MORIARTY JM, Palczewski J (publicationYear), Real option valuation for reserve capacity European Journal of Operational Research $nameOfConference 10.1016/j.ejor.2016.07.003 https://qmro.qmul.ac.uk/xmlui/handle/123456789/13838 De Angelis T, Ferrari G, Moriarty J (2015), A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries SIAM Journal on Control and Optimization $nameOfConference 10.1137/14096801x https://qmro.qmul.ac.uk/xmlui/handle/123456789/12001 Public EngagementI am organising the 2019 programme on the Mathematics of Energy Systems(link is external) at the Isaac Newton Institute in Cambridge. Back to top