Profile

John Moriarty is Professor of Mathematics in the School of Mathematical Sciences, where he is also the School impact lead. He specialises in applied probability, real options analysis, 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. He currently holds an EPSRC Early Career Research Fellowship, and serves as Principal Organiser for the 2019 Isaac Newton Institute programme on the Mathematics of Energy Systems.

Research

Research 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).

Publications

• De Angelis T, Ferrari G, MORIARTY JM (2018). Nash equilibria of threshold type for two-player nonzero-sum games of stopping. nameOfConference

  10.1214/17-AAP1301

  http://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. nameOfConference

  doi

  http://qmro.qmul.ac.uk/xmlui/handle/123456789/22489
• Mijatovic A, MORIARTY JM, Vogrinc J (2017). Procuring load curtailment from local customers under uncertainty. nameOfConference

  10.1098/rsta.2016.0311

  http://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. nameOfConference

  10.1016/j.eneco.2017.04.022

  http://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. nameOfConference

  10.1007/s11579-017-0187-y

  http://qmro.qmul.ac.uk/xmlui/handle/123456789/22543
• Gonzalez J, Kitapbayev Y, Guo T et al. (2016). Application of sequential testing problem to online detection of transient stability status for power systems. nameOfConference

  10.1109/CDC.2016.7798484

  http://qmro.qmul.ac.uk/xmlui/handle/123456789/16099
• 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. nameOfConference

  10.1016/j.enpol.2016.07.038

  http://qmro.qmul.ac.uk/xmlui/handle/123456789/18209
• De Angelis T, Ferrari G, Moriarty J (2015). A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries. nameOfConference

  10.1137/14096801X

  http://qmro.qmul.ac.uk/xmlui/handle/123456789/12001
• De Angelis T, Ferrari G, Moriarty J (2014). A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Non Convex Costs. nameOfConference

  10.2139/ssrn.2533999

  http://qmro.qmul.ac.uk/xmlui/handle/123456789/36427
• MORIARTY JM, Palczewski J (publicationYear). Real option valuation for reserve capacity. nameOfConference

  10.1016/j.ejor.2016.07.003

  http://qmro.qmul.ac.uk/xmlui/handle/123456789/13838

Public Engagement

I am organising the 2019 programme on the Mathematics of Energy Systems(link is external) at the Isaac Newton Institute in Cambridge.