Professor John Moriarty
Professor of Mathematics
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.
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).
De Angelis T, Ferrari G, MORIARTY JM (2018). Nash equilibria of threshold type for two-player nonzero-sum games of stopping. nameOfConference
Johnson P, MORIARTY JM, Peskir G (2017). Detecting Changes in Real-Time Data: A User's Guide to Optimal Detection. nameOfConference
Mijatovic A, MORIARTY JM, Vogrinc J (2017). Procuring load curtailment from local customers under uncertainty. nameOfConference
Gonzalez J, MORIARTY JM, Palczewski J (2017). Bayesian calibration and number of jump components in electricity spot price models. nameOfConference
De Angelis T, Ferrari G, Martyr R et al. (2017). Optimal entry to an irreversible investment plan with non convex costs. nameOfConference
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
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
De Angelis T, Ferrari G, Moriarty J (2015). A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries. nameOfConference
De Angelis T, Ferrari G, Moriarty J (2014). A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Non Convex Costs. nameOfConference
MORIARTY JM, Palczewski J (publicationYear). Real option valuation for reserve capacity. nameOfConference
I am organising the 2019 programme on the Mathematics of Energy Systems(link is external) at the Isaac Newton Institute in Cambridge.