Professor John Moriarty

Professor of Mathematics
School of Mathematical Sciences
Queens’ Building, Mile End Campus
+44 (0)20 7882 2953
j.moriarty@qmul.ac.uk
www.qmul.ac.uk/maths/profiles/moriartyj.html
Research
applied probability, real options analysis, applications in energy
Interests
John Moriarty is Professor of Mathematics in the School of Mathematical Sciences, where he is also the School impact lead. 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, MSc in Applied Statistics and DPhil 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.
His current research interests are in applied probability, real options analysis, and applications in energy. He is an EPSRC Early Career Research Fellow and other funding details can be found on the RCUK gateway to research.
Publications

Publications of specific relevance to Applied Data Science
2019

Martyr R,
Moriarty J and Beck C (2019).
Optimal control of a commercial building's thermostatic load for off-peak demand response. Journal of Building Performance Simulation vol. 12, (5) 580-594.
10.1080/19401493.2018.15356242018

De Angelis T, Ferrari G and
Moriarty J (2018).
A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Non Convex Costs. Informs Mathematics of Operations Research 10.1287/moor.2018.0934
De Angelis T, Ferrari G and
MORIARTY JM (2018).
Nash equilibria of threshold type for two-player nonzero-sum games of stopping. Institute of Mathematical Statistics Annals of Applied Probability 10.1214/17-AAP13012017

Johnson P,
MORIARTY JM and Peskir G (2017).
Detecting Changes in Real-Time Data: A User's Guide to Optimal Detection. Royal Society, The Philosophical Transactions of The Royal Society a: Mathematical, Physical and Engineering Sciences 10.1098/rsta.2016.0298
Mijatovic A,
MORIARTY JM and Vogrinc J (2017).
Procuring load curtailment from local customers under uncertainty. Royal Society, The Philosophical Transactions a: Mathematical, Physical and Engineering Sciences 10.1098/rsta.2016.0311
Gonzalez J,
MORIARTY JM and Palczewski J (2017).
Bayesian calibration and number of jump components in electricity spot price models. Elsevier Energy Economics vol. 65, 375-388.
10.1016/j.eneco.2017.04.022
De Angelis T, Ferrari G, Martyr R and
MORIARTY JM (2017).
Optimal entry to an irreversible investment plan with non convex costs. Springer Verlag Mathematics and Financial Economics 10.1007/s11579-017-0187-y2016

Schachter JA, Mancarella P,
Moriarty J and Shaw R (2016).
Flexible investment under uncertainty in smart distribution networks with demand side response: Assessment framework and practical implementation. Energy Policy vol. 97, 439-449.
10.1016/j.enpol.2016.07.0382015

De Angelis T, Ferrari G and
Moriarty J (2015).
A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries. Society For Industrial & Applied Mathematics (Siam) Siam Journal On Control and Optimization vol. 53, (3) 1199-1223.
10.1137/14096801x
Grants

Grants of specific relevance to Applied Data Science
Research Fellowship for Data-Centric Engineering ProgrammeMoriarty J and Kosmala T
£276,297
The Alan Turing Institute (25-04-2020 - 24-04-2022)
Markov chain optimisation for energy systems (Ext.)Moriarty J£576,855
Engineering and Physical Sciences Research Council (24-04-2017 - 29-06-2020)
Summary
Optimal Prediction in Local Electricity MarketsMoriarty J£214,717
Engineering and Physical Sciences Research Council (31-08-2015 - 24-04-2017)
Summary