Prof John Moriarty
Professor of Mathematics
Impact Lead
School of Mathematical Sciences
Queen Mary University of London
Queen Mary University of London
Research
Applied probability, Optimal stopping, Stochastic control
Interests
I am an applied probabilist with research interests in optimal stopping and stochastic control, focusing particularly on their interface with geometry.Publications
Publications of specific relevance to the Centre for Probability, Statistics and Data Science2022
Markov risk mappings and risk-sensitive optimal predictionKosmala T, Martyr R and Moriarty J
Mathematical Methods of Operations Research, Springer Nature vol. 97 (1), 91-116.
27-11-2022
Discrete-time risk-aware optimal switching with non-adapted costsMoriarty J, Martyr R and Perninge M
Advances in Applied Probability, Applied Probability Trust
06-06-2022
2021
A Metropolis-class sampler for targets with non-convex supportMoriarty J, Vogrinc J and Zocca A
Statistics and Computing, Springer (Part of Springer Nature)
15-09-2021
Reinforcing the role of competition platformsArvizu JM, Mason LR and Moriarty J
Patterns, Elsevier vol. 2 (8)
01-08-2021
Large fluctuations in locational marginal pricesNesti T, Moriarty J, Zocca A and Zwart B
Philosophical Transactions of The Royal Society a Mathematical Physical and Engineering Sciences, The Royal Society vol. 379 (2202)
07-06-2021
A rare-event study of frequency regulation and contingency services from grid-scale batteriesGoodridge M, Moriarty J and Pizzoferrato A
Philosophical Transactions of The Royal Society a: Mathematical, Physical and Engineering Sciences, Royal Society, The
07-06-2021
Introduction: the mathematics of energy systemsMancarella P, Moriarty J, Philpott A, Veraart A, Zachary S and Zwart B
Philosophical Transactions of The Royal Society a Mathematical Physical and Engineering Sciences, The Royal Society vol. 379 (2202)
07-06-2021
Risk-Constrained Minimization of Combined Event Detection and Decision Time for Online Transient Stability AssessmentGonzalez J, Papadopoulos PN, Milanović JV, Peskir G and Moriarty J
Ieee Transactions on Smart Grid, Institute of Electrical and Electronics Engineers (Ieee) vol. 12 (5), 4564-4572.
03-06-2021
Nonzero-sum games of optimal stopping and generalised Nash equilibrium problemsMartyr R and Moriarty J
Siam Journal on Control and Optimization, Society For Industrial and Applied Mathematics
15-04-2021
2020
Distributions of cascade sizes in power system emergency responseGoodridge MP, Moriarty J and Pizzoferrato A
2020 International Conference on Probabilistic Methods Applied to Power Systems (PMAPS). vol. 00, 1-6.
21-08-2020
2019
A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous timeHamadène S, Martyr R and Moriarty J
Advances in Applied Probability, Cambridge University Press (Cup) vol. 51 (2), 425-442.
01-06-2019
Imbalance Market Real Options and the Valuation of Storage in Future Energy SystemsMoriarty J and Palczewski J
Risks, Mdpi vol. 7 (2)
11-04-2019
2018
Frequency violations from random disturbances: an MCMC approachMoriarty J, Vogrinc J and Zocca A
2018 IEEE Conference on Decision and Control (CDC). vol. 00, 1598-1603.
17-12-2018
Optimal control of a commercial building's thermostatic load for off-peak demand responseMartyr R, Moriarty J and Beck C
Journal of Building Performance Simulation, Taylor & Francis vol. 12 (5), 580-594.
07-11-2018
A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Non Convex CostsDe Angelis T, Ferrari G and Moriarty J
Mathematics of Operations Research, Informs
20-09-2018
Nash equilibria of threshold type for two-player nonzero-sum games of stoppingDe Angelis T, Ferrari G and MORIARTY JM
Annals of Applied Probability, Institute of Mathematical Statistics
03-03-2018
2017
Detecting Changes in Real-Time Data: A User's Guide to Optimal DetectionJohnson P, MORIARTY JM and Peskir G
Philosophical Transactions of The Royal Society a: Mathematical, Physical and Engineering Sciences, Royal Society, The
10-07-2017
Procuring load curtailment from local customers under uncertaintyMijatovic A, MORIARTY JM and Vogrinc J
Philosophical Transactions a: Mathematical, Physical and Engineering Sciences, Royal Society, The
10-07-2017
Energy management: flexibility, risk and optimizationMoriarty J and Mancarella P
Philosophical Transactions of The Royal Society a Mathematical Physical and Engineering Sciences, The Royal Society vol. 375 (2100)
10-07-2017
Bayesian calibration and number of jump components in electricity spot price modelsGonzalez J, MORIARTY JM and Palczewski J
Energy Economics, Elsevier vol. 65, 375-388.
03-05-2017
Optimal entry to an irreversible investment plan with non convex costsDe Angelis T, Ferrari G, Martyr R and MORIARTY JM
Mathematics and Financial Economics, Springer Verlag
29-04-2017
2016
Application of sequential testing problem to online detection of transient stability status for power systemsMORIARTY JM, Gonzalez J, Kitapbayev Y, Guo T, Milanovic J and Peskir G
55th IEEE Conference on Decision and Control.
29-12-2016
Flexible investment under uncertainty in smart distribution networks with demand side response: Assessment framework and practical implementationSchachter JA, Mancarella P, Moriarty J and Shaw R
Energy Policy vol. 97, 439-449.
01-10-2016
Real option valuation for reserve capacityMORIARTY JM and Palczewski J
European Journal of Operational Research
09-07-2016
2015
A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping BoundariesDe Angelis T, Ferrari G and Moriarty J
Siam Journal on Control and Optimization, Society For Industrial & Applied Mathematics (Siam) vol. 53 (3), 1199-1223.
01-01-2015
Stochastic control and real options valuation of thermal storage-enabled demand response from flexible district energy systemsKitapbayev Y, Moriarty J and Mancarella P
Applied Energy, Elsevier vol. 137, 823-831.
01-01-2015
2014
Risk-sensitive optimal switching and applications to district energy systemsGonzalez J and Moriarty J
2014 International Conference on Probabilistic Methods Applied to Power Systems (PMAPS)., 1-6.
01-07-2014
Analysis of spike train data: A multivariate mixed effects model for phase and amplitudeHadjipantelis PZ, Aston JAD, Müller H-G and Moriarty J
Electronic Journal of Statistics, Institute of Mathematical Statistics vol. 8 (2)
01-01-2014
2013
Function-valued traits in evolutionHadjipantelis PZ, Jones NS, Moriarty J, Springate DA and Knight CG
Journal of The Royal Society Interface, The Royal Society vol. 10 (82)
06-05-2013
A real options assessment of operational flexibility in district energy systemsKitapbayev Y, Moriarty J, Mancarella P and Blöchle M
2013 10th International Conference on the European Energy Market (EEM)., 1-7.
01-05-2013
Robust estimation of microbial diversity in theory and in practiceHaegeman B, Hamelin J, Moriarty J, Neal P, Dushoff J and Weitz JS
The Isme Journal: Multidisciplinary Journal of Microbial Ecology, Oxford University Press (Oup) vol. 7 (6), 1092-1101.
14-02-2013
Evolutionary inference for function-valued traits: Gaussian process regression on phylogeniesJones NS and Moriarty J
Journal of The Royal Society Interface, The Royal Society vol. 10 (78)
06-01-2013
The early phase of a radiation accident: Revisiting thinking on evacuation and exclusion zonesFrench S, Argyris N, Nuttall WJ, Moriarty J and Thomas PJ
ISCRAM 2013 Conference Proceedings - 10th International Conference on Information Systems for Crisis Response and Management., 296-300.
01-01-2013
2011
The resource valuation and optimisation model-real impact from real optionsEvatt GW, Johnson PV, Moriarty J, Duck PW, Howell SD and Tonkin C
35th APCOM Symposium - Application of Computers and Operations Research in the Minerals Industry, Proceedings., 535-545.
01-12-2011
Phylogenetic inference for function-valued traits: speech sound evolutionGroup TFP
Trends in Ecology & Evolution, Elsevier vol. 27 (3), 160-166.
10-11-2011
2010
The expected lifetime of an extraction projectEvatt GW, Johnson PV, Duck PW, Howell SD and Moriarty J
Proceedings of The Royal Society A, The Royal Society vol. 467 (2125), 244-263.
28-07-2010
2009
Reflected Brownian motion in a wedge: sum-of-exponential stationary densitiesDieker AB and Moriarty J
Electronic Communications in Probability, Institute of Mathematical Statistics vol. 14 (none), 1-16.
01-01-2009
2008
Exit problems associated with affine reflection groupsDoumerc Y and Moriarty J
Probability Theory and Related Fields, Springer Nature vol. 145 (3-4), 351-383.
07-08-2008
2007
Bounds on the distribution of the number of gaps when circles and lines are covered by fragments: Theory and practical application to genomic and metagenomic projectsMoriarty J, Marchesi JR and Metcalfe A
Bmc Bioinformatics, Springer Nature vol. 8 (1)
02-03-2007
Grants
Grants of specific relevance to the Centre for Probability, Statistics and Data ScienceAir quality in urban areas: Harnessing data to breathe easy - 1 day workshopJohn Moriarty
£1,250 Alan Turing Institute, The
01-07-2019 - 31-07-2019
Markov Chain Optimisation for Energy SystemsJohn Moriarty
£493,259 EPSRC Engineering and Physical Sciences Research Council
25-04-2017 - 30-06-2020
MY-STOREJohn Moriarty
£85,856 EPSRC Engineering and Physical Sciences Research Council
01-01-2016 - 30-06-2019