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School of Mathematics

John Moriarty

John Moriarty

Research Visitor

School of Mathematics,
University of Manchester
Oxford Road, Manchester M13 9PL, UK
j.moriarty [ 'at' symbol ]

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Research interests

The current focus of our group is the application of probability theory at the interface between mathematical finance and power systems engineering. From 2013 to 2017 I have an EPSRC Early Career Research Fellowship titled Optimal prediction in local electricity markets focusing on the pricing and hedging of risk in electricity demand, for better balancing of future power systems.

Group members and vacancies

Current group members

Postdoctoral: Our postdoctoral positions are currently filled.

PhD: Our group generally accepts one new PhD student per year. Please get in touch if you have good Mathematics degrees to Masters or MMath level with a strong component of probability or statistics courses.

Internships: These are short, focused projects, typically involving scientific programming and with a well-defined outcome, and can be offered at undergraduate, Masters and PhD level. Again please do not hesitate to get in touch if you are interested!

Industrial collaborations

Our group is delighted to be algorithm provider to the innovative startup company Upside, with whom we collaborate through PhD student Zehui Jin and postoctoral researcher Jhonny Gonzalez, funded by the Technology Strategy Board and EPSRC. We also provide algorithms to a startup electricity supplier.

Consultancy services

We carry out a limited amount of consultancy activity in order to maximise the impact of our work. Our most recent project was the practical application of Real Options Analysis for Electricity North West Ltd.


Peer reviewed journal articles and (peer reviewed conference papers).




2013 2012 2011 2009 2007


Where software is developed in the course of our research, implementations are made available here for use or download as appropriate. All software is provided 'as is' and without warranties of any kind.

Teaching and Outreach

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