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School of Mathematics

John Moriarty

John Moriarty

Senior Lecturer in Probability and Statistics
EPSRC Early Career Research Fellow

Room 2.242
School of Mathematics,
University of Manchester
Oxford Road, Manchester M13 9PL, UK
j.moriarty [ 'at' symbol ] manchester.ac.uk
Tel: +44 (0) 161 275 5883
Fax: +44 (0) 161 306 3220

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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. In 2014-2015 our group will comprise three postdoctoral researchers and four PhD students.

Group members and vacancies

Current group members

Postdoctoral: We have recently been successful in attracting new postdoctoral funding. Please get in touch if you are interested in a postdoctoral position involving both probablity theory and interdisciplinary applications in engineering.

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 two innovative startup companies:

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.

Current projects

To represent our current activity, working titles of current manuscripts are provided with author lists. Links to published preprints are provided.

2014 2013

Publications

Peer reviewed journal articles and (peer reviewed conference papers). For open access versions please also see my automatically generated University publications page.

2014

2013 2012 2011 2009 2007

Teaching and Outreach

Curriculum Vitae

Pdf

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