John Moriarty
John Moriarty
School of Mathematical Sciences, Queen Mary University of London
Verified email at
Cited by
Cited by
Robust estimation of microbial diversity in theory and in practice
B Haegeman, J Hamelin, J Moriarty, P Neal, J Dushoff, JS Weitz
The ISME journal 7 (6), 1092-1101, 2013
Stochastic control and real options valuation of thermal storage-enabled demand response from flexible district energy systems
Y Kitapbayev, J Moriarty, P Mancarella
Applied Energy 137, 823-831, 2015
On the free energy of a directed polymer in a Brownian environment
J Moriarty, N O'Connell
arXiv preprint math/0606296, 2006
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
AB Dieker, J Moriarty
Electronic Communications in Probability 14, 1-16, 2009
The expected lifetime of an extraction project
GW Evatt, PV Johnson, PW Duck, SD Howell, J Moriarty
Proceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2011
Evolutionary inference for function-valued traits: Gaussian process regression on phylogenies
NS Jones, J Moriarty
Journal of The Royal Society Interface 10 (78), 20120616, 2013
Flexible investment under uncertainty in smart distribution networks with demand side response: assessment framework and practical implementation
JA Schachter, P Mancarella, J Moriarty, R Shaw
Energy Policy 97, 439-449, 2016
Phylogenetic inference for function-valued traits: speech sound evolution
TFP Group
Trends in ecology & evolution 27 (3), 160-166, 2012
Function-valued traits in evolution
PZ Hadjipantelis, NS Jones, J Moriarty, DA Springate, CG Knight
Journal of The Royal Society Interface 10 (82), 20121032, 2013
Nash equilibria of threshold type for two-player nonzero-sum games of stopping
T De Angelis, G Ferrari, J Moriarty
The Annals of Applied Probability 28 (1), 112-147, 2018
Precise Laser Initiated Closure of Multimegavolt Spark Gaps
JJ Moriarty, HI Milde, JR Bettis, AH Guenther
Review of Scientific Instruments 42 (12), 1767-1776, 1971
A nonconvex singular stochastic control problem and its related optimal stopping boundaries
T De Angelis, G Ferrari, J Moriarty
SIAM Journal on Control and Optimization 53 (3), 1199-1223, 2015
Bayesian calibration and number of jump components in electricity spot price models
J Gonzalez, J Moriarty, J Palczewski
Energy Economics 65, 375-388, 2017
Real option valuation for reserve capacity
J Moriarty, J Palczewski
European Journal of Operational Research 257 (1), 251-260, 2017
A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs
TD Angelis, G Ferrari, J Moriarty
Mathematics of Operations Research 44 (2), 512-531, 2019
A real options assessment of operational flexibility in district energy systems
Y Kitapbayev, J Moriarty, P Mancarella, M Blöchle
2013 10th International Conference on the European Energy Market (EEM), 1-7, 2013
A Markov chain Monte Carlo with Gibbs sampling approach to anisotropic receiver function forward modeling
EA Wirth, MD Long, JC Moriarty
Geophysical Journal International 208 (1), 10-23, 2017
Analysis of spike train data: A multivariate mixed effects model for phase and amplitude
PZ Hadjipantelis, JAD Aston, HG Müller, J Moriarty
Electronic Journal of Statistics 8 (2), 1797-1807, 2014
Risk-sensitive optimal switching and applications to district energy systems
J Gonzalez, J Moriarty
2014 International Conference on Probabilistic Methods Applied to Power …, 2014
American call options for power system balancing
J Moriarty, J Palczewski
Available at ssrn. com/abstract 2508258, 2014
The system can't perform the operation now. Try again later.
Articles 1–20