Lars Holden
See Lars Holden for an
updated homepage
Present positions:
Managing director,
Chairman: Forskningsinstituttenes
fellesarena and forskning.no
Member of board: Forskningsinstituttenes fellesforum and Norsk institutt for luftforskning
See the Norwegian Computing
Center pages for more information including publications.
Scientific key qualifications:
|
Mathematical
modelling
Petroleum reservoirs, finance, genetics
and several other applications Statistics:
Spatial statistics - geostatistics
Stochastic models Markov Chain Monte Carlo |
Mathematics:
Hyperbolic conservation laws Numerical
methods: Partial differential equations Reservoir
characterization: Stochastic models. Upscaling Reservoir simulation |
Education:
Cand. Scient. (Master of Science equiv.): Majoring in Numerical
Methods;
Department of Informatics,
Dr. Philos: Title: "Some Problems Related to
Conservation Laws and Front Tracking."
Work experience:
1985-1990:
½ time scholarship from the Royal Norwegian
Council for Technical and Industrial Research
(NTNF).
1995-1997: Part time professor in applied mathematics,
1984-present:
Norwegian Computing Center/Norsk Regnesentral:
1984-1989: Research scientist
1990-2001: Research director (forskningssjef)
2001- : Managing director (adm.dir.)
Administrative chairs:
Member of organizing committee of 9 international conferences.
Member of Norwegian Mathematical Council, Representative from NR in 1984
and 1985.
Chairman of
the union of employees at NR (FANR), 1985-1986.
Member of
the board NR, 1986-1989, Representative for the employees.
Co-founder
and Member of the board, Technical Software Consultants a.s.,1988-1995.
Co-founder
and Deputy member of the board, Odin Reservoir Software & Services,
1992-1993
Deputy
member of board, Geomatic, 1995-1996.
Editorial
work: Assistant editor in Mathematical Geology, 1998-2007.
Member of
board, Simula Research Laboratory, 2001-2005.
Member of
board, Forskning.no deputy 2006-2007, member, 2007-2010, chair 2010-
Member of
board, Industrial Council, Norwegian
Member of
board, Kunnskap Oslo, 2009-2012, Deputy member 2012-
Member in board, Forskningsinstituttenes fellesforum, 2009-
Chairman of
board, Forskningsinstituttenes fellesarena,
2009-
Member of
board, Norsk institutt for luftforskning 2012-
Scientific
>30
journal papers
>50
scientific presentations at international conferences
Supervision
of PhD students: 5 candidates
Academy
Member of
Recent publications
I am still an active researcher in addition to administrative duties. Some of my recent publications:
Holden, Helge; Holden, Lars: Optimal rebalancing of portfolios with
transaction costs, Stochastics: In international
Journal of Probability and stochastic processes, 2012 Full
paper in pdf
Sandve GK, Gundersen
S, Rydbeck H, Glad I, Holden L, Holden M, Liestøl K, Clancy T, Drabløs,
F, Ferkingstad, E, Nygård
V, Johansen, M, Tøstesen E, Frigessi A, and Hovig E: The
differential disease regulome, BMC Genomics 2011, Vol 12
Sandve GK, Gundersen
S, Rydbeck H, Glad I, Holden L, Holden M, Liestøl K, Clancy T, Ferkingstad
E, Johansen M, Nygård V, Tøstesen
E, Frigessi A, and Hovig E: Inferential genomics at the sequence level: how to
compare genomic scale data, Genome Biology 2010, Vol
11 (12)
Holden, Helge; Holden, Lars, Holden, Steinar: Contract adjustment
under uncertainty J. of Economic Dynamics & Control, 2010, Vol 34(4) p657-680
Holden,
Lars; Hauge, Ragnar and Holden, Marit: Adaptive independent
Metropolis-Hastings, Annals of Applied Probability, Vol
19 (1), 2009, http://www.imstat.org/aap/
Full paper in pdf
Manzocchi, Tom; Carter, Jonathan N.; Skorstad, Arne; Fjellvoll, Bjørn; Stephen, Karl D.; Howell, John; Matthews,
John D.; Walsh, John J.; Nepveu, Manuel; Bos, Christian; Cole, John; Egberts,
Paul; Flint, Stephen; Hern, Caroline; Holden, Lars; Hovland, Henning; Jackson, Helen; Kolbjørnsen,
Odd; MacDonald, Alister; Nell, Phil A. R.; Onyeagoro, Kachi; Strand, Julian;
Syversveen, Anne Randi; Tchistiakov,
Alexei; Yang, Canghu; Yielding, Graham; and
Zimmerman, Robert W.: Sensitivity of the impact of geological uncertainty on
production from faulted and unfaulted shallow marine
oil reservoirs – objectives and methods. Petroleum Geoscience, Vol. 14/1,
pp. 3-15, February 01, 2008.
Hauge,
Ragnar; Holden, Lars, and Syversveen, Anne Randi: Well conditioning in object
models, Mathematical Geology, 39(4) pp 383-398, May 2007
Haavardsson, Nils F.; Huseby, Arne B. and
Holden, Lars: A parametric class of production strategies for multi-reservoir
production optimization (submitted)
Holden,
Lars: Optimal rebalancing of portfolios with transaction costs assuming
constant risk aversion (submitted) Full
paper in pdf
Holden,
Lars: Some properties of Euler capital allocation (submitted) Full paper in pdf
Priv.
address: Skådalsvn 10A, N-0781 Oslo, Norway.
Priv. tel.: +47 22 49
37 38, Mob. +47 91 17
56 42
Office tel.: +47 22 85 26 72, Fax.: +47 22 69 76 60.
E-mail: Lars.Holden@nr.no