Present position:
Managing director,
Publications.
See the Norwegian Computing Center pages for more
information.
Scientific key
qualifications:
|
Mathematical modelling Petroleum reservoirs, finance, genetics and several other applications Statistics: Spatial statistics - geostatistics Stochastic models Monte Carlo Markov Chain
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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 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-
Member of board, Industrial Council, Norwegian
Member of
board, Kunnskap Oslo, 2009-
Member in
board, Forskningsinstituttenes fellesforum, 2009-
Chairman of board, Forskningsinstituttenes fellesarena, 2009-
Member of organizing committee of 9 international conferences.
Scientific
>20 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:
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 (submitted)
Holden, Lars; Haug, Ola: A Multidimensional Mixture Model for Unsupervised Tail Estimation (submitted)
Haavardsson, Nils F.; Huseby, Arne B. and Holden, Lars: A parametric class of production strategies for multi-reservoir production optimization (submitted)
Holden, Helge; Holden, Lars: Optimal rebalancing of
portfolios with transaction costs (submitted) ) Full paper in pdf
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
Holden, Helge; Holden, Lars, Holden, Steinar: Contract
adjustment under uncertainty (CESifo Working Paper Series No 1472, modified version accepted
for publication in J. of Economic Dynamics & Control ) Full paper in pdf
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
Priv.
address: Skaadalsvn 10A, N-0389 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