fellesarena and forskning.no
Member of board: Forskningsinstituttenes fellesforum and Norsk institutt for luftforskning
Petroleum reservoirs, finance, genetics
and several other applications
Spatial statistics - geostatistics
Markov Chain Monte Carlo
Hyperbolic conservation laws
Partial differential equations
Cand. Scient. (Master of Science equiv.): Majoring in Numerical
Department of Informatics,
Dr. Philos: Title: "Some Problems Related to Conservation Laws and Front Tracking."
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.)
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-
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-
>30 journal papers
>50 scientific presentations at international conferences
Supervision of PhD students: 5 candidates
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
address: Skådalsvn 10A, N-0781 Oslo, Norway.
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Office tel.: +47 22 85 26 72, Fax.: +47 22 69 76 60.