Description: Description: Lars_Holden

Lars Holden

See  Lars Holden for an updated homepage

Present positions:

Managing director,
Norwegian Computing Center (Norsk Regnesentral)

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, University of Oslo (1983).
Dr. Philos: Title: "Some Problems Related to Conservation Laws and Front Tracking." University of Oslo (1990)

 

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, University of Oslo.

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 Academy of Technical Science, 2007-

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 Norwegian Academy of Technical Science

 

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

   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

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