|Title:||Forskningsdirektør og Fung. Øk.- og adm.sjef/ Research Director|
|Email:||holden [at] nr [dot] no|
|Scientific areas:||Applied mathematics in petroleum, finance and genetics, Stochastic models, Spatial statistics, Markov Chain Monte Carlo (MCMC)|
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Management of research
Mathematical modeling, statistics:
Theory (in particular spatial statistics and Markov Chain Monte Carlo)
Applications include modeling of petroleum reservoirs, finance, genetics.
Dr. Philos: Title: "Some Problems Related to Conservation Laws and Front Tracking." University of Oslo (1990)
Cand. Scient. (Master of Science equiv.): Majoring in Numerical Methods; Department of Informatics, University of Oslo (1983).
1984-present: Norwegian Computing Center/Norsk Regnesentral:
2001- present : Managing director (adm.dir.)
1990-2001: Research director (forskningssjef)
1984-1989: Research scientist
1995-1997: Part time professor in applied mathematics, University of Oslo.
1985-1990: ½ time scholarship from the Royal Norwegian Council for Technical and Industrial Research (NTNF).
Chairman of board, Forskningsinstituttenes fellesarena, (all institutes) 2009-
Vicechairman of board, Norsk institutt for luftforskning 2012-
Member of board, Division of Innovation, Research Council of Norway, 2013-
Member of board, Forskningsinstituttenes fellesforum, (tech.-ind. institutes) 2009-
Member of committee for cooperation between universities, university colleges and research institutes, member 2009-, chair 2011, 2013, 2015
Member of board, Kunnskap Oslo, 2009-2012, Deputy member 2012-
Chairman of board, Forskning.no. deputy 2006-2007, member, 2007-2010, chair 2010-2015
Member of board, Industrial Council, Norwegian Academy of Technical Science, 2007-2015
Member of board, Simula Research Laboratory, 2001-2005.
Deputy member of board, Geomatic, 1995-1996.
Co-founder and Deputy member of the board, Odin Reservoir Software & Services, 1992-1993
Co-founder and Member of the board, Technical Software Consultants a.s.,1988-1995.
Member of the board NR, 1986-1989, Representative for the employees.
Chairman of the union of employees at NR (FANR), 1985-1986.
Member of Norwegian Mathematical Council, Representative from NR in 1984 and 1985.
Editorial work: Assistant editor in Mathematical Geology, 1998-2007.
Member of organizing committee of 9 international conferences.
I have been one of the founders of Technical Software Consultants a.s that was established in 1988 and Odin Reservoir Software & Services that was established in 1992. Both companies were bought by large international companies and the ideas we developed are still in use in the oil industry.
Elected member of Norwegian Academy of Technical Science
>30 journal papers
>50 scientific presentations at international conferences
Supervision of PhD students: 5 candidates
>20 presentations on reseach politics at national conferences
I am still an active researcher in addition to administrative duties. Follow the links on the top of the page for an updated list of publications. The last years I have written several papers on mathematical modelling with applications in genetics, finance and history.
Some non-published preprint
- Holden, Lars: Optimal rebalancing of portfolios with transaction costs assuming constant risk aversion (2009) Full paper in pdf
- Haavardsson, Nils F.; Huseby, Arne B. and Holden, Lars: A parametric class of production strategies for multi-reservoir production optimization (2008) Full paper in pdf
- Holden, Lars: Some properties of Euler capital allocation (2008) Full paper in pdf
- Holden, Lars. Adaptive chains. NR-notat SAND/11/98. (1998). Full paper in pdf