Alex Lenkoski

Climate Aware Real Estate Pricing , 2025. Rapport

Value at Risk of an Insurer's Portfolio , 2025. Rapport

Michael Scheuerer; Frank Alexander Lenkoski; Value at Risk of an Insurer's Portfolio NR-notat, 2025. Fagartikkel

Michael Scheuerer; Frank Alexander Lenkoski; Silius Mortensønn Vandeskog; Climate Aware Real Estate Pricing NR-notat, 2025. Fagartikkel

Demand changes over time in the short-term rental markets 2024. Vitenskapelig foredrag

Store datamengder + kunstig intelligens: hva kan vi få til? 2024. Faglig foredrag

Hazard Indices for Europe 2024. Vitenskapelig foredrag

Climate Hazards and Collateral Value: A Survey of Recent Literature 2024. Rapport

Gaussian copula modeling of extreme cold and weak-wind events over Europe conditioned on winter weather regimes Environmental Research Letters, vol. 18, (ISSN 1748-9326 ), doi: https://doi.org/10.1088/1748-9326/acb6aa , 2023. Vitenskapelig artikkel

Seasonal forecasts for Norway 2022. Vitenskapelig foredrag

Hvordan vet vi hvor tørr sommeren i Europa blir? / How to make a seasonal forecast , 2022. Programdeltagelse

Potensialet i data 2022. Faglig foredrag

Probabilistic prediction of the time to hard freeze using seasonal weather forecasts and survival time methods Quarterly Journal of the Royal Meteorological Society, (ISSN 0035-9009 1477-870X ), doi: https://doi.org/10.1002/qj.4403 , 2022. Vitenskapelig artikkel

Probabilistic prediction of the time to hard freeze using seasonal weather forecasts and survival time methods 2022. Faglig foredrag

Probabilistic prediction of the time to hard freeze using seasonal weather forecasts and survival time methods 2022. Vitenskapelig foredrag

Episode 16: Climate Futures. Klimaprognoser for 10 dager til 10 år fram / Predicting climate risks 10 days to 10 years ahead , 2022. Programdeltagelse

StfSpot -- Short Term forecasts of Demand, Renewable Production and Spot Price with assessment of uncertainty 2022. Rapport

A Benchmarking Dataset for Seasonal Weather Forecasts , 2022. Rapport

Prediction of the time to hard freeze using seasonal weather forecasts and survival time methods 2022. Faglig foredrag

The Climate Futures Center for Research-based Innovation 2021. Faglig foredrag

StfSpot -- Short Term forecasts of Demand, Renewable Production and Spot Price with assessment of uncertainty 2021. Rapport

Alex Lenkoski; Vinteren blir mild og strømmen blir dyr 2021. Intervju

Trajectory adjustment of lagged seasonal forecast ensembles 2020. Rapport

Sovereign risk indices and bayesian theory averaging Econometrics, vol. 8, (ISSN 2225-1146 ), doi: https://doi.org/10.3390/econometrics8020022 , 2020. Vitenskapelig artikkel

Multivariate Postprocessing Methods for High-Dimensional Seasonal Weather Forecasts Journal of the American Statistical Association, (ISSN 0162-1459 1537-274X ), doi: https://doi.org/10.1080/01621459.2020.1769634 , 2020. Vitenskapelig artikkel

Using published bid/ask curves to error dress spot electricity prices 2019. Vitenskapelig foredrag

Rapid adjustment of weather forecast trajectories 2019. Vitenskapelig foredrag

Rapid Adjustment of Forecast Trajectories: improving short-term forecast skill through statistical post-processing , 2019. Vitenskapelig foredrag

Stratospheric events and long-range Scandinavian winter surface temperature forecasts 2019. Rapport

Rapid adjustment and post-processing of temperature forecast trajectories Quarterly Journal of the Royal Meteorological Society, (ISSN 0035-9009 1477-870X ), doi: https://doi.org/10.1002/qj.3718 , 2019. Vitenskapelig artikkel

Measuring the strength of the theories of government size Empirical Economics, pp. 1 38 , (ISSN 0377-7332 1435-8921 ), doi: https://doi.org/10.1007/s00181-019-01718-0 , 2019. Vitenskapelig artikkel

On developing general and efficient inference algorithms for complicated hierarchical models 2018. Vitenskapelig foredrag

Improving forecasts through rapid updating of temperature trajectories and statistical post-processing 2018. Vitenskapelig foredrag

Varsling av vær og klima i maskinlæringens tid. Hvor gode kan sesongvarslene bli? 2018. Vitenskapelig foredrag

Exact formulas for the normalizing constants of wishart distributions for graphical models Annals of Statistics, vol. 46, pp. 90 118 , (ISSN 0090-5364 2168-8966 ), doi: https://doi.org/10.1214/17-AOS1543 , 2018. Vitenskapelig artikkel

Probabilistic Forecasting of Temporal Trajectories of Regional Power Production 2017. Vitenskapelig foredrag

Error Dressing Published Bid/Ask Curves and Predictive Distributions of the Nord Pool System Spot Price 2016. Vitenskapelig foredrag

A time series model of frequency deviations 2016. Rapport

What explains the frequency deviation? 2016. Rapport

Flomfrekvensanalyse for umålte felt 2016. Faglig foredrag

Comments on: Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings Journal of the Royal Statistical Society, Series B (Statistical Methodology), vol. 78, pp. 548 548 , (ISSN 1369-7412 1467-9868 ), 2016. Leder

Regional flood frequency analysis for Norway 2016. Vitenskapelig foredrag

Regional flood frequency analysis for Norway 2016. Vitenskapelig foredrag

Bayesian hierarchical modeling of extreme hourly precipitation in Norway Environmetrics, vol. 26, pp. 89 106 , (ISSN 1180-4009 1099-095X ), doi: https://doi.org/10.1002/env.2301 , 2015. Vitenskapelig artikkel

Calibrated Probabilities and the Investigation of Soft Fraud in Automobile Insurance Claims 2015. Rapport

StfSpot -- Short Term forecasts of Demand, Renewable Production and Spot Price with Bid/Ask curve analysis -- Version 9.5 2015. Rapport

A DLM for Predicting the Return of a Portfolio 2015. Rapport

Bayesian motion estimation for dust aerosols Annals of Applied Statistics, vol. 9, pp. 1298 1327 , (ISSN 1932-6157 1941-7330 ), doi: https://doi.org/10.1214/15-AOAS835 , 2015. Vitenskapelig artikkel

Shape from texture using locally scaled point processes Image Analysis and Stereology, vol. 34, pp. 161 170 , (ISSN 1580-3139 1854-5165 ), doi: https://doi.org/10.5566/ias.1078 , 2015. Vitenskapelig artikkel

Lecture notes on Bayesian inference 2014. Rapport

A Hedonic Forecasting System for Airbnb Bookings 2014. Rapport

A GARCH-NIG-Copula Model for Portfolio Optimization 2014. Rapport

Model for Detecting Soft Fraud in Travel Insurance Claims: Technical Documentation 2014. Rapport

Calculation of Probabilities for Soft Fraud in Travel Insurance Claims 2014. Rapport

StfSpot -- Short Term forecasts of Demand, Renewable Production and Spot Price with Bid/Ask curve analysis -- Version 9.0 2014. Rapport

StfSpot - Short Term forecasts of Demand and Spot Price - Version 7.0 2014. Rapport

StfSpot - Short Term forecasts of Demand, Renewable Production and Spot Price - Version 8.0 2014. Rapport

Calibrated Probabilities and the Investigation of Soft Fraud in Automobile Insurance Claims 2014. Vitenskapelig foredrag

Two-Stage Bayesian Model Averaging in Endogenous Variable Models Econometric Reviews, vol. 33, pp. 122 151 , (ISSN 0747-4938 1532-4168 ), doi: https://doi.org/10.1080/07474938.2013.807150 , 2014. Vitenskapelig artikkel

Efficient sampling of Gaussian graphical models using conditional Bayes factors Stat, vol. 3, pp. 326 336 , (ISSN 2049-1573 ), doi: https://doi.org/10.1002/sta4.66 , 2014. Vitenskapelig artikkel

A Direct Sampler for G-Wishart Variates 2013. Vitenskapelig foredrag

A Direct Sampler for G-Wishart Variates 2013. Vitenskapelig foredrag

Efficient framework for Bayesian inference in locally scaled point processes 2013. Vitenskapelig foredrag

Geometric analysis of textured 3D scenes via locally scaled point processes 2013. Vitenskapelig foredrag

A Direct Sampler for G-Wishart Variates Stat, vol. 2, pp. 119 128 , (ISSN 2049-1573 ), doi: https://doi.org/10.1002/sta4.23 , 2013. Vitenskapelig artikkel

Hierarchical Gaussian graphical models: Beyond reversible jump Electronic Journal of Statistics, vol. 6, pp. 2309 2331 , (ISSN 1935-7524 ), doi: https://doi.org/10.1214/12-EJS746 , 2012. Vitenskapelig artikkel