
Research Leader
Alex Lenkoski
- Department Statistical modelling and machine learning
- Mobile phone +47 457 72 349
- Phone number +47 22 85 25 59
- E-mail lenkoski@nr.no
Projects
Publications
- 67 publications found
- Publisher
Climate Aware Real Estate Pricing , 2025. Report
Value at Risk of an Insurer's Portfolio , 2025. Report
Michael Scheuerer; Frank Alexander Lenkoski; Value at Risk of an Insurer's Portfolio NR-notat, 2025. Article journal
Michael Scheuerer; Frank Alexander Lenkoski; Silius Mortensønn Vandeskog; Climate Aware Real Estate Pricing NR-notat, 2025. Article journal
Demand changes over time in the short-term rental markets 2024. Scientific lecture
Hazard Indices for Europe 2024. Scientific lecture
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. Scientific article
Seasonal forecasts for Norway 2022. Scientific lecture
StfSpot -- Short Term forecasts of Demand, Renewable Production and Spot Price with assessment of uncertainty 2022. Report
Potensialet i data 2022. Lecture
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. Scientific article
A Benchmarking Dataset for Seasonal Weather Forecasts , 2022. Report
Hvordan vet vi hvor tørr sommeren i Europa blir? / How to make a seasonal forecast , 2022. Media participation
The Climate Futures Center for Research-based Innovation 2021. Lecture
StfSpot -- Short Term forecasts of Demand, Renewable Production and Spot Price with assessment of uncertainty 2021. Report
Alex Lenkoski; Vinteren blir mild og strømmen blir dyr 2021. Media interview
Sovereign risk indices and bayesian theory averaging Econometrics, vol. 8, (ISSN 2225-1146 ), doi: https://doi.org/10.3390/econometrics8020022 , 2020. Scientific article
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. Scientific article
Using published bid/ask curves to error dress spot electricity prices 2019. Scientific lecture
Rapid adjustment of weather forecast trajectories 2019. Scientific lecture
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. Scientific article
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. Scientific article
On developing general and efficient inference algorithms for complicated hierarchical models 2018. Scientific lecture
Varsling av vær og klima i maskinlæringens tid. Hvor gode kan sesongvarslene bli? 2018. Scientific lecture
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. Scientific article
Probabilistic Forecasting of Temporal Trajectories of Regional Power Production 2017. Scientific lecture
A time series model of frequency deviations 2016. Report
What explains the frequency deviation? 2016. Report
Flomfrekvensanalyse for umålte felt 2016. Lecture
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. Editorial
Regional flood frequency analysis for Norway 2016. Scientific lecture
Regional flood frequency analysis for Norway 2016. Scientific lecture
Calibrated Probabilities and the Investigation of Soft Fraud in Automobile Insurance Claims 2015. Report
A DLM for Predicting the Return of a Portfolio 2015. Report
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. Scientific article
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. Scientific article
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. Scientific article
Lecture notes on Bayesian inference 2014. Report
A GARCH-NIG-Copula Model for Portfolio Optimization 2014. Report
StfSpot - Short Term forecasts of Demand, Renewable Production and Spot Price - Version 8.0 2014. Report
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. Scientific article
A Hedonic Forecasting System for Airbnb Bookings 2014. Report
Calibrated Probabilities and the Investigation of Soft Fraud in Automobile Insurance Claims 2014. Scientific lecture
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. Scientific article
Annette Möller; Alex Lenkoski; Thordis Linda Thorarinsdottir; Multivariate probabilistic forecasting using Bayesian model averaging and copulas Quarterly Journal of the Royal Meteorological Society, pp. 982 991 , doi: https://doi.org/10.1002/qj.2009 , 2013. Scientific article
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. Scientific article
Geometric analysis of textured 3D scenes via locally scaled point processes 2013. Scientific lecture
Efficient framework for Bayesian inference in locally scaled point processes 2013. Scientific lecture
Alex Lenkoski; A Direct Sampler for G-Wishart Variates 2013. Scientific lecture
A Direct Sampler for G-Wishart Variates 2013. Scientific lecture
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. Scientific article