Alex Lenkoski

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

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

Hazard Indices for Europe 2024. Scientific lecture

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

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

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

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

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

A Benchmarking Dataset for Seasonal Weather Forecasts , 2022. Report

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

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

Trajectory adjustment of lagged seasonal forecast ensembles 2020. Report

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 of Forecast Trajectories: improving short-term forecast skill through statistical post-processing , 2019. Scientific lecture

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

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

Improving forecasts through rapid updating of temperature trajectories and statistical post-processing 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

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

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

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

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

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

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