Research Leader

Alex Lenkoski

Projects

A white-painted living room featuring a desk, a beige sofa and coffee table and a round dining table with chairs. There are windows at the end of the room.
  • Statistical modelling
  • Machine learning

Dynamic pricing of short-term rental properties

Publications

  • 72 publications found
  • Publisher

Celine Marie Løken Cunen; Thea Julie Thømt Roksvåg; Claudio Constantin Heinrich-Mertsching; Frank Alexander Lenkoski; Combining predictive distributions for time-to-event outcomes in meteorology International Journal of Forecasting, vol. 42, pp. 673 690 , (ISSN 0169-2070 1872-8200 ), doi: https://doi.org/10.1016/j.ijforecast.2025.10.004 , 2026. Scientific article

Marthe Elisabeth Aastveit; Alex Lenkoski; Thordis Linda Thorarinsdottir; Demand changes over time in the short-term rental market: Forecasting partially observed curves , 2025. Scientific lecture

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

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

Michael Scheuerer; Alex Lenkoski; Value at Risk of an Insurer's Portfolio , 2025. Report

Publisher Norsk Regnesentral

Michael Scheuerer; Alex Lenkoski; Silius Mortensønn Vandeskog; Climate Aware Real Estate Pricing , 2025. Report

Publisher Norsk Regnesentral

Min Lin; Shirin Mohammadi; Nora Røhnebæk Aasen; Silius Mortensønn Vandeskog; Maria Thorkildsen; Anne Marthe Lundby; Alex Lenkoski; Morten Lillemo; Genotype-by-Environment interactions in Norwegian Barley: insights from a decade of multi-location trials , 2025. Poster

Marthe Elisabeth Aastveit; Alex Lenkoski; Thordis Linda Thorarinsdottir; Demand changes over time in the short-term rental market , 2025. Poster

Martin Jullum; Johannes Voll Kolstø; Alex Lenkoski; Usikkerhetsmodellering av spotprisprognoser – fase 1 , 2025. Report

Publisher Norsk Regnesentral

Dennis Christensen; Ola Haug; Taro Kunimitsu; Johannes Voll Kolstø; Alex Lenkoski; Climate Hazards and Collateral Value: A Survey of Recent Literature 2024. Report

Publisher Norsk Regnesentral

Stephen Outten; Natalia Zazulie; Alex Lenkoski; Silius Mortensønn Vandeskog; Hazard Indices for Europe 2024. Scientific lecture

Anders Løland; Nora Røhnebæk Aasen; Anders U. Waldeland; Alex Lenkoski; Store datamengder + kunstig intelligens: hva kan vi få til? 2024. Lecture

Marthe Elisabeth Aastveit; Thordis Linda Thorarinsdottir; Alex Lenkoski; Johan Pensar; Demand changes over time in the short-term rental markets 2024. Scientific lecture

Paulina Souza Tedesco; Alex Lenkoski; Hannah C. Bloomfield; Jana Sillmann; 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

Thea Roksvåg; Michael Scheuerer; Claudio Constantin Heinrich; Thordis Linda Thorarinsdottir; Alex Lenkoski; Probabilistic prediction of the time to hard freeze using seasonal weather forecasts and survival time methods 2022. Lecture

Alex Lenkoski; Seasonal forecasts for Norway 2022. Scientific lecture

Thordis Linda Thorarinsdottir; Rune Solberg; Alex Lenkoski; Thea Roksvåg; Potensialet i data 2022. Lecture

Thea Roksvåg; Alex Lenkoski; Michael Scheuerer; Claudio Constantin Heinrich; Thordis Linda Thorarinsdottir; 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

Thea Roksvåg; Alex Lenkoski; Michael Scheuerer; Claudio Constantin Heinrich; Thordis Linda Thorarinsdottir; Probabilistic prediction of the time to hard freeze using seasonal weather forecasts and survival time methods 2022. Scientific lecture

Alex Lenkoski; Erik Wilhelm Kolstad; Thordis Linda Thorarinsdottir; A Benchmarking Dataset for Seasonal Weather Forecasts , 2022. Report

Publisher Norsk Regnesentral

Thea Roksvåg; Michael Scheuerer; Alex Lenkoski; Claudio Constantin Heinrich; Thordis Linda Thorarinsdottir; Prediction of the time to hard freeze using seasonal weather forecasts and survival time methods 2022. Lecture

Publisher Norsk Regnesentral
Publisher Norsk Regnesentral

Alex Lenkoski; Vinteren blir mild og strømmen blir dyr 2021. Media interview

Michael Scheuerer; Thordis Linda Thorarinsdottir; Alex Lenkoski; The Climate Futures Center for Research-based Innovation 2021. Lecture

Alex Lenkoski; Fredrik Lohne Aanes; Sovereign risk indices and bayesian theory averaging Econometrics, vol. 8, (ISSN 2225-1146 ), doi: https://doi.org/10.3390/econometrics8020022 , 2020. Scientific article

Claudio Constantin Heinrich; Kristoffer Herland Hellton; Alex Lenkoski; Thordis Linda Thorarinsdottir; 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

Thordis Linda Thorarinsdottir; Nina Schuhen; Alex Lenkoski; Trajectory adjustment of lagged seasonal forecast ensembles 2020. Report

Publisher Norsk Regnesentral

Nina Schuhen; Thordis Linda Thorarinsdottir; Alex Lenkoski; 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

Kristoffer Skuland; Claudio Constantin Heinrich; Alex Lenkoski; Thordis Linda Thorarinsdottir; Stratospheric events and long-range Scandinavian winter surface temperature forecasts 2019. Report

Publisher Norsk Regnesentral

Nina Schuhen; Thordis Linda Thorarinsdottir; Alex Lenkoski; Rapid adjustment of weather forecast trajectories 2019. Scientific lecture

Gunnhildur Högnadóttir Steinbakk; Alex Lenkoski; Anders Løland; Ragnar Bang Huseby; Using published bid/ask curves to error dress spot electricity prices 2019. Scientific lecture

Kyriakos Petrou; Alex Lenkoski; 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

Nina Schuhen; Thordis Linda Thorarinsdottir; Alex Lenkoski; Rapid Adjustment of Forecast Trajectories: improving short-term forecast skill through statistical post-processing , 2019. Scientific lecture

Thordis Linda Thorarinsdottir; Claudio Constantin Heinrich; Alex Lenkoski; Erik Wilhelm Kolstad; Øyvind Paasche; Varsling av vær og klima i maskinlæringens tid. Hvor gode kan sesongvarslene bli? 2018. Scientific lecture

Thordis Linda Thorarinsdottir; Alex Lenkoski; Kristoffer Herland Hellton; Gunnhildur Högnadóttir Steinbakk; Anita Verpe Dyrrdal; Frode Stordal; Lena Schlichting; Kolbjørn Engeland; On developing general and efficient inference algorithms for complicated hierarchical models 2018. Scientific lecture

Donald Richards; Alex Lenkoski; 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

Nina Schuhen; Thordis Linda Thorarinsdottir; Alex Lenkoski; Improving forecasts through rapid updating of temperature trajectories and statistical post-processing 2018. Scientific lecture

Anders Løland; Thordis Linda Thorarinsdottir; Alex Lenkoski; Probabilistic Forecasting of Temporal Trajectories of Regional Power Production 2017. Scientific lecture

Alex Lenkoski; Anders Løland; Gunnhildur Högnadóttir Steinbakk; A time series model of frequency deviations 2016. Report

Publisher Norsk Regnesentral

Alex Lenkoski; Thordis Linda Thorarinsdottir; 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

Gunnhildur Högnadóttir Steinbakk; Alex Lenkoski; Anders Løland; What explains the frequency deviation? 2016. Report

Publisher Norsk Regnesentral

Thordis Linda Thorarinsdottir; Gunnhildur Högnadóttir Steinbakk; Kolbjørn Engeland; Lena Schlichting; Alex Lenkoski; Flomfrekvensanalyse for umålte felt 2016. Lecture

Thordis Linda Thorarinsdottir; Gunnhildur Högnadóttir Steinbakk; Kolbjørn Engeland; Alex Lenkoski; Lena Schlichting; Regional flood frequency analysis for Norway 2016. Scientific lecture

Thordis Linda Thorarinsdottir; Gunnhildur Högnadóttir Steinbakk; Kolbjørn Engeland; Alex Lenkoski; Lena Schlichting; Regional flood frequency analysis for Norway 2016. Scientific lecture

Anders Løland; Alex Lenkoski; Ragnar Bang Huseby; Gunnhildur Högnadóttir Steinbakk; Tor Arne Øigård; Error Dressing Published Bid/Ask Curves and Predictive Distributions of the Nord Pool System Spot Price 2016. Scientific lecture

Alex Lenkoski; Anders Løland; Ingrid Hobæk Haff; Linda Reiersølmoen Neef; Calibrated Probabilities and the Investigation of Soft Fraud in Automobile Insurance Claims 2015. Report

Publisher Norsk Regnesentral

Ragnar Bang Huseby; Anders Løland; Marion Haugen; Gunnhildur Högnadóttir Steinbakk; Egil Ferkingstad; Thordis Linda Thorarinsdottir; Alex Lenkoski; StfSpot -- Short Term forecasts of Demand, Renewable Production and Spot Price with Bid/Ask curve analysis -- Version 9.5 2015. Report

Publisher Norsk Regnesentral

Anita Verpe Dyrrdal; Alex Lenkoski; Thordis Linda Thorarinsdottir; Frode Stordal; 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

Alex Lenkoski; Ingrid Hobæk Haff; Kjersti Aas; A DLM for Predicting the Return of a Portfolio 2015. Report

Publisher Norsk Regnesentral

Christoph S. Garbe; Alex Lenkoski; Thordis Linda Thorarinsdottir; 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

Christoph Schnörr; Thordis Linda Thorarinsdottir; Alex Lenkoski; 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

Alex Lenkoski; Kjersti Aas; A GARCH-NIG-Copula Model for Portfolio Optimization 2014. Report

Publisher Norsk Regnesentral

Linda Reiersølmoen Neef; Alex Lenkoski; Anders Løland; Model for Detecting Soft Fraud in Travel Insurance Claims: Technical Documentation 2014. Report

Publisher Norsk Regnesentral

Linda Reiersølmoen Neef; Alex Lenkoski; Anders Løland; Calculation of Probabilities for Soft Fraud in Travel Insurance Claims 2014. Report

Publisher Norsk Regnesentral

Marcel van Gerven; Alex Lenkoski; 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

Thordis Linda Thorarinsdottir; Alex Lenkoski; Lecture notes on Bayesian inference 2014. Report

Publisher Norsk Regnesentral

Ragnar Bang Huseby; Anders Løland; Marion Haugen; Gunnhildur Högnadóttir Steinbakk; Egil Ferkingstad; Thordis Linda Thorarinsdottir; Alex Lenkoski; StfSpot -- Short Term forecasts of Demand, Renewable Production and Spot Price with Bid/Ask curve analysis -- Version 9.0 2014. Report

Publisher Norsk Regnesentral

Ragnar Bang Huseby; Anders Løland; Marion Haugen; Gunnhildur Högnadóttir Steinbakk; Egil Ferkingstad; Thordis Linda Thorarinsdottir; Alex Lenkoski; StfSpot - Short Term forecasts of Demand and Spot Price - Version 7.0 2014. Report

Publisher Norsk Regnesentral

Ragnar Bang Huseby; Anders Løland; Marion Haugen; Gunnhildur Högnadóttir Steinbakk; Egil Ferkingstad; Thordis Linda Thorarinsdottir; Alex Lenkoski; StfSpot - Short Term forecasts of Demand, Renewable Production and Spot Price - Version 8.0 2014. Report

Publisher Norsk Regnesentral

Alex Lenkoski; Marion Haugen; A Hedonic Forecasting System for Airbnb Bookings 2014. Report

Publisher Norsk Regnesentral

Anders Løland; Alex Lenkoski; Ingrid Hobæk Haff; Linda Reiersølmoen Neef; Calibrated Probabilities and the Investigation of Soft Fraud in Automobile Insurance Claims 2014. Scientific lecture

Alex Lenkoski; Adrian E. Raftery; 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

Alex Lenkoski; A Direct Sampler for G-Wishart Variates 2013. Scientific lecture

Alex Lenkoski; 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

Thordis Linda Thorarinsdottir; Eva-Maria Didden; Alex Lenkoski; Geometric analysis of textured 3D scenes via locally scaled point processes 2013. Scientific lecture

Thordis Linda Thorarinsdottir; Eva-Maria Didden; Alex Lenkoski; 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

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

Publisher John Wiley & Sons

Yuan Cheng; Alex Lenkoski; 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