?
Aggregation of Forecasts and Recommendations of Financial Analysts in the Framework of Evidence Theory
P. 370–381.
Lepskiy A., Кутынина Е. А.
The article is dedicated to the method of aggregation of financial analysts’ recommendations in the framework of the evidence theory. This method considered on the example of Russian stock market and the quality of the obtained results was compared with the classical consensus forecast. It is shown that the combination rules, which are widely developed in the theory of evidence, allow aggregating the recommendations of analysts taking into account the historical reliability of information sources, the nature of the taken decisions (pessimism-optimism), the conflict between forecasts and recommendations, etc. In most cases it turned out that, obtained aggregated forecasts are more accurate than consensus forecast.
Lepskiy A., Procedia Computer Science 2025 Vol. 266 P. 770–777
The classical problem of parametric estimation (recovery, fitting, regression) of dependencies from data is considered. But the so-called simple bodies of evidence are coefficients in the proposed formulation. These bodies of evidence model both the inaccuracy of the assignment of coefficients and the possible unreliability of information sources. Some formulations of optimization problems for recovering ...
Added: August 15, 2025
Lepskiy A., Проблемы управления 2021 № 5 С. 3–19
The analysis results of information inconsistency within belief function theory (the Dempster–Shafer theory of evidence) are reviewed. This theory has been intensively developing over the past 10–15 years. Part I of the survey considers the measure of external conflict between bodies of evidence. The concepts of conflict and non-conflict bodies of evidence and the basic ...
Added: October 31, 2021
Springer, 2021.
This book constitutes the refereed proceedings of the 6th International Conference on Belief Functions, BELIEF 2021, held in Shanghai, China, in October 2021. The 30 full papers presented in this book were carefully selected and reviewed from 37 submissions. The papers cover a wide range on theoretical aspects on mathematical foundations, statistical inference as well ...
Added: October 20, 2021
Akindinova N., Kondrashov N. V., Smirnov S. V., В кн.: Общество и пандемия: опыт и уроки борьбы с COVID-19 в России.: М.: [б.и.], 2020. Гл. 5.11 С. 394–403.
How has the COVID-19 pandemic affected the medium-term (2020-2021) and long-term prospects of the Russian economy? Regular surveys of professional macro-forecasters and consensus forecasts calculated on their basis
allow us to talk about averaged sentiments and expectations of the expert community (in the same sense as it is used to talk about entrepreneurial or consumer sentiments ...
Added: October 28, 2020
Decompositional approach for evaluation of internal conflict in the framework of the evidence theory
Lepskiy A., Нечеткие системы и мягкие вычисления 2020 Vol. 15 No. 1 P. 43–63
The concept of conflict is one of the central in the belief functions theory. There are differences between external and internal conflicts. A new method for estimating the internal conflict is proposed and studied in this paper. This method assumes that the original body of evidence was derived from simpler evidence using some combining rule. ...
Added: September 17, 2020
Lepskiy A., Suevalov A., Procedia Computer Science 2019 Vol. 162 P. 235–242
The possibility of using the belief function theory for developing of trading strategies is considered in this paper. An analysis of this approach is given on the data of the Russian stock market. The belief and plausibility functions (and their corresponding bodies of evidence) to the system’s recommendations (buy, sell or hold) are calculated using ...
Added: January 1, 2020
Lepskiy A., , in: Belief Functions: Theory and Applications 5th International Conference, BELIEF 2018, Compiègne, France, September 17-21, 2018, ProceedingsVol. 11069.: Springer, 2018. P. 172–180.
The conflict measures induced by the conjunctive and disjunctive combining rules are studied in this paper in the framework of evidence theory. The coherence of conflict measures with combining rules is introduced and studied. In addition, the structure of conjunctive and disjunctive conflict measures is studied in the paper. In particular, it is shown that ...
Added: September 24, 2018
Springer, 2018.
This book constitutes the refereed proceedings of the 5th International Conference on Belief Functions, BELIEF 2018, held in Compiègne, France, in September 2018.The 33 revised regular papers presented in this book were carefully selected and reviewed from 73 submissions. The papers were solicited on theoretical aspects (including for example statistical inference, mathematical foundations, continuous belief functions) ...
Added: September 24, 2018
Lepskiy A., , in: Procedia Computer ScienceVol. 122: 5th International Conference on Information Technology and Quantitative Management, ITQM 2017.: Elsevier, 2017. P. 186–193.
This paper is devoted to the study of estimation of internal conflict of evidence in the framework of belief functions theory. The decomposition approach, which was proposed early by the author, will be considered with this purpose. The establishment of some properties of this conflict measure is a main result of this paper. In particular, ...
Added: December 22, 2017
Lepskiy A., , in: Lecture Notes in Artificial IntelligenceVol. 9861: Belief Functions: Theory and Applications.: Springer, 2016. P. 25–34.
Conflictness is an important a priori characteristic of combining rules in the belief functions theory. A new approach to the estimation of internal conflict offered in this article. This approach is based on the idea of decomposition of the initial body of evidence on the set of bodies of evidence by means of some combining ...
Added: September 28, 2016
Lepskiy A., Нечеткие системы и мягкие вычисления 2014 Т. 9 № 2 С. 93–114
Some general schemes and examples of aggregation of two belief functions into a single belief function are considered in this paper. We find some sufficient conditions of change of ignorance when evidences are combined with the help of various rules. It is shown that combining rules can be regarded as pessimistic or optimistic depending on ...
Added: January 20, 2015
Lepskiy A., , in: Belief Functions: Theory and ApplicationsVol. 8764.: Dordrecht, L., Heidelberg, NY: Springer, 2014. P. 29–38.
Some general schemes and examples of aggregation of two belief functions into a single belief function are considered in this paper.
We find some sufficient conditions of change of ignorance when evidences are combined with the help of various rules. It is shown that combining rules can be regarded as pessimistic or optimistic depending on the ...
Added: October 1, 2014
Lepskiy A., , in: Proceedings of the 8th conference of the European Society for Fuzzy Logic and Technology (EUSFLAT-13).: P., Beijing, Amsterdam: Atlantis Press, 2013. P. 355–362.
The conflict measure and index of decreasing of igno-rance in frame of Dempster-Shafer theory are intro-duced. Those functionals are analyzed on the bodies of evidences of special type. It is shown that the great correlation between the bodies of evidence is a sufficient condition of decreasing of ignorance after the applying of combining rule. The ...
Added: September 22, 2013