All-Moscow scientific seminar "Mathematical Methods of Decision Analysis in Economics, Business and Politics".

On December 20 (Wednesday) 2023, a regular meeting of the all-Moscow scientific seminar "Mathematical Methods of Decision Analysis in Economics, Business and Politics" took place at the National Research University "Higher School of Economics".

Seminar leaders:
Doctor of Technical Sciences, prof. Fuad Tagievich Aleskerov,
Doctor of Technical Sciences, prof. Podinovsky Vladislav Vladimirovich,
Doctor of Technical Sciences, prof. Mirkin Boris Grigorievich.

Theme: On the optimal blurring of point expert estimates and their aggregation within the framework of the theory of evidence
Speaker: Lepsky Alexander (HSE)

Annotation:
The report is devoted to solving the problem of selecting sources of predictive expert information for aggregation and aggregation itself within the framework of the theory of evidence. A procedure for optimal “blurring” of point values and construction of evidence bodies based on the SVR regression method is proposed. In addition, a procedure is proposed for selecting predictions (bodies of evidence) for combination based on minimizing the measure of inconsistency between bodies of evidence. The applicability of these procedures is demonstrated by the example of aggregating forecasts of macroeconomic indicators of the Russian Federation.