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Лепский Александр Евгеньевич

Факультет экономических наук

Профиль на hse.ru ↗ тел.: 27208
Публикаций
66
Языков
1
Наград
11
Конференций
9
Профиль Публикации (66) Курсы (10)

Профессиональные интересы

28.23.15 Распознавание образов. Обработка изображений28.29.03 Теория полезности и принятия решений27.47.23 Математические проблемы искусственного интеллекта

Должности

  • Заместитель директора центра — Факультет экономических наук, Международный центр анализа и выбора решений
  • профессор — Факультет экономических наук, Департамент математики

Био

  • · Начал работать в НИУ ВШЭ в 2009 году.
  • · Научно-педагогический стаж: 39 лет.

Образование

  • 2009 · Доктор физико-математических наук: Южный федеральный университет, специальность 05.13.17 «Теоретические основы информатики», тема диссертации: Вероятностные и возможностные модели описания неопределенности в задачах обработки и анализа изображений
  • 1997 · Ученое звание: Доцент
  • 1993 · Кандидат физико-математических наук
  • 1991 · Аспирантура: Ростовский государственный университет, факультет: Механико-математический, специальность «01.01.01. «Математический анализ»»
  • 1986 · Специалитет: Таганрогский радиотехнический институт, факультет: Автоматика и вычислительная техника, специальность «Прикладная математика», квалификация «Инженер-математик»

Награды и поощрения

  • · Медаль "Признание - 10 лет успешной работы" НИУ ВШЭ (декабрь 2023)
  • · Почетная грамота НИУ ВШЭ (ноябрь 2023)
  • · Благодарность Международного центра анализа и выбора решений факультета экономических наук НИУ ВШЭ (январь 2021)
  • · Благодарность Факультета экономических наук НИУ ВШЭ (январь 2018)
  • · Благодарность Высшей школы экономики (декабрь 2017)
  • · Надбавка за академические успехи и вклад в научную репутацию НИУ ВШЭ (2024–2026)
  • · Надбавка за академическую работу (2015–2016, 2014–2015, 2012–2013, 2011–2012, 2010–2011)
  • · Надбавка за публикацию в журнале из Списка А (и приравненном к нему научном издании) (2023–2024)
  • · Надбавка за публикацию в международном рецензируемом научном издании (2019–2020)
  • · Надбавка за статью в зарубежном рецензируемом научном издании (2016–2018)
  • · Лучший преподаватель — 2016, 2014, 2011–2012

Гранты и проекты

  • — · Гранты

Конференции (9)

Показать все
  • · 2022: International Conference on Belief Functions (Париж). Доклад: Cluster Decomposition of the Body of Evidence
  • · 2022: International Conference on Information Technology and Quantitative Management (Пекин). Доклад: On Optimal Blurring of Point Expert Estimates and their Aggregation in the Framework of Evidence Theory
  • · 2021: Belief Functions: Theory and Applications, 6th International Conference, BELIEF 2021 (Shanghai). Доклад: Conflict Measure of Belief Functions with Blurred Focal Elements on the Real Line
  • · 2020: 18th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems (Lisbon). Доклад: Belief Functions for the Importance Assessment in Multiplex Networks
  • · 2019: Conference of the International Fuzzy Systems Association and the European Society for Fuzzy Logic and Technology (EUSFLAT 2019) (Прага). Доклад: Application of Non-additive Measures and Integrals for Analysis of the Importance of Party Positions for Voting
  • · 2019: 7th International Conference on Information Technology and Quantitative Management - ITQM 2019 (Гранада). Доклад: Application of the Belief Function Theory to the Development of Trading Strategies
  • · 2018: Совместная конференция The BELIEF and SMPS (Soft Methods in Probability and Statistics) conferences (Кoмпьень). Доклад: On the Conflict Measures Agreed with the Combining Rules
  • · 2017: The 10th conference of the European Society for Fuzzy Logic and Technology, EUSFLAT-2017 (Варшава). Доклад: Aggregation of Forecasts and Recommendations of Financial Analysts in the Framework of Evidence Theory
  • · 2017: 5th International Conference on Information Technology and Quantitative Management (Нью-Дели). Доклад: Decomposition of Evidence and Internal Conflict

Идентификаторы исследователя

Публикации (66)

The Qualitative Characteristics of Combining Evidence with Discounting

2017 · CHAPTER · en

The qualitative characteristics of the combining evidence with the help of Dempster’s rule with discounting is studied in this paper in the framework of Dempster-Shafer theory. The discount coefficient (discounting rate) characterizes the reliability of information source. The conflict between evidence and change of ignorance after applying combining rule are considered in this paper as important characteristics of quality of combining. The quantity of ignorance is estimated with the help of linear imprecision index. The set of crisp and fuzzy discounting rates for which the value of ignorance after combining does not increases is described.

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Stochastic and fuzzy ordering with the method of minimal transformations

2017 · ARTICLE · en

We analyze the methods of stochastic and fuzzy comparison and ordering of random and fuzzy variables. We find simple formulas for computing a number of comparisons and establish the interrelations between various comparisons. We propose and study a new approach to comparing histograms of discrete random (fuzzy) variables based on computing a “directed” minimal transformation that maps one of the compared variables into another. We apply the method of minimal transformations to solving the problem of optimal reduction of discrete random (fuzzy) variables to unimodal form which is considered in the context of ranking the histograms of universities constructed by USE (Unified State Exam) results. We propose a model of “perfect” admission for high school graduates and show that the distribution of admitted graduates to a university in this model will be unimodal under sufficiently general assumptions on the preference function.

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Decomposition of Evidence and Internal Conflict

2017 · CHAPTER · en

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, estimates of the upper bound of the internal conflict in the case of categorical evidence and bifocal bodies of evidence are obtained for decomposition with the help of Dempster’s rule and Dubois and Prade’s disjunctive rule.

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A Comparison of Stochastic and Fuzzy Orderings

2016 · CHAPTER · en

There are many applications where the comparison of histograms (discrete random variables, fuzzy set on discrete universal set) is required with the help of relationship of type ”more-less”. There are many approaches to solving this problem. The relations between some popular stochastic and fuzzy orderings are investigated in the article. The simple formulas for calculating the number of comparisons obtained, as well as established relationships between the various comparisons. The new approach for comparison of histogram is proposed in this paper too. This approach is based on the calculation of minimum directional transform of one histogram in another histogram.

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Coherence Analysis of Financial Analysts’ Recommendations in the Framework of Evidence Theory

2016 · CHAPTER · en

This article is devoted to the analysis of coherence of financial recommendations with respect to securities of the Russian companies. The study is based on the analysis of approximately 4000 recommendations and forecasts of 23 investment banks with respect to around forty securities of Russian stock market over the period of 2012-2014 years. The predictive history of each of the investment bank was considered as evidence in the framework of evidence theory. The coherence of recommendations was evaluated with the help of the so-called conflict measure between the evidence, which determined on the subsets of the set of all evidence. Then the study of coherence was reduced to analysis of values of the conflict measure. This analysis was performed with the help of game-theoretic methods (Shapley index, interaction index), network analysis methods (centralities), fuzzy relation methods, hierarchical clustering methods.

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On internal conflict as an external conflict of a decomposition of evidence

2016 · CHAPTER · en

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 rule. Then the (external) conflict of this set of beliefs is estimated. The dependence of change of internal conflict from the choice of the combining rules is analyzed in this study.

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On Comparison of Distorted Histograms

2015 · CHAPTER · en

There are many tasks where the comparison of histograms (distributions, fuzzy numbers) is required with help of relationship of type ”more-less”. There are many approaches to solving this problem. But the histograms may be distorted. Then we have to find the conditions on the distortions under which the comparison of the two histograms is not changed. The solution of the problem is searched via three popular probabilistic methods of comparison.

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The Application of Conflict Measure to Estimating Incoherence of Analyst's Forecasts about the Cost of Shares of Russian Companies

2015 · ARTICLE · en

This paper is devoted to modern approaches to the estimation of external conflict in the theory of evidence based on axioms. The conflict measure is defined on the set of beliefs obtained from several sources of information. It is shown that the conflict measure should be a monotone set function with respect to sets of beliefs. Some robust procedures for evaluation of conflict measure that are stable to small changes in evidences are introduced and discussed. The analysis of conflict among forecasts about the value of shares of Russian companies of investment banks is presented. In this analysis the conflict measure estimates inconsistency of recommendations of investment banks, while the Shapley values of this measure on the set of evidences characterize the contribution of each investment bank to the overall conflict. The relationship between conflict and precision of forecasts is also investigated.

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Imprecision indices: axiomatic, properties and applications

2015 · ARTICLE · en

The paper is devoted to the investigation of imprecision indices. They are used for evaluating imprecision (or non-specificity) contained in information described by monotone (non-additive) measures. These indices can be considered as generalizations of the generalized Hartley measure. We argue that in some cases, for example in approximation problems, the application of imprecision indices is well justified comparing with well-known uncertainty measures because of their good sensitivity. In the paper, we investigate properties of so called linear imprecision indices; in particular, we introduce their various representations and describe connections to the theory of imprecise probabilities. We also study the algebraic structure of imprecision indices in the linear space and describe the extreme points of the convex set of all possible imprecision indices, in particular, of imprecision indices with symmetrical properties. We also show how to measure inconsistency in information by impression indices. At the end of the paper, we consider the application of imprecision indices in analysing the applicability of different aggregation rules in evidence theory.

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Исследование конфликтности и детерминант точности прогнозов в рекомендациях российских финансовых аналитиков

2015 · PREPRINT · ru

Одной из инвестиционных стратегий на фондовом рынке является выбор ценных бумаг, включая их покупку или продажу, на основе рекомендаций финансовых аналитиков. Особенностью предла- гаемых рекомендаций является то, что в каждой из них для одних и тех же бумаг могут быть как раз- ного рода рекомендации («Покупать», «Продавать», «Держать»), так и при одном типе рекомендаций могут заявляться разные целевые (долгосрочные) уровни котировок ценных бумаг. Поэтому пред- ставляется важным исследовать качество таких рекомендаций. В аннотируемом исследовании основ- ное внимание уделено анализу точности и доходности прогнозов и рекомендаций аналитиков, а так- же их согласованности (конфликтности). Точность и доходность анализируется методами математи- ческой статистики, а конфликтность прогнозов оценивается с помощью аппарата теории функций доверия. Исследование основано на анализе примерно пяти тысяч рекомендаций и прогнозов инвест- банков относительно сорока ценных бумаг российского фондового рынка за период 2012–2014 гг. Анализ качества рекомендаций и прогнозов финансовых аналитиков позволит предложить ин- вестиционную стратегию, которая сможет приносить более высокую доходность, чем традиционные стратегии.

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Курсы (10)