An extended GIS-based Dempster–Shafer theory for play-based hydrocarbon exploration risk analysis under spatial uncertainty conditions, case study: Zagros sedimentary basin, Iran

2018 ◽  
Vol 13 (2) ◽  
pp. 131-144 ◽  
Author(s):  
Sahand Seraj ◽  
Mahmoud Reza Delavar
Keyword(s):  
Risk Analysis ◽  
Sedimentary Basin ◽  
Hydrocarbon Exploration ◽  
Spatial Uncertainty ◽  
Dempster Shafer Theory ◽  
Exploration Risk ◽  
Shafer Theory

Uncertainty Analysis in Structural Dynamics

2013 ◽  
Vol 588 ◽  
pp. 318-332
Author(s):  
Keith Worden
Keyword(s):  
Uncertainty Analysis ◽  
Structural Dynamics ◽  
Evidence Based ◽  
Dempster Shafer Theory ◽  
Aerospace Structure ◽  
Uncertainty Representation ◽  
Neural Network Classifiers ◽  
The Many ◽  
Shafer Theory

This paper discusses the main issues of Uncertainty Analysis (UA) in general and also argues and illustrates its particular relevance to structural dynamics. Brief descriptions are given of the most prevalent of the many frameworks for uncertainty representation. The three main uncertainty-related problems of relevance to structural dynamics are then discussed, namelyquantification,fusionandpropagation. In order to illustrate the application of ideas of UA in a realistic scenario, there then follows a case study conducted on an aerospace structure, namely the wing of a Gnat trainer aircraft. The case study considers evidence-based classifiers as an alternative to probabilistic classifiers for the problem of damage location within the context of Structural Health Monitoring. Dempster-Shafer theory is employed to construct neural network classifiers with the potential to admit ignorance, rather than misclassify.

scholarly journals Uncertain Portfolio Optimization based on Dempster-Shafer Theory

2021 ◽  
Author(s):  
Amir Hossein Eskorouchi
Keyword(s):  
Real Life ◽  
High Sensitivity ◽  
Dempster Shafer Theory ◽  
Exchange Rate Fluctuations ◽  
Two Factors ◽  
Unified View ◽  
Financial Decision ◽  
Shafer Theory ◽  
Portfolio Selection Model

Nowadays, the selection and management of the optimal portfolio are the most primary fields of financial decision-making. Thereby, selecting a portfolio capable of providing the highest efficiency and, at the same time, the lowest investment risk has been turned into one of the most critical concerns among financial activists. However, in this selection, the two factors above are not the only determining ones. Various factors are affecting financial markets' behavior under different possible scenarios, which should be identified. In this paper, we examine the high sensitivity of the Iranian capital market to the exchange rate fluctuations in the different scenarios due to the lack of a unified view of the value of that rate among experts as one of the mentioned factors and obtain its value using Dempster–Shafer theory (DST). Then, a portfolio selection model that prefers stocks with higher ranks is proposed. Representative results of the real-life case study reveal that the submitted approach is productive and practically applicable.

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