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Applications of Plausible, Paradoxical, and Neutrosophical Reasoning for Information Fusion (The Sixth International Conference on Information Fusion)
July 8-11, 2003
Radison Plaza Hotel at the Pier
Cairns, Queensland, Australia

Organizers
Chair: Dr. Jean Dezert, Co-Chair: Dr. Florentin Smarandache; Sponsors: Fusion 2003 Organizers, ONERA (France), University of New Mexico (USA)

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Information Fusion Based on Neutrosophic Logic to Reconcile Between Theoretical and Market Prices of Long-term Options Separated by Mass Cognitive Dissonance
by
Mohammad Khoshnevisan
Sharif University, Tehran, Iran
Coauthors: Sukanto Bhattacharya

In this paper we basically make two propositions – firstly a non-linear feedback process that is primarily fuelled by mass cognitive dissonance could generate systematic deviations between the theoretical and market prices of long-term options, and secondly such deviations are best reconciled in terms of neutrosophic rather than rule-based reasoning, especially in the context of the users of automated trading systems designed to generate trading signals often based on analysis of information from conflicting sources.

Date received: October 10, 2002

Copyright © 2002 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cajx-03.