Neutrosophic information fusion applied to financial market

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 neutron-sophic rather than rule-based reasoning, especially in the context of the users of automated trading systems designed to generate trading signals based on analysis of information from conflicting sources. © Commonwealth of Australia 2003.