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Utility, Rationality and Beyond - From Finance to Informational Finance (Ph. D. Dissertation, Bond University)

From Behavioral Finance to Informational Finance

This work has been wholly adapted from the dissertation submitted by the author in 2004 to the Faculty of Information Technology, Bond University, Australia in fulfilment of the requirements for his doctoral qualification in Computational Finance.This work covers a substantial mosaic of related concepts in utility theory as applied to financial decision-making. The main body of the work is divided into four relevant chapters. The first chapter takes up the notion of resolvable risk i.e. systematic investment risk which may be attributed to actual market movements as against irresolvable risk which is primarily born out of the inherent imprecision associated with the information gleaned out of market data such as price, volume, open interest etc. A neutrosophic model of risk classification is proposed ? neutrosophic logic being a new branch of mathematical logic which allows for a three-way generalization of binary fuzzy logic by considering a third, neutral state in between the high and low states associated with binary logic circuits. A plausible application of the postulated model is proposed in reconciliation of price discrepancies in the long-term options market where the only source of resolvable risk is the long-term implied volatility. The chapter postulates that inherent imprecision in the way market information is subjectively processed by psycho-cognitive factors governing human decision-making actually contributes to the creation of heightened risk appraisals. Such heightened notions of perceived risk make investors predisposed in favor of safe investments even when pure economic reasoning may not entirely warrant such a choice. To deal with this information fusion problem a new combination rule has been proposed - the Dezert-Smarandache combination rule of paradoxist sources of evidence, which looks for the basic probability assignment or bpa denoted as m (.) = m1 (.) (+) m2 (.) that maximizes the joint entropy of the two information sources.

This work has been wholly adapted from the dissertation submitted by the author in 2004 to the Faculty of Information Technology, Bond University, Australia in fulfilment of the requirements for his doctoral qualification in Computational ...

Scientia Magna, Vol. 5, No. 2, 2009

international book series

A collection of articles on smarandache notions in number theory.

[17] M. A. Noor, Some developments in general variational inequalities, Appl.
Math. Comput., 15(2007), No.2, 199-277. [18] M. A. Noor, T. M. Rassias, Z. H.
Huang, Three-step iterations for nonlinear accretive operator equations, J. Math.
Anal. Appl., 274(2002), 59-68. [19] A. Rafiq, On the equivalence of Mann and
Ishikawa iteration methods with errors, Math. Commun., 11(2006), 143-152. [20]
B. E. Rhoades and S. M. Soltuz, On the equivalence of Mann and Ishikawa
iteration methods, ...

Scientia Magna, Vol. 8, No. 2, 2012

international book series

Papers on Smarandache groupoids, a new class of generalized semiclosed sets using grills, Smarandache friendly numbers, a simple proof of the Sophie Germain primes problem along with the Mersenne primes problem and their connection to the Fermat's last conjecture, uniqueness of solutions of linear integral equations of the first kind with two variables, and similar topics. Contributors: A. A. Nithya, I. A. Rani, I. Arockiarani, V. Vinodhini, A. A. K. Majumdar, N. Subramanian, C. Murugesan, I. A. G. Nemron, S. I. Cenberci, B. Peker, P. Muralikrishna, M. Chandramouleeswaran, I. A. Rani, A. Karthika, and others.

In the case tmn = 1 for all m, n ∈ N; Mu (t), Cp (t), C0p (t), Lu (t), Cbp (t) and C0bp
(t) reduce to the sets Mu, Cp, C0p, Lu, Cbp and C0bp, respectively. Now, we may
summarize the ... x[m,n] → x. An FDK-space is a double sequence space
endowed with a complete metrizable; locally convex topology under which the
coordinate mappings x = (xk) → (xmn) (m, n ∈ N) are also continuous. Orlicz”
used the idea of Orlicz function to construct 20 N. Subramanian and C.
Murugesan No. 2.

Scientia Magna, Vol. 1, No. 2, 2005

international book series

Collection of papers from various scientists dealing with smarandache notions in science.

[2] K.Atanassov, Remarks on some of the Smarandache's problems. Part 1,
Smarandache Notions Journal, Spring, 12(2001), 82-98. [3] K.Atanassov, A new
formula for the n-th prime number. Comptes Rendus de l'Academie Bulgare des
Sciences,7-8-9(2001). [4] K.Atanassov, On the 20-th and the 21-st
Smarandache's Problems. Smarandache Notions Journal, Spring ,1-2-3(2001),
111-113. [5] K.Atanassov, On four prime and coprime functions, Smarandache
Notions Journal, Spring ...

Scientia Magna, Vol. 2, No. 2, 2006

international book series

Proceedings of The Second Northwest Conference on Number Theory and Smarandache Problems in China.

international book series Zhang Wenpeng, Jinbao Guo. If we take an as the
function of the variables a 1, a2, . . . . an_1, we have f(x1, x2, . . . , an_1, an) = -a"
+ -a” + · · · + a"-" + a 1a:2 . . . an 1 a "1"2 *n-1 – na. 3C1 3C 2 20 n-1 Then the
partial differential of f for every a, (i = 1, 2, . . . , n – 1) is () 1 1 1 —— ! = —a” (* - #)
+ -a” (a1a2 . . . an_1 – loga) 1 1 1 = - (* (*- #) + a” (: -wo)) • 3Ci 3Ci 3Un Let 2C.; 1
... / 1 g(x1, x2, . . . , an-1, an) = a” (log a - - ) + a” ( – – log a , (3) 3Ui 30 m. the
partial ...