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Smart Fuzzy Weighted Averages of Information Elicited through Fuzzy Numbers

  • Conference paper
Information Processing and Management of Uncertainty in Knowledge-Based Systems (IPMU 2014)

Part of the book series: Communications in Computer and Information Science ((CCIS,volume 442))

Abstract

We illustrate a preliminary proposal of weighted fuzzy averages between two membership functions. Conflicts, as well as agreements, between the different sources of information in the two new operators are endogenously embedded inside the average weights. The proposal is motivated by the practical problem of assessing the fuzzy volatility parameter in the Black and Scholes environment via alternative estimators.

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Author information

Authors and Affiliations

  1. Universitá degli Studi di Perugia, Italy

    Andrea Capotorti & Gianna Figá-Talamanca

Authors
  1. Andrea Capotorti
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  2. Gianna Figá-Talamanca
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Editor information

Editors and Affiliations

  1. University Montpellier 2, LIRMM - CNRS UMR 5506, 161, Rue Ada, 34392, Montpellier Cedex 5, France

    Anne Laurent

  2. LIRMM, UMR CNRS/Universite Montpellier II, 161 rue Ada, 34392, Montpellier cedex 5, France

    Olivier Strauss

  3. LIP6, UPMC Univ. Paris 06, CNRS UMR 7606, F-75005, Paris, France

    Bernadette Bouchon-Meunier

  4. Dept. of Information Systems, Iona College, 710 North Ave, 10801, New Rochelle, NY, USA

    Ronald R. Yager

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© 2014 Springer International Publishing Switzerland

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Capotorti, A., Figá-Talamanca, G. (2014). Smart Fuzzy Weighted Averages of Information Elicited through Fuzzy Numbers. In: Laurent, A., Strauss, O., Bouchon-Meunier, B., Yager, R.R. (eds) Information Processing and Management of Uncertainty in Knowledge-Based Systems. IPMU 2014. Communications in Computer and Information Science, vol 442. Springer, Cham. https://doi.org/10.1007/978-3-319-08795-5_48

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  • DOI: https://doi.org/10.1007/978-3-319-08795-5_48

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-08794-8

  • Online ISBN: 978-3-319-08795-5

  • eBook Packages: Computer ScienceComputer Science (R0)

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