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Re: [Bug-gnubg] Volatility indicator ?

From: Øystein Johansen
Subject: Re: [Bug-gnubg] Volatility indicator ?
Date: Tue, 29 May 2007 14:18:04 +0200
User-agent: Thunderbird (Windows/20070326)

Massimiliano Maini wrote:
> Roughly (cubelessly) speaking, if the equity of the current position is
> the weighted
> average of the equities of the subsequent postions in the game tree,
> wouldn't the
> variance of such equities be an indicator of the volatility ?

Yes, that's a good measurement for the volatility. Of course it should
be 2-ply variance, since the that's what can happen until it's your turn
again. I believe the doubling algorithm in Jellyfish worked with at
volatility based on the 1-ply variance, and that algorithm wasn't bad.

Implementing such feature in GNU Backgammon should not be difficult,
however... hmmmm... where would we integrate this in the GUI? and how do
we set the evalcontext etc. Small problems... can be solved....


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