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Re: [Bug-gnubg] Volatility indicator ?

From: Massimiliano Maini
Subject: Re: [Bug-gnubg] Volatility indicator ?
Date: Tue, 29 May 2007 15:54:45 +0200

> 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....
> -Øystein

I would put it it's in the Hint dialog of a cube decision (and
in the analysis pane, of course).

2-ply variance is the logical thing too look at, but even the 1-ply
one indicates how volatile the position is ...
I would say that if cube eval is 2-ply, then the variance is 2-ply,
else it is 1-ply.


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