Future teller Pt2

Pic Ref: http://blog.northstarmanifesto.com/2009/01/the-emerging-future/

1. 接續 Future teller Pt1 http://funningboy.blogspot.com/2010/03/futuer-teller.html
2. 所以我們會得到sample的解 Day D(1) D(2) D(3) D(4) D(5) D(6) D(7) Dif 3% -> -1% -> 0% -> 1% -> 0% -> %3 -> 1% PS: 注意,此解必須符合我們的Constrain.
3. 帶入機率函數求解 前提: 不考慮每日的機率變動率. 每日的機率值是固定的, P(1%) = Constant Value, 不是 P1(1%) for Day(1) p2(1%) for Day(2)...
4. Static Part StP = P(3%)*P(-1%)*P(0%)*P(1%)*P(0%)*P(3%)*P(1%)
5. Dynamic Part DmP = P(3% -> -1%)*P(-1% -> 0%)*P( 0% -> 1%)*P( 1% -> 0%) *P( 0% -> 3%)*P( 3% -> 1%)
6. Dynamic + Static SDP = P(3%)*P(3% -> -1%)*P(-1%)*P(-1% -> 0%).....
7. Flow Chart 找出所有的解空間, 在對每個解空間做排列的動作,之後在帶入Probability. PS: 可以而外增加Constrain 變數. 如 7% -> -7%, 我想如果這種機率應該是很難發生吧. Or 加入連續下跌的Constrain -3% -> -3% Drop
8. 結果 T :: 1 ==Total Prob(Dym + St==)0.001 T :: 2 ==Total Prob(Dym + St==)0.00212 T :: 3 ==Total Prob(Dym + St==)0.00331718 T :: 4 ==Total Prob(Dym + St==)0.00602681 T :: 5 ==Total Prob(Dym + St==)0.00723811 T :: 6 ==Total Prob(Dym + St==)0.00994943 T :: 7 ==Total Prob(Dym + St==)0.0111607 T :: 8 ==Total Prob(Dym + St==)0.0138721 code / Rst download http://sites.google.com/site/funningboy/perl_code/expect.rar?attredirects=0&d=1