Pinfo = 0.5+0.5*alpha;
第m个点划分两部分,前后概率和分别为
for i =1:m
a = a + V(i)*P(i);
end
for i = m+1:N
b = b + V(i)*P(i);
end
推测的bid价格PBid = 2*(Pinfo*a + (1-Pinfo)*b);
因此有误差为 bidError = abs(V(count) - PBid);
推测的ask价格为
for i = 1:m-1
a = a +V(i)*P(i);
end
for i = m:N
b = b + V(i)*P(i);
end
PAsk = 2*((1-Pinfo)*a + Pinfo*b);
所有的点都找到PBid PAsk
寻找PBid 最小误差的位置index,根据位置找到V(index)
寻找PAsk 最小误差的位置index,根据位置找到V(index)
最终估计的值为:
PBid = min(V(index) , E);
PAsk = max(V(index), E);