Kelly Criterion ndi Roulette

Mfundoyi

John Kelly (1956) anafunsa mmene wotchova juga wokhala ndi phindu lodziwika ayenera kusankhira kukula kwa mabetcha kuti akweze kukula kwa nthawi yayitali kwa ndalama zosewererandalamaNdalama zosewereraNdalama zonse zimene mwazisiyira masewera. Kusamalira ndalama zosewerera ndiko kusankha kuchuluka kwake komwe mungaike pachiopsezo pa betcha lililonse ndi pa gawo lililonse la masewera.Werengani yonse →. Yankho, pa betcha lolipira b ku 1 ndi kuthekeramasamuKuthekeraMwayi wa zotsatira, kuchokera 0 mpaka 1 kapena 0% mpaka 100%. Nambala imodzi: 1/37 = 2.70%.Werengani yonse → kopambana p ndi kuthekera koluza q = 1 − p, ndi kubetcha gawo f* = (bp − q) / b la ndalama zosewerera. f* yabwino imatanthauza betchani gawo limenelo; ziro kapena yoipa imatanthauza musabetche. Kelly ankagwira ntchito ku Bell Labs, ndipo pepala lake, “A new interpretation of information rate”, linaika vutoli mu chiphunzitso cha chidziwitso cha Claude Shannon: wotchova juga amene amalandira malangizo kudzera pa mzere wa phokoso, pa mwayi wachilungamo, angathe kukulitsa ndalama zosewerera bwino kwambiri pa liwiro limene mzerewo umanyamula chidziwitso. Mu 1961 Leo Breiman anatsimikiza kuti kubetcha kwa Kelly, pa nthawi yayitali, kumathera patsogolo pa njira ina iliyonse yosiyana kwenikweni ndipo kumafika pa cholinga chokhazikitsidwa pafupifupi mu nthawi yochepa kwambiri.

Kubetcha kwa Kelly mu roulette

Pa zofiirabetchaZofiiraBetcha la even-money pa manambala 18 ofiira. Mu Chifalansa: rouge.Werengani yonse →: b = 1, p = 18/37, q = 19/37; f* = (18/37 − 19/37)/1 = −1/37. Pa straight upbetchaStraight upNambala imodzi, amalipira 35:1.Werengani yonse →: b = 35, p = 1/37, q = 36/37; f* = (35/37 − 36/37)/35 = −1/1295. Betcha lililonse lokhazikika limapereka gawo la Kelly loipa, chifukwa betcha lililonse lili ndi phindu loipa, ndipo ndalama zobetcha zabwino kwambiri za kukula ndi ziro. Kubetcha kwa Kelly pa roulette ndi njira yamasamu yonenera zimene tsamba la phindu la kasino limanena: palibe kukula kumene betcha la mtengo woyembekezeka woipa limakulitsa ndalama zosewerera.

Kumene Kelly inagwiradi ntchito

Osewera a kukondera anali ndi phindu ndi vuto la kusankha kukula. Jagger, a García-Pelayo ndi a Eudaemons onse anafunika kusankha kuchuluka kwa kubetcha pa phindu lawo loyezedwa, ndipo kubetcha pang’ono kumawononga phindu pamene kubetcha kwambiri kumaika pangozi kutha ndalama phindu lisanaonekere. Pa kabowozipangizoKabowoChimodzi mwa tibowo 37 tokhala ndi manambala pa rotor. Kamatchedwanso: slot, cup.Werengani yonse → kogundidwa 1 pa 30, Kelly imati 0.57% ya ndalama zosewerera pa kuzungulira kulikonse pa nambala imeneyo: ndi $10,000, pafupifupi $57 pa kuzungulira, kuti zikule mofala ndi pafupifupi 0.054% pa kuzungulira, kapena ×1.7 pa kuzungulira 1,000. Phindu la avareji ndi kuwirikiza kawiri, 0.11% pa kuzungulira, koma Kelly imalunjika ku ndalama zosewerera zofala, osati za avareji, zimene nthawi zochepa zamwayi zimazikweza. Theka la Kelly ndilo chisankho chofala chifukwa kuyerekeza kwa phindu sikutsimikizika.

Osewera Roulette OtchukaThe Eudaemons

Zofala ndi za avareji

Kusiyana pakati pa ndalama zosewerera zofala ndi za avareji ndi kwakukulu. Tengani kabowo kamene kamagundidwa 1 pa 25, phindu la 44%, chiwerengero chimene Thorp amapereka pa chipangizo chake. Kelly imabetcha 1.26% ya ndalama zosewerera pa kabowo kameneko. Pambuyo pa kuzungulira 1,000 ndalama zosewerera zofala zakula pafupifupi kuwirikiza 11.5, pamene za avareji, zokwezedwa ndi nthawi zochepa zamwayi kwambiri, zakula pafupifupi kuwirikiza 249. Kubetcha kuposa Kelly kumakweza avareji ndipo kumatsitsa zotsatira zofala: pa kuwirikiza kawiri ndalama zobetcha za Kelly ndalama zosewerera zofala zimangowirikiza kawiri, ndipo pa kuwirikiza kawiri ndi theka ndalama zobetcha za Kelly zimachepa, ngakhale kuti betcha lililonse lidakali ndi phindu la 44%. Kubetcha pang’ono kumadula pang’ono: theka la ndalama zobetcha limasunga pafupifupi magawo atatu pa anayi a kukula.

Pamene phindu ndi longoyerekeza

Kelly imaganiza kuti phindu likudziwika. Pa tebulo limayerekezedwa, ndipo kuyerekeza kumeneko nthawi zambiri kumakhala kokwera kwambiri. Chitsanzo cha Epstein, chomangidwa pa 44% ya Thorp, ndi nambala imene inagundidwa ka 49 pa kuzungulira 1,225 kwa gudumu la zirogudumuZiroKabowo kamodzi kobiriwira kamene betcha la even-money, dazeni kapena mzati siliphimba; gwero la phindu la kasino. Imatchedwanso: ziro imodzi, 0.Werengani yonse → ziwiri: 1 pa 25, phindu la 44%, ndalama zobetcha za Kelly za 1.26%. Koma gudumu lachilungamo la ziro ziwiri lili ndi manambala 38, ndipo yogundidwa kwambiri mwa iwo imafika pa 49 kapena kuposa pa kuzungulira 1,225 pafupifupi kamodzi pa kasanu ndi kanayi. Nambala yogundidwa kwambiri m’mbiri iliyonse ndiyonso imene mwayi waithandiza kwambiri, choncho ngakhale kabowo kokondera kwenikweni kamaoneka bwino m’mbiri kuposa mmene kalili: temberero la wopambana (winner’s curse). Ngati kabowo kameneko kwenikweni sikakondera, ndalama zobetcha za Kelly zimangokhala betcha limene limataya 5.26% pa avareji. Mayankho ofala ndi kubetcha gawo la Kelly ndi kupitiriza kuwerenga mpaka phindu lipulumuke m’mbiri yatsopano (onani Momwe Mungazindikirire Kukondera kwa Gudumu la Roulette).

Anthu okhala ndi phindu

Kudziwa phindu sikufanana ndi kuligwiritsa ntchito bwino. Haghani ndi Dewey (2016) anapatsa anthu 61 $25 aliyense kuti abetche kwa theka la ola pa ndalama yoponya imene anauzidwa kuti imagwera pa mutu 60% ya nthawi, ndi kupambana kokhala ndi malire a $250 (osewera anadziwa za malirewo atafika pamenepo). Kelly imati betchani 20% ya ndalama zosewerera pa mutu nthawi iliyonse, ndipo olembawo amayerekeza kuti mabetcha osasintha a 10–20% akanafika pa malire pafupifupi 95% ya nthawi. 21% yokha ya osewera inafika kumeneko. 28% inatha ndalama, 18 mwa 61 anabetcha zonse pa kuponya kumodzi, pafupifupi gawo limodzi pa atatu anamaliza pansi pa $25 imene anayamba nayo, ndipo malipirondalamaMalipiroZimene betcha lopambana limabweza, zotchulidwa ngati “X ku 1” kuwonjezera pa ndalama zobetcha zobwezedwa.Werengani yonse → a avareji anali $91. Asanu okha mwa 61 anali atamvapo za Kelly criterion. Ndi phindu, kukula kwa mabetcha kumasankha ngati mudzalisunga; popanda phindu, monga pa gudumu lachilungamo, palibe kukula kumene kumathandiza.

Zoti mugwiritse ntchito m’malo mwake

Popanda phindu, kusankha kukula ndi funso la bajeti, osati funso la kukula kwa ndalama: ndalama zobetcha = zimene mukufuna kuwononga pa kuzungulira kulikonse, zochokera ku bajeti ya ola limodzi ndi liwiro la tebulo (tsamba la Kusamalira Ndalama Zosewerera mu Roulette). Chopereka cha Kelly kwa wosewera wamba ndi kumveka kwa yankho lake: ziro. Chilichonse chimene mumabetcha pamwamba pa ziro ndi mtengo wa kusewera, wosankhidwa ndi inu, osati wokonzedwa ndi fomula iliyonse.

Mawu pa gawo la Kelly ndi “kasamalidwe ka ndalama”

Madongosolo ogulitsidwa ngati “Kelly ya roulette” amene amalangiza gawo lokhazikika la ndalama zosewerera pa betcha lililonse ndi kubetcha mofanananjiraKubetcha mofananaKubetcha ndalama zofanana pa kuzungulira kulikonse. Muyeso umene progression iliyonse imayerekezeredwa nawo.Werengani yonse → ndi ndalama zobetcha zocheperachepera. Amataya 2.70% ya ndalama zonse zobetchedwandalamaNdalama zonse zobetchedwaNdalama zonse zobetchedwa mu gawo la masewera kapena nthawi inayake, kuphatikizapo ndalama zopambana zobetchedwanso. Zimatchedwanso: handle, action.Werengani yonse → ndipo, chifukwa ndalama zobetcha zimachepa pamene mukuluza, amapangitsa kutha ndalama kukhala kochedwa osati kosatheka. Ndi njira yomveka yopangitsa bajeti kukhalitsa; si Kelly, imene ikanati lekani.

Njira ya Roulette ya Kubetcha Mofanana

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