CN103824211A - Quotation computing system and bidding method of double-way auction - Google Patents

Quotation computing system and bidding method of double-way auction Download PDF

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CN103824211A
CN103824211A CN201410065519.8A CN201410065519A CN103824211A CN 103824211 A CN103824211 A CN 103824211A CN 201410065519 A CN201410065519 A CN 201410065519A CN 103824211 A CN103824211 A CN 103824211A
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buyer
seller
price
quotation
auction
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CN103824211B (en
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徐恪
师雪霖
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Tsinghua University
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Tsinghua University
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Abstract

The invention provides a quotation computing system and a bidding method of a double-way auction. According to the method, through costs given out by a plurality of sellers and asked price and budges given out by a plurality of buyers and buying offer, double-way quotation is carried out, the following steps are carried out in a looping mode, namely the lowest asked price in the asked price is obtained as the seller lowest asked price; the highest buying offer in the buying offer is obtained as the buyer highest buying offer; and when the buyer highest buying offer is higher than the seller lowest asked price, the fact that an auction object is obtained by a buyer with the buyer highest buying offer is judged, when the buyer highest buying offer is lower than the seller lowest asked price, the sellers give out price lower than the seller lowest asked price and update asked price, and the buyers give out price higher than the buyer highest buying offer and update buying offer. According to the method, trading of the sellers and the buyers is monitored according to the buyer lowest buying offer, so that benefit maximization of the sellers and the buyers is achieved, and meanwhile auction efficiency is improved.

Description

The price competing method of price calculation system and two way auction
Technical field
The present invention relates to auction technique field, particularly the price competing method of a kind of price calculation system and two way auction.
Background technology
Auction is a kind of effectively market mechanism, can be divided into entity auction and the virtual auction of artificial control.The feature of cloud resource becomes the commodity that are suitable for auction technique transaction.Computational resource, storage resources can adopt uniform units tolerance, and after Transaction Success, cloud user can use corresponding cloud resource (, commodity consumption can complete on line completely) by network.
Some simple auction models are for cloud computing market at present, and these models are unidirectional auction often, i.e. seller's vending articles, multiple buyer's auctions.Or a buyer issues purchasing demand, multiple seller's quotations.
It is low that existing auction model can only be auctioned efficiency with one-to-many or many-to-one mode, the defects such as the incompetent interests that effectively improve the buyer and the seller.
Meanwhile, in existing auction model, while providing auction strategy to support, need complicated calculating for the buyer or the seller, in the time that cloud market medium cloud service provider and cloud user bid on electronic auction platform, its computational complexity is difficult to accept.
Summary of the invention
Object of the present invention is intended at least solve one of above-mentioned technological deficiency.
For this reason, the present invention need to provide the price competing method of a kind of price calculation system and two way auction.
In view of this, embodiments of the invention propose a kind of price calculation system, it is characterized in that, comprising: storage unit, market clearing price and the default seller's cost of the seller of storage goods to auction; Quotation acquiring unit, obtains quotation minimum in multiple asked prices as seller's lowest bid; Judging unit judges in the radical stage in the time that described seller's lowest bid is greater than described market clearing price, judges in the conservative stage in the time that described seller's lowest bid is less than or equal to described market clearing price; And computing unit, in the time that described judging unit judges in the conservative stage, described computing unit produces a random number as quotation between described seller's cost and seller's lowest bid, in the time that described judging unit judges in the radical stage, described computing unit calculates asked price by following formula, described formula is
a j=arg?max{(a-C j)(p 1a 3+p 2a 2+p 3a+p 4)},
Wherein, a jfor described asked price, a is the independent variable of seller's revenue function, c jfor seller's cost, p 1, p 2, p 3and p 4be respectively according to every coefficient of seller's confidence function of historical transaction record matching.The asked price a that calculated jit is the quotation that makes seller's expected revenus maximum.
According to the present invention, adopt seller's confidence function of matching to calculate the received probability of certain asked price:
p ^ ( a ) = 1 if a ≤ p ^ * p 1 a 3 + p 2 a 2 + p 3 a + p 4 if Max ≥ a > p ^ * ,
Wherein, independent variable a is for offering, functional value
Figure BDA0000469552100000022
represent the received probability of a.Seller's confidence function of matching has greatly reduced calculated amount, and the value calculating by this function (the received probability of offering) differs in tolerance interval with the probability that calculates according to historical record, can effectively improve quotation efficiency.
Another embodiment of the present invention provides a kind of price calculation system, it is characterized in that, comprising: storage unit, market clearing price and the default buyer's budget of the buyer of storage goods to auction; Quotation acquiring unit, obtains quotation the highest in multiple Buying Offers as buyer's highest quotation; Judging unit judges in the radical stage in the time that described buyer's highest quotation is less than described market clearing price, judges in the conservative stage in the time that described buyer's highest quotation is more than or equal to described market clearing price; And computing unit, in the time that described judging unit judges in the conservative stage, described computing unit produces a random number as quotation between described buyer's highest quotation and buyer's budget, in the time that described judging unit judges in the radical stage, described computing unit calculates Buying Offer by following formula, described formula is
b i=arg?max{(V i-b)(q 1b 3+q 2b 2+q 3b+q 4)},
Wherein, b ifor Buying Offer, V ifor buyer's budget, b is the independent variable of buyer's revenue function, q 1, q 2, q 3and q 4be respectively according to every coefficient of buyer's confidence function of historical transaction record matching.The Buying Offer b that calculated iit is the quotation that makes buyer's expected revenus maximum.
According to the present invention, adopt buyer's confidence function of matching to calculate the received probability of certain Buying Offer:
q ^ ( b ) = q 1 b 3 + q 2 b 2 + q 3 b + q 4 if Min &le; b < p ^ * 1 if b &GreaterEqual; p ^ * ,
Wherein, independent variable b is bid price, functional value
Figure BDA0000469552100000024
represent the received probability of b.Buyer's confidence function of matching, has greatly reduced calculated amount, and the value calculating by this function (the received probability of offering) differs in tolerance interval with the probability that calculates according to historical record, can effectively improve quotation efficiency.
Another embodiment of the present invention proposes a kind of price competing method of two way auction, same goods to auction is obtained to budget and the Buying Offer that cost that multiple sellers send and asked price and multiple buyer send and carry out two-way bidding, it is characterized in that, following steps are carried out in circulation: seller's lowest bid obtaining step, obtains quotation minimum in described multiple asked price as seller's lowest bid; Buyer's highest quotation obtaining step, obtains quotation the highest in described multiple Buying Offer as buyer's highest quotation; Conclusion of the business step, when described buyer's highest quotation is during higher than described seller's lowest bid, judges that described goods to auction clapped by the buyer of this buyer's highest quotation, when described buyer's highest quotation is during lower than described seller's lowest bid, carries out bids step; In described bids step, described multiple sellers are respectively to bid lower than the price of described seller's lowest bid and to upgrade asked price, and described multiple buyeies are respectively to bid and to upgrade Buying Offer higher than the price of described buyer's highest quotation.
According to the method for the embodiment of the present invention, according to buyer's lowest bid, the buyer and the seller's transaction is monitored, so that the buyer and the seller's interests maximize, improved the efficiency of auction simultaneously.
In one embodiment of the invention, described bids step comprises: the market clearing price of estimating described goods to auction according to the auction record of described goods to auction; Described market clearing price and described buyer's highest quotation or described seller's lowest bid are compared to clap to obtain the radical degree of current auction, according to this radical degree, the described seller or the buyer's quotation is adjusted.
In one embodiment of the invention, described market clearing price represents by following formula, and described formula is,
Figure BDA0000469552100000031
wherein,
Figure BDA0000469552100000032
for described market clearing price, w ibe the weight of the i time transaction, p ibe the price of the i time transaction, T is transaction count, the total quantity that HN is historical transaction record.
In one embodiment of the invention, in described bids step, in the time that seller's lowest bid is greater than described market clearing price, current auction is the radical stage, and in this radical stage, the seller offers by following formula, and described formula is, a j=arg max{ (a-C j) (p 1a 3+ p 2a 2+ p 3a+p 4), wherein, a jfor described quotation, a is the independent variable of seller's revenue function, c jfor seller's cost, p 1, p 2, p 3and p 4be respectively according to every coefficient of seller's confidence function of historical transaction record matching.
In one embodiment of the invention, in described bids step, in the time that seller's lowest bid is not more than described market clearing price, current auction is conservative stage, random bidding between described seller's cost and seller's lowest bid in this conservative stage.
In one embodiment of the invention, in described bids step, in the time that buyer's highest quotation is greater than described market clearing price, current auction is conservative stage, random bidding between described buyer's highest quotation and buyer's budget in this conservative stage.
In one embodiment of the invention, in described bids step, in the time that buyer's highest quotation is not more than described market clearing price, current auction is the radical stage, offers by following formula this radical stage buyer, and described formula is, b i=arg max{ (V i-b) (q 1b 3+ q 2b 2+ q 3b+q 4), wherein, b ifor Buying Offer, V ifor buyer's budget, b is the independent variable of buyer's revenue function, q 1, q 2, q 3and q 4be respectively according to every coefficient of buyer's confidence function of historical transaction record matching.
In one embodiment of the invention, represent by following formula in the first leg quotation of the seller described in described bids step, described formula is, wherein, a jfor the described buyer's first leg quotation, o askfor seller's lowest bid, c jfor seller's cost, O bidfor the current highest quotation of the described buyer.
In one embodiment of the invention, represent by following formula in the first leg quotation of the buyer described in described bids step, described formula is,
Figure BDA0000469552100000041
wherein, b ifor the described buyer's first leg quotation, O bidfor the current highest quotation of the described buyer, V ifor buyer's budget, o askfor seller's lowest bid.
In one embodiment of the invention, described bids step also comprises: when the seller described in described goods to auction is not auctioned while recording adopts firm offer mode to offer.
The aspect that the present invention is additional and advantage in the following description part provide, and part will become obviously from the following description, or recognize by practice of the present invention.
Accompanying drawing explanation
The present invention above-mentioned and/or additional aspect and advantage will become from the following description of the accompanying drawings of embodiments obviously and easily and understand, wherein,
Fig. 1 is the process flow diagram of the price competing method of two way auction according to an embodiment of the invention;
Fig. 2 is the scene schematic diagram of two way auction platform according to an embodiment of the invention; And
Fig. 3 is the structural representation of electronic auction platform according to an embodiment of the invention.
Embodiment
Describe embodiments of the invention below in detail, the example of embodiment is shown in the drawings, and wherein same or similar label represents same or similar element or has the element of identical or similar functions from start to finish.Be exemplary below by the embodiment being described with reference to the drawings, only for explaining the present invention, and can not be interpreted as limitation of the present invention.
In description of the invention, it will be appreciated that, term " " center ", " longitudinally ", " laterally ", " on ", D score, " front ", " afterwards ", " left side ", " right side ", " vertically ", " level ", " top ", " end ", " interior ", orientation or the position relationship of indications such as " outward " are based on orientation shown in the drawings or position relationship, only the present invention for convenience of description and simplified characterization, rather than device or the element of indication or hint indication must have specific orientation, with specific orientation structure and operation, therefore can not be interpreted as limitation of the present invention.In addition, term " first ", " second " be only for describing object, and can not be interpreted as indication or hint relative importance.
In description of the invention, it should be noted that, unless otherwise clearly defined and limited, term " installation ", " being connected ", " connection " should be interpreted broadly, and for example, can be to be fixedly connected with, and can be also to removably connect, or connect integratedly; Can be mechanical connection, can be also electrical connection; Can be to be directly connected, also can indirectly be connected by intermediary, can be the connection of two element internals.For the ordinary skill in the art, can concrete condition understand above-mentioned term concrete meaning in the present invention.
Fig. 1 is the process flow diagram of the price competing method of two way auction according to an embodiment of the invention.As shown in Figure 1, according to the price competing method of the two way auction of the embodiment of the present invention, same goods to auction is obtained to budget and the Buying Offer that cost that multiple sellers send and asked price and multiple buyer send and carry out two-way bidding, and following steps are carried out in circulation: obtain quotation minimum in multiple asked prices as seller's lowest bid (step 101).Obtain quotation the highest in multiple Buying Offers as buyer's highest quotation (step 103).When buyer's highest quotation is during higher than seller's lowest bid, judge that goods to auction claps to obtain (step 105) by the buyer of this buyer's highest quotation.When buyer's highest quotation is during lower than seller's lowest bid, multiple sellers are respectively to bid lower than the price of seller's lowest bid and to upgrade asked price, and multiple buyeies are respectively to bid higher than the price of buyer's highest quotation and to upgrade Buying Offer (step 107).
According to the method for the embodiment of the present invention, according to buyer's lowest bid, the buyer and the seller's transaction is monitored, so that the buyer and the seller's interests maximize, improved the efficiency of auction simultaneously.
In step 107, estimate the market clearing price of goods to auction according to the auction record of goods to auction.Market clearing price and buyer's highest quotation or seller's lowest bid are compared to clap to obtain the radical degree of current auction, according to this radical degree, the seller or the buyer's quotation is adjusted.Market clearing price represents by following formula, and formula is,
Figure BDA0000469552100000051
wherein,
Figure BDA0000469552100000052
for market clearing price, w ibe the weight of the i time transaction, p ibe the price of the i time transaction, T is transaction count, the total quantity that HN is historical transaction record.
In step 107, in the time that seller's lowest bid is greater than market clearing price, current auction is the radical stage, and in this radical stage, the seller offers by following formula, and formula is, a j=arg max{ (a-C j) (p 1a 3+ p 2a 2+ p 3a+p 4), wherein, a jfor quotation, a is the independent variable of seller's revenue function, c jfor seller's cost, p 1, p 2, p 3and p 4be respectively according to every coefficient of seller's confidence function of historical transaction record matching.If current auction is conservative stage, random bidding between seller's cost and seller's lowest bid in this conservative stage when seller's lowest bid is not more than market clearing price.
In one embodiment of the invention, in the time that buyer's highest quotation is greater than market clearing price, current auction is conservative stage, random bidding between buyer's highest quotation and buyer's budget in this conservative stage.In the time that buyer's highest quotation is not more than market clearing price, current auction is the radical stage, offers by following formula this radical stage buyer, and formula is,
b i=arg?max{(V i-b)(q 1b 3+q 2b 2+q 3b+q 4)},
Wherein, b ifor Buying Offer, V ifor buyer's budget, b is the independent variable of buyer's revenue function, q 1, q 2, q 3and q 4be respectively according to every coefficient of buyer's confidence function of historical transaction record matching.
Cloud market on-line continuous two way auction platform is introduced cloud computing resources by continuous two way auction and is distributed, cloud computing technology makes to calculate, storage resources can be used as the unified measurement of commodity and transaction, the feature in this class market is: commodity (calculating, storage, application service) all can complete transaction online, therefore, can adopt electronic auction platform to realize bidding of both parties, mated by platform, calculate auction result.User can be by the required commodity of online electronic auction platform auction, and similarly cloud service provider (CSP) can offer too on platform.Fig. 2 is the scene schematic diagram of two way auction platform according to an embodiment of the invention.As shown in Figure 2, goods to auction is computational resource, the user 1(buyer) bid 5 yuan, cloud service provider (seller) can accept this bid, or quotation voluntarily.If do not conclude the business coupling, user 1 can continuous several times bid, and other user also can participate in this time auction at any time, continuous several times bid, but the new quotation of the buyer must be higher than the highest current Buying Offer at every turn.Similarly, cloud service provider also can continuous several times bid, but each new bid of the seller must be lower than current minimum offering.Be in auction process, the buyer bids and is constantly increasing progressively, and asked price is constantly being successively decreased, once the highest current buyer bids greater than or equal to current minimum offering, produce once transaction, both parties' information under system log (SYSLOG), calculates knockdown price, and the highest current buyer is bidded and deleted from auction bulletin board with current minimum offering.Auction is proceeded, and the buyer and the seller still can continue auction, until transaction cycle finishes.
In one embodiment of the invention, in order to realize the application of two way auction in cloud resource market is distributed, designed a unification, open novel cloud resource electronic auction platform, cloud user and cloud service provider can access this platform by Internet, realize transaction with auction technique.
The maximum feature of this platform is to introduce continuous two way auction mechanism, according to commodity feature, both parties' feature (buyer's budget, seller's cost etc.) in cloud resource market, has designed the special auction mechanism (will introduce in detail in step 3) that is applicable to cloud market.This platform has the supervision of bidirectional identity authentication, auction rules, offer and the buyer bid issues, the matching feature of concluding the business, and guaranteed security and the fairness of auction trade.
Fig. 3 is the structural representation of electronic auction platform according to an embodiment of the invention.As shown in Figure 3, add the both parties of this electronic auction platform must pass through bidirectional identity authentication, only have through the buyer, the seller of authentication and could initiate, take part in auction, perfect bidirectional identity authentication has guaranteed both parties' identity non repudiation, stop the fraud in bidding, guarantee that justice bids.Concrete verification process is as follows: (1) first, any buyer (cloud user or user agent) and the seller (cloud service provider or the agency of cloud service provider) can register on platform, submit corresponding data to, enter " pending state "; (2) electronic auction plateform system carries out preliminary audit survey, by laggard pedestrian's work checking, comprises authentication, finance account checking, and the buyer who is verified and the seller become platform validated user; (3) electronic auction platform provides digital certificate (being stored in special hardware encipher equipment) to the user who is verified, before user takes part in auction at every turn, all to use this certificate to carry out bidirectional identification checking: whether platform can authentication of users be both validated user, user also can verify the non-swindle website, website of current accessed, but real auction platform.
The transaction of carrying out on this auction platform specifically can be divided into three steps: initial phase, bid stage and auction result matching stage.At initial phase, user and service provider's information that all goods to auction information and wish are participated in auction will be submitted to platform, and each participant will accept authentication, and the information that meets market rules will be published.In the stage of bidding, both parties submit to and bid and offer.Finally, whether the auction result matching module of platform determines to have transaction to produce, and record is put on record and notifies conclusion of the business both sides.
In one embodiment of the invention, this electronic auction Platform Designing be applicable to cloud resource distribute auction mechanism---the continuous two way auction mechanism of cloud (step 3 of the present invention is introduced in detail), this platform has been realized above-mentioned mechanism, the auction of certain cloud resource commodity is initiated or participated in to cloud service provider (CSP) and cloud, with passing through this platform per family.In concrete certain auction, both sides can manually calculate bid price or asked price according to institute's goods to auction, the current situation of bidding, but, if there is automated auction agent software can replace the buyer, the seller to complete the above-mentioned activity of bidding, will greatly improve trading efficiency.Below of the present invention bidding is specifically described.
In one embodiment of the invention, in order to guarantee to auction efficiency, can formulate some auction rules, i.e. constrained parameters according to market scale.These parameters can be modified according to historical auction trade record.Constrained parameters are as follows:
(1) transaction cycle: in one-time continuous two way auction, both parties' continuous several times quotation at any time, when both parties' quotation of finding coupling produces transaction.But once auction can unrestrictedly not continue, and therefore needs to formulate transaction cycle.In the present invention, using the number of times of offering as unit of measurement, maximum quotation number of times that auction allows are each time called transaction cycle, are denoted as L tD.As, transaction cycle is defined as 100 times, the quotation number of times of the buyer, selling price reaches after 100 times, closing the transaction.
(2) minimum amount of increase: in continuous two way auction, the buyer bids at every turn and must, higher than the highest current bid price, in order to guarantee to auction efficiency, define minimum amount of increase parameter, and note is Δ bid.Be that new the bidding of the buyer is at least the highest current bid price+Δ bid.
(3) the minimum range of decrease: similarly, in continuous two way auction, the each quotation of the seller must, lower than current minimum asked price, in order to guarantee to auction efficiency, define the minimum range of decrease, is denoted as Δ ask.Be that the new quotation of the seller is at most current minimum asked price-Δ ask.Generally can minimum amount of increase and the minimum range of decrease be set to identical numerical value, i.e. Δ bid=Δ ask., unified being denoted as Δ.
(4) the minimum buyer bids: in order to improve auction efficiency, stipulate that the buyer can not, from too low bidding, define the minimum buyer and bid, note is min.Each auction starts, and first bid price such as must be greater than at the min.
(5) the highest asked price: similarly, in order to improve auction efficiency, can stipulate the maximum of asked price, be denoted as max.Each auction starts, and first seller must be less than or equal to max.
Therefore, the continuous two way auction mechanism of cloud of the present invention's design can think that a discreteness can represent by following mathematical model,
Figure BDA0000469552100000071
wherein, L tDfor transaction cycle represents to allow each day of trade quotation time at most, Δ represents each seller or the minimum range of decrease of Buying Offer (ask/bid) or amount of increase, be Δ=Δ bid=Δ ask, max represents the highest asked price that auction marketplace allows, min represents the minimum Buying Offer that auction marketplace allows, B={B 1..., B i..., B mbe m cloud user's (being the buyer) the set of bidding, B ibe all quotation set of i user, each user can repeatedly offer, V={V 1..., V i..., V mbe m cloud user's budget set, V ifor i user is willing to mean the ceiling price that goods to auction pays, also referred to as budget or expected price, A={A 1..., A j..., A nbe the bid set of n cloud service provider (being the seller), A jbe all quotation set of j service provider, each cloud service provider can repeatedly bid, C={C 1..., C j..., C nbe the cost set of n cloud service provider (being the seller), C jit is j service provider's cost.
Can obtain through processing the Transaction Set M that the match is successful.Based on auction mechanism of the present invention, suppose that it is rationality that cloud user and cloud service provide commercial city: customer quote can not exceed its expected price to these commodity: min≤b i≤ V i, the quotation of cloud service provider can be lower than its cost: C j≤ a j≤ max.
In one embodiment of the invention, for the buyer (cloud user), the seller (cloud service provider), how offering, whether it can win auction and the income that obtains by decision.If there is feasible quotation strategy algorithm, first can instruct buyer/seller how to calculate bid to guarantee maximize revenue, both parties, according to this bidding strategies, determine how to bid, whether accept the other side's bid.In addition, can also realize automated auction ageng (agent) based on algorithm, the buyer/seller ageng of can initialization bidding, auction parameter is set, replaces buyer/seller to determine whether continue bid and the concrete amount of money of bidding thereof by agency according to historical transaction record, bid/asked price of the current buyer.
The essence of bidding strategies is a kind of dynamic game algorithm, needs to guarantee auction participant maximize revenue.Under starting condition restriction (as the seller's cost, the buyer's maximum budget), select to expect the scheme of Income Maximum, expected revenus not only depends on quotation, the probability of Transaction Success is also key factor.
For this situation, the present invention has designed a kind of " the mixing bidding strategies based on confidence " algorithm, for continuous two way auction, for the buyer and the seller provide the support of auction strategy.Reasonably bidding strategies can guarantee both parties' Income Maximum and market price fluctuation minimum.Bidding strategies efficiency of the present invention is higher, and expense is little, more meets the needs that cloud market medium cloud service provider and cloud user bid on electronic auction platform.This bidding strategies can guarantee both parties' Income Maximum and market price fluctuation minimum.
" the mixing bidding strategies based on confidence " of the embodiment of the present invention with in the past continuously two way auction bidding strategies compare, there is following features: first both parties' average yield is higher than strategy in the past; Secondly as a kind of intelligent auction policing algorithm, its computational complexity can be accepted.Its basic ideas are according to more current quotation and historical conclusion of the business record, auction to be divided into conservative stage and radical stage, different stage employing diverse ways calculating optimum price quotation.Conservative stage and radical stage divide according to historical knockdown price, and historical knockdown price also can be considered as the estimated value to market clearing price.According to microeconomics principle, concrete transaction value will converge on a market clearing price, estimate market clearing price by following formula:
p ^ * = &Sigma; i = T - HN + 1 T ( w i &times; p i ) 1 + 2 + . . . + HN ,
w T-HN+1=1,...,w i=i-(T-HN),...,w T=HN
Wherein,
Figure BDA0000469552100000082
for market clearing price, w ibe the weight of the i time transaction, p ibe the price of the i time transaction, T is transaction count, the total quantity that HN is historical transaction record.In general, the knockdown price more closely occurring more has reference value, and therefore the weight of nearer transaction record is higher.
For cloud user (buyer), if the highest current bid price lower than
Figure BDA0000469552100000083
in the radical stage, otherwise in the conservative stage.For cloud service provider (seller), if current minimum asked price higher than
Figure BDA0000469552100000091
in the radical stage, otherwise in the conservative stage.In the radical stage, the buyer and the seller should actively bid, and strive for winning auction, now can strike a bargain to record according to history and calculate certain received probability of offering, be confidence function (Belief Function), it can be used to calculate the bidding strategies of greatest hope income.If there is no historical transaction record, cannot calculate
Figure BDA0000469552100000092
time, the buyer seller takes the quotation method of fixing.
In one embodiment of the invention, refer to by the buyer's confidence function probability that represents that transaction strikes a bargain.The buyer calculates subjective probability according to Buying Offer (being designated as HL) and the conclusion of the business situation of nearest L time, and this subjective probability represents received possibility in the time that Buying Offer is b.Buyer's confidence function can be expressed as, q ^ ( b ) = TBL ( b ) + AL ( b ) TBL ( b ) + AL ( b ) + RBG ( b ) if Min &le; b < p ^ * 1 if b &GreaterEqual; p ^ * , Wherein, represent that it is the received probability of energy of bidding of b that the buyer submits number to, TBL (b) represents all received Buying Offer number of times less than or equal to b; AL (b) represents the asked price number of times less than or equal to b occurring, RBG (b) represents that the unaccepted buyer greater than or equal to b bids.The separation of above-mentioned piecewise function is according to the market clearing price of estimating for the buyer, if bidding, the current buyer do not exceed
Figure BDA0000469552100000096
, in the radical stage, mean that the buyer should actively bid; Otherwise, in the conservative stage, should carefully bid the conservative stage buyer.In the radical stage, adopt historical record to calculate the received probability of bid; And in the conservative stage, the reference function of historical record is lower, for reducing computing cost, adopt random quotation mode, now the functional value perseverance of confidence function is 1.
Obtaining after buyer's confidence function, can calculate the current bid amount of money that can make buyer's prospective earnings maximum according to this function.In order to reduce calculation cost, in embodiments of the invention, according to historical record, buyer's confidence Function Fitting is become to cubic function:
q ^ ( b ) = q 1 b 3 + q 2 b 2 + q 3 b + q 4 if Min &le; b < p ^ * 1 if b &GreaterEqual; p ^ * .
Greatly reduced calculated amount by matching buyer confidence function, and the value calculating by this function (the received probability of Buying Offer b) differs in tolerance interval with the probability calculating according to historical record.
Need to use historical transaction record owing to calculating buyer's confidence, therefore, before there is no historical record, adopt fixed form to calculate initial quotation, this one-phase is called first leg.The bid price of first leg should be slightly higher than the highest current Buying Offer, in order to improve auction efficiency, reduce excessive difference between bid price and asked price, the buyer of the present invention's design bids in algorithm, and first leg calculates bid price according to following formula:
Figure BDA0000469552100000098
wherein, O bidfor the highest current bid price, V ifor the buyer's the highest share price of psychology (being generally budget).Generating after historical record, judging in the still conservative stage in radical stage according to averaged historical knockdown price.For the buyer (cloud user), if the highest current bid price is less than historical average knockdown price,
Figure BDA0000469552100000101
the buyer, in the radical stage, now should calculate the bid scheme that can guarantee prospective earnings maximum according to confidence function.The computing method of the buyer's prospective earnings are as follows:
Figure BDA0000469552100000102
therefore, in the radical stage, bid price b should make estimated revenue maximum, and computing method are b i=arg max{ (V i-b) (q 1b 3+ q 2b 2+ q 3b+q 4), wherein, b ifor Buying Offer, V ifor buyer's budget, b is the independent variable of buyer's revenue function, q 1, q 2, q 3and q 4be respectively according to every coefficient of buyer's confidence function of historical transaction record matching.
When
Figure BDA0000469552100000103
the buyer is in the conservative stage.Now, the highest current bid price is higher than the average knockdown price of history, and historical price no longer includes reference value for bid price.If not yet exceed the buyer's budget V i, the buyer can continue to bid, and now uses for reference the simplest " zero information " strategy, and random bid gets final product b i~U (o bid, V i), at O bidand V ibetween produce random number as this bid price.Random bid calculation cost is low, in the time that history conclusion of the business is recorded without reference value, is most suitable calculating bid mode.
Buyer's bidding strategies based on confidence can be used following algorithmic notation,
Figure BDA0000469552100000104
In an embodiment of the present invention, the seller confidence function corresponding with buyer's confidence function refers to, the seller according to nearest L time offer (being designated as HL) and conclusion of the business situation calculates subjective probability, this subjective probability represents received possibility in the time offering as a.In existing related work, seller's confidence function can be expressed as: p ^ ( a ) = 1 if a &le; p ^ * TAG ( a ) + BG ( a ) TAG ( a ) + BG ( a ) + RAL ( a ) if Max &GreaterEqual; a > p ^ * , Wherein, represent that it is the received probability of bid energy of a that the seller submits number to, TAG (a) represents the asked price number of times of all received a of being not less than; BG (a) represents the number of times that offers that is not less than a occurring, RAL (a) represents unaccepted not offering higher than a.The separation of above-mentioned piecewise function is the market clearing price of estimating
Figure BDA0000469552100000113
for the seller, offer if current higher than , in the radical stage, mean that the seller should actively bid; Otherwise, in the conservative stage, should carefully bid the conservative stage seller.In the radical stage, adopt historical record to calculate the received probability of bid; And in the conservative stage, the reference function of historical record is lower, for reducing computing cost, adopt random quotation mode, now the functional value perseverance of confidence function is 1.
Obtaining after seller's confidence function, can be according to calculating the current bid amount of money that can make seller's prospective earnings maximum.In order to reduce calculation cost, the present invention also becomes cubic function according to historical record by seller's confidence Function Fitting: p ^ ( a ) = 1 if a &le; p ^ * p 1 a 3 + p 2 a 2 + p 3 a + p 4 if Max &GreaterEqual; a > p ^ * . Effectively reduce calculated amount by matching seller confidence function and easily calculated received probability while offering a, made in its knockdown price tolerance interval.
In one embodiment of the invention, can adopt fixed form to calculate initial quotation in the time there is no historical record, this one-phase is called first leg.First leg offer should than current minimum offer lower slightly, in order to improve auction efficiency, reduce offer and Buying Offer between excessive difference, the seller of the present invention design bids in algorithm, first leg calculates and offers according to following formula: wherein, O askfor current minimum offering, C jfor the seller's cost.Producing after historical record, judging in the still conservative stage in radical stage according to averaged historical knockdown price.For the seller (cloud service provider), if current minimum offering is greater than historical average knockdown price,
Figure BDA0000469552100000117
the seller, in the radical stage, now should calculate the bid scheme that can guarantee prospective earnings maximum according to confidence function.The seller's prospective earnings computing formula is,
Figure BDA0000469552100000118
therefore, in the radical stage, a that offers should make estimated revenue maximum, and computing method are a j=arg max{ (a-C j) (p 1a 3+ p 2a 2+ p 3a+p 4), wherein, a jfor quotation, a is the independent variable of seller's revenue function, c jfor seller's cost, p 1, p 2, p 3and p 4be respectively according to every coefficient of seller's confidence function of historical transaction record matching.
When
Figure BDA0000469552100000121
the seller is in the conservative stage.Now, current minimum offering lower than the average knockdown price of history, historical price no longer includes reference value for offering.If not yet lower than the seller's cost C j, the seller can continue to bid, and now uses for reference the simplest " zero information " strategy, random bid: a j~U (C j, o ask).At C jand O askbetween produce random number and offer as this.
Seller's bidding strategies based on confidence can be used following algorithmic notation,
Figure BDA0000469552100000122
According to the method for the embodiment of the present invention, according to buyer's lowest bid, the buyer and the seller's transaction is monitored, so that the buyer and the seller's interests maximize, improved the efficiency of auction simultaneously.
Although illustrated and described embodiments of the invention above, be understandable that, above-described embodiment is exemplary, can not be interpreted as limitation of the present invention, those of ordinary skill in the art can change above-described embodiment within the scope of the invention in the situation that not departing from principle of the present invention and aim, modification, replacement and modification.

Claims (12)

1. a price calculation system, is characterized in that, comprising:
Storage unit, market clearing price and the default seller's cost of the seller of storage goods to auction;
Quotation acquiring unit, obtains quotation minimum in multiple asked prices as seller's lowest bid;
Judging unit judges in the radical stage in the time that described seller's lowest bid is greater than described market clearing price, judges in the conservative stage in the time that described seller's lowest bid is less than or equal to described market clearing price; And
Computing unit, in the time that described judging unit judges in the conservative stage, described computing unit produces a random number as quotation between described seller's cost and seller's lowest bid, in the time that described judging unit judges in the radical stage, described computing unit calculates quotation by following formula, described formula is
a j=arg?max{(a-C j)(p 1a 3+p 2a 2+p 3a+p 4)},
Wherein, a jfor described asked price, a is the independent variable of seller's revenue function, c jfor seller's cost, p 1, p 2, p 3and p 4be respectively according to every coefficient of seller's confidence function of historical transaction record matching.
2. a price calculation system, is characterized in that, comprising:
Storage unit, market clearing price and the default buyer's budget of the buyer of storage goods to auction;
Quotation acquiring unit, obtains quotation the highest in multiple Buying Offers as buyer's highest quotation;
Judging unit judges in the radical stage in the time that described buyer's highest quotation is less than described market clearing price, judges in the conservative stage in the time that described buyer's highest quotation is more than or equal to described market clearing price; And
Computing unit, in the time that described judging unit judges in the conservative stage, described computing unit produces a random number as quotation between described buyer's highest quotation and buyer's budget, in the time that described judging unit judges in the radical stage, described computing unit calculates quotation by following formula, described formula is
b i=arg?max{(V i-b)(q 1b 3+q 2b 2+q 3b+q 4)},
Wherein, b ifor Buying Offer, V ifor buyer's budget, b is the independent variable of buyer's revenue function, q 1, q 2, q 3and q 4be respectively according to every coefficient of buyer's confidence function of historical transaction record matching.
3. a price competing method for two way auction, obtains to same goods to auction budget and the Buying Offer that cost that multiple sellers send and asked price and multiple buyer send and carries out two-way bidding, and it is characterized in that, following steps are carried out in circulation:
Seller's lowest bid obtaining step, obtains quotation minimum in described multiple asked price as seller's lowest bid;
Buyer's highest quotation obtaining step, obtains quotation the highest in described multiple Buying Offer as buyer's highest quotation;
Conclusion of the business step, when described buyer's highest quotation is during higher than described seller's lowest bid, judges that described goods to auction clapped and to be obtained and to stop circulation by the buyer of this buyer's highest quotation, when described buyer's highest quotation is during lower than described seller's lowest bid, carries out bids step;
In described bids step, described multiple sellers are respectively to bid lower than the price of described seller's lowest bid and to upgrade asked price, and described multiple buyeies are respectively to bid and to upgrade Buying Offer higher than the price of described buyer's highest quotation.
4. the price competing method of two way auction as claimed in claim 3, is characterized in that, described bids step comprises:
Estimate the market clearing price of described goods to auction according to the auction record of described goods to auction;
Described market clearing price and described buyer's highest quotation or described seller's lowest bid are compared to clap to obtain the radical degree of current auction, according to this radical degree, the described seller or the buyer's quotation is adjusted.
5. the price competing method of two way auction as claimed in claim 3, is characterized in that, described market clearing price represents by following formula, and described formula is,
p ^ * = &Sigma; i = T - HN + 1 T ( w i &times; p i ) 1 + 2 + . . . + HN ,
Wherein, for described market clearing price, w ibe the weight of the i time transaction, p ibe the price of the i time transaction, T is transaction count, the total quantity that HN is historical transaction record.
6. the price competing method of two way auction as claimed in claim 4, is characterized in that, in described bids step, in the time that seller's lowest bid is greater than described market clearing price, current auction is the radical stage, in this radical stage, the seller offers by following formula, and described formula is
a j=arg?max{(a-C j)(p 1a 3+p 2a 2+p 3a+p 4)},
Wherein, a jfor described asked price, a is the independent variable of seller's revenue function, c jfor seller's cost, p 1, p 2, p 3and p 4be respectively according to every coefficient of seller's confidence function of historical transaction record matching.
7. the price competing method of two way auction as claimed in claim 4, it is characterized in that, in described bids step, in the time that seller's lowest bid is not more than described market clearing price, current auction is conservative stage, random bidding between described seller's cost and seller's lowest bid in this conservative stage.
8. the price competing method of two way auction as claimed in claim 4, it is characterized in that, in described bids step, in the time that buyer's highest quotation is greater than described market clearing price, current auction is conservative stage, random bidding between described buyer's highest quotation and buyer's budget in this conservative stage.
9. the price competing method of two way auction as claimed in claim 4, is characterized in that, in described bids step, in the time that buyer's highest quotation is not more than described market clearing price, current auction is the radical stage, offer by following formula this radical stage buyer, described formula is
b i=arg?max{(V i-b)(q 1b 3+q 2b 2+q 3b+q 4)},
Wherein, b ifor Buying Offer, V ifor buyer's budget, b is the independent variable of buyer's revenue function, q 1, q 2, q 3and q 4be respectively according to every coefficient of buyer's confidence function of historical transaction record matching.
10. the price competing method of the two way auction as described in claim 6 or 7, is characterized in that, represents by following formula in the first leg quotation of the seller described in described bids step, and described formula is,
a j = o ask - o ask - max { C j , o bid } 3 ,
Wherein, a jfor the described buyer's first leg quotation, o askfor seller's lowest bid, c jfor seller's cost, O bidfor the current highest quotation of the described buyer.
11. price competing methods of two way auction as claimed in claim 8 or 9, is characterized in that, represent by following formula in the first leg quotation of the buyer described in described bids step, and described formula is,
b i = o bid + min { V i , o ask } - o bid 3 ,
Wherein, b ifor the described buyer's first leg quotation, O bidfor the current highest quotation of the described buyer, V ifor buyer's budget, o askfor seller's lowest bid.
The price competing method of 12. two way auctions as claimed in claim 4, is characterized in that, described bids step also comprises:
When the seller described in described goods to auction is not auctioned while recording adopts firm offer mode to offer.
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