Oil Price Trackers Inspired by Immune Memory

Wilson, William and Birkin, Phil and Aickelin, Uwe (2006) Oil Price Trackers Inspired by Immune Memory. In: Proceedings of the Workshop on Artificial Immune Systems and Immune System Modelling (AISB 2006), Bristol, UK.

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Abstract

We outline initial concepts for an immune inspired algorithm to evaluate and predict oil price time series data. The proposed solution evolves a short term pool of trackers dynamically, with each member attempting to map trends and anticipate future price movements. Successful trackers feed into a long term memory pool that can generalise across repeating trend patterns. The resulting sequence of trackers, ordered in time, can be used as a forecasting tool. Examination of the pool of evolving trackers also provides valuable insight into the properties of the crude oil market.

Item Type:Conference or Workshop Item (Paper)
Schools/Departments:Faculty of Science > School of Computer Science and Information Technology
ID Code:602
Deposited By:Aickelin, Professor Uwe
Deposited On:22 Oct 2007 14:42
Last Modified:22 Oct 2007 14:42

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