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.
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.
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