Computer Science – Artificial Intelligence
Scientific paper
2010-04-22
Proceedings of the Workshop on Artificial Immune Systems and Immune System Modelling (AISB06), Bristol, UK, 2006
Computer Science
Artificial Intelligence
2 pages, Workshop on Artificial Immune Systems and Immune System Modelling (AISB06), Bristol, UK
Scientific paper
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.
Aickelin Uwe
Birkin Phil
Wilson William W.
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