arXiv · 1004.3884
Oil Price Trackers Inspired by Immune Memory
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.
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WIlliam Wilson, Phil Birkin, Uwe Aickelin. 2010-04-22. Oil Price Trackers Inspired by Immune Memory. https://arxiv.org/abs/1004.3884
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