Oil Price Trackers Inspired by Immune Memory

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.

• Type: Journal
• Year: 2010
• Where: CORR
• Authors: William O. Wilson, Phil Birkin, Uwe Aickelin
• Keywords: CORR 2010, Education, Immune Inspired Algorithm, Oil Price Time, Short Term Pool