Price Trackers Inspired by Immune Memory
Abstract
In this paper we outline initial concepts for an immune inspired algorithm to evaluate price time series data. The proposed solution evolves a short term pool of trackers dynamically through a process of proliferation and mutation, with each member attempting to map to trends in price movements. Successful trackers feed into a long term memory pool that can generalise across repeating trend patterns. Tests are performed to examine the algorithm's ability to successfully identify trends in a small data set. The influence of the long term memory pool is then examined. We find the algorithm is able to identify price trends presented successfully and efficiently.
Cite
@article{arxiv.1004.3939,
title = {Price Trackers Inspired by Immune Memory},
author = {William Wilson and Phil Birkin and Uwe Aickelin},
journal= {arXiv preprint arXiv:1004.3939},
year = {2010}
}
Comments
14 pages, 5 figures, 3 tables, 5th International Conference on Artificial Immune Systems (ICARIS2006)