Conference Proceedings

Price Trackers Inspired by Immune Memory

William Wilson, Phil Birkin, Uwe Aickelin

Proceedings of the 5th International Conference on Artificial Immune Systems (ICARIS2006) | Springer Verlag | Published : 2006

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.

University of Melbourne Researchers