2006
DOI: 10.1007/11823940_28
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Price Trackers Inspired by Immune Memory

Abstract: 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 dat… Show more

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Cited by 11 publications
(9 citation statements)
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“…According to the clonal selection theory, only the cells that are capable of recognizing an antigen will be proliferated. CLONALG algorithm [25], Immunity Clonal Strategy Algorithm [26], Adaptive Clonal Selection algorithm [27], CLONCLAS algorithm [28], Immunos algorithms [29,30], and Trend Evaluation Algorithm [31] are typical examples of clonal selection theory based algorithms. Negative selection is the process of eliminating T cells that recognize self-cells molecules and antigens.…”
Section: Artificial Immune Systemsmentioning
confidence: 99%
“…According to the clonal selection theory, only the cells that are capable of recognizing an antigen will be proliferated. CLONALG algorithm [25], Immunity Clonal Strategy Algorithm [26], Adaptive Clonal Selection algorithm [27], CLONCLAS algorithm [28], Immunos algorithms [29,30], and Trend Evaluation Algorithm [31] are typical examples of clonal selection theory based algorithms. Negative selection is the process of eliminating T cells that recognize self-cells molecules and antigens.…”
Section: Artificial Immune Systemsmentioning
confidence: 99%
“…It evolves a population of solution candidates in an attempt to match part of a novel pattern, it then mutates these successful population members so that matching solutions can be improved. More information regarding the inspiration behind the MTA can be found in [20].…”
Section: Long and Short Term Memorymentioning
confidence: 99%
“…The parameters required in the MTA include the length of a symbol s, the match threshold r, and the alphabet size a. [20] the algorithm investigated motifs through consideration of each data point individually, creating a solution that was not scalable to larger data sets. In the MTA this problem is resolved as we investigate motifs by combining individual data points into sequences and comparing and combining those sequences to form motifs.…”
Section: Long and Short Term Memorymentioning
confidence: 99%
“…However, the use of Immune System inspired (IS) techniques in this field has remained fairly limited. In our previous work [20] an IS approach was proposed to identify patterns embedded in price data using a population of trackers that evolve using proliferation and mutation. This early research proved successful on small data sets but suffered when scaled to larger data sets with more complex motifs.…”
Section: Introductionmentioning
confidence: 99%