3 resultados para short-term price reaction
em Nottingham eTheses
Resumo:
A combined Short-Term Learning (STL) and Long-Term Learning (LTL) approach to solving mobile robot navigation problems is presented and tested in both real and simulated environments. The LTL consists of rapid simulations that use a Genetic Algorithm to derive diverse sets of behaviours. These sets are then transferred to an idiotypic Artificial Immune System (AIS), which forms the STL phase, and the system is said to be seeded. The combined LTL-STL approach is compared with using STL only, and with using a handdesigned controller. In addition, the STL phase is tested when the idiotypic mechanism is turned off. The results provide substantial evidence that the best option is the seeded idiotypic system, i.e. the architecture that merges LTL with an idiotypic AIS for the STL. They also show that structurally different environments can be used for the two phases without compromising transferability.
Resumo:
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.
Resumo:
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.