摘要翻译:
在本文中,我们概述了一个免疫启发算法评估价格时间序列数据的初步概念。所提出的解决方案通过增殖和突变的过程动态地演化出一个短期跟踪者池,每个成员都试图映射价格运动的趋势。成功的追踪者将长期的记忆池注入,可以概括重复的趋势模式。测试了该算法在小数据集中成功识别趋势的能力。然后考察长期记忆池的影响。我们发现该算法能够成功有效地识别价格趋势。
---
英文标题:
《Price Trackers Inspired by Immune Memory》
---
作者:
William Wilson, Phil Birkin, Uwe Aickelin
---
最新提交年份:
2010
---
分类信息:
一级分类:Computer Science 计算机科学
二级分类:Artificial Intelligence
人工智能
分类描述:Covers all areas of AI except Vision, Robotics, Machine Learning, Multiagent Systems, and Computation and Language (Natural Language Processing), which have separate subject areas. In particular, includes Expert Systems, Theorem Proving (although this may overlap with Logic in Computer Science), Knowledge Representation, Planning, and Uncertainty in AI. Roughly includes material in ACM Subject Classes I.2.0, I.2.1, I.2.3, I.2.4, I.2.8, and I.2.11.
涵盖了人工智能的所有领域,除了视觉、机器人、机器学习、多智能体系统以及计算和语言(自然语言处理),这些领域有独立的学科领域。特别地,包括专家系统,定理证明(尽管这可能与计算机科学中的逻辑重叠),知识表示,规划,和人工智能中的不确定性。大致包括ACM学科类I.2.0、I.2.1、I.2.3、I.2.4、I.2.8和I.2.11中的材料。
--
一级分类:Computer Science 计算机科学
二级分类:Neural and Evolutionary Computing 神经与进化计算
分类描述:Covers neural networks, connectionism, genetic algorithms, artificial life, adaptive behavior. Roughly includes some material in ACM Subject Class C.1.3, I.2.6, I.5.
涵盖
神经网络,连接主义,遗传算法,人工生命,自适应行为。大致包括ACM学科类C.1.3、I.2.6、I.5中的一些材料。
--
一级分类:Physics 物理学
二级分类:Data Analysis, Statistics and Probability
数据分析、统计与概率
分类描述:Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件:数据处理与存储;测量方法;统计和数学方面,如参数化和不确定性。
--
一级分类:Quantitative Finance 数量金融学
二级分类:Portfolio Management 项目组合管理
分类描述:Security selection and optimization, capital allocation, investment strategies and performance measurement
证券选择与优化、资本配置、投资策略与绩效评价
--
---
英文摘要:
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.
---
PDF链接:
https://arxiv.org/pdf/1004.3939