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This paper presents the adaptation of an evolutionary cooperative competitive RBFN learning algorithm, CO ² RBFN, for short-term forecasting of extra virgin olive oil price. The olive oil time series has been analyzed with a new evolutionary proposal for the design of RBFNs, CO ² RBFN. Results obtained has been compared with ARIMA models and other data mining methods such as a fuzzy system developed with a GA-P algorithm, a multilayer perceptron trained with a conjugate gradient algorithm and a radial basis function network trained with a LMS algorithm. The experimentation shows the high efficacy reached for the applied methods, specially for data mining methods which have slightly outperformed ARIMA methodology.