This paper presents the adaptation of an evolutionary cooperative competitive RBFN learning algorithm, CO2RBFN, 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, CO2RBFN. Results obtained has been compared with ARIMA models and other dada mining methods such as a fuzzy system developed with aGA-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.