Workshop # 6 Quantum Finance Forecast System

Workshop - Quantum Finance Forecast System

1. Introduction

In this workshop, we will learn:

1.1 How to make use of FANN MT4 Neural Network toolbox to build a Feedforward Backpropagation Network (FFBPN) .

1.2 Learn the main concepts and system modules for the implementation of Quantum Finance Forecast System.

1.3 Integration with the QPRs calculated in Quantum Finance Workshop #1 to calculate the nearest 20 QPLs for each forecasting financial product.

2. An overview of FANN neural network toolbox

As an extension of the work done in the previous workshop.

3. Program Assignment #2 - Quantum Finance Forecast System

3.1 Tasks and Objectives

As an extension of the work done in the previous workshop.

This section will integration the NQR calculated in the last workshop with Neural Network toolbox provided by FANN to implement the Quantum Finance Forecast System (QFFS) to calculate:

1.1 Next-day Forecast OPEN, HIGH, LOW, CLOSE for FIVE financial products used in Quantum Finance Workshop #1.

1.2 The "nearest" 20 QPLs of these FIVE financial products.

3.2 Deliverables

1. MT4 Program Source code (CalQPL_studentid.mq4)

2. MT4 Executable file (CalQPL_studentid.ex4)

3. DataFiles (FP means financial products, eg. CADUSD, details please refer to the Hints)

- Wavefunction statistic (FP_Qf)

- QPR

- QFEL

- QNQPR

- Lambda

3.3 Hints

/Public/Uploadfiles/20210329/20210329072014_10455.zip

3.4 Deadline (Tentative)

10:00 am 3 May 2019 (FRI)