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A repository containing functions for developing Quantum Finance Applications.

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Quantum-Finance-SDK-MATLAB

Quantum Finance Software Development Kit (for MATLAB) is a repository containing functions for developing Quantum Finance Applications.

Introduction

Quantum Finance Software Development Kit (for MATLAB) is a repository containing functions for developing Quantum Finance Applications.

Please be noted that the repository could be used independently or as a plugin of LightNeuNet-MATLAB.

Features

  • Quantum Price Level (QPL)

    According to quantum finance theory, QPL exists intrinsically and reveals the extensive features of financial time-series data. Due to its characteristics, QPL has been applied in financial forecasting and helps the design of trading strategy as it is analog to the support and resistance lines used in the technical analysis (Rui LIU).

  • Lee Oscillator

    Lee oscillator is a chaotic oscillator neuron that aims to model the highly random and chaotic behavior of neural behaviors. It can be used as an activation function for neural networks. According to Lee, it can better cope with the highly chaotic data used for Deep Learning as it helps the model avoid trapping in local minimums and better converge to the global minimum.

References

  1. R. S. T. Lee, Quantum Finance: Intelligent Forecast and Trading Systems. Singapore: Springer Singapore, doi: 10.1007/978-981-32-9796-8.
  2. R. S. T. Lee, “Lee-Associator—a chaotic auto-associative network for progressive memory recalling,” Neural Networks, vol. 19, no. 5, pp. 644–666, Jun. 2006, doi: 10.1016/j.neunet.2005.08.017.

Contributors

  • Bowen WU
  • Rui LIU

Disclaimer

This project is licensed under the GPLv3 license. Hence, the authors provide no warranty under any circumstances. You are using this repository at your own risk.

License

This project is licensed under the MIT license. Copyright (c) 2022 Bohui WU.

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A repository containing functions for developing Quantum Finance Applications.

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