Currency Prediction Software (CPS) of market FOREX

Here the result of work of Second demo version CPS for a prediction of exchange rates on a basis
Markoff’s transitive probabilities is submitted.
The Second Variant will allow to receive dynamism of an error of a prediction in the last three hours (12 steps). Calculation is accompanied by the schedule. Time of calculation is much more, as the computer of low power is used.

As the initial data (Real)15-minute values USD/EURO in last 3 hours are used.
In column Predict calculations of expected rate USD/EURO for the next 15-minutes are submitted.
The probability Pmax an expected condition i, is maximal for all transitions j=>i,
j=0..M-1.
In last column of the table values of prediction mistakes (Err [%]) in percentage.

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Development of server applications for predicting exchange rates

In column Real the data of quotations russian.mgforex.com are submitted.

The Software (the server CGI-application on Perl) works as follows.
After start of the CGI-application, the program addresses to local text database (DB) of exchange rates.
Simultaneously, the CGI-application fills up this local DB. Updating is made by reading last data from server
russian.mgforex.com.
Then values DB "are sweeped" to Markoff's a circuit i,j on the basis of which values the matrix
of transitive probabilities p_{i,j} is formed.
Using property of memory Markoff's circuits P^{t}(i,j), the software estimates size of forthcoming
event - rate USD/EURO on 15-minutes forward, i.e. for a moment t+1 and estimates probability of this event
p_{i}, where t - 15-minutes period.
The probability p_{i}, a condition expected after 15-minutes i, is the maximal probability for all transitions
j=>i, j=0..M-1, where M - value of the greatest transition.