Megafunctions for Artificial Neural Networks in Quartus

Not directly. You will probably have to describe your network using a HDL.

I am interested if there is any possibility to add this functionality by Altera in standard set of Quartus parameterized megafunctions (if implementation in HDL is already done).

If there was enough demand, they would add it. But because it's probably a little specialised, it's not worth their while.

Actually I did it and I want someone do not repeat the same thing over and over again.