This is a follow-on question from this post I made, "Multilayer Perceptron (Neural Network) for Time Series Prediction", a few months back. I'm constructing a feed-forward artificial neural network, ...
I have it in mind to build a Multilayer Perceptron for predicting financial time series. I understand the algorithm concepts (linear combiner, activation function, etc). But while trying to build the ...
I hope this is an appropriate question for this forum... for me it is an obvious query since it intrigues me for a long time. Ok, assume there are 2 distinct classes of models: econometric (AR, MA, ...