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First, let's speak about perceptrons in general: their input $X_0$ is a $K$-dimensional vector. So if you want to use $(P_{bid}(t),P_{ask}(t), Q_{bid}(t),Q_{ask}(t))$, it would mean that without any effort (but later we will see that is would be better to do some efforts, as usual): $$X_0(t)=(P_{bid}(t),P_{ask}(t), Q_{bid}(t),Q_{ask}(t))'\in\mathbb{R}^4$$ ...


It's a bit unclear to me what you're trying to do, and maybe a better place to ask your question is Stats.SE but I would encourage you to go and have a look at this online class on machine learning which provides an implementation of the backpropagation algorithm. You can either register or hit preview and go to the NN:Learning chapter, but I would ...

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