Hot answers tagged neural-networks
13
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):
$$X_0(t)=(P_{bid}(t),P_{ask}(t), Q_{bid}(t),Q_{ask}(t))'\in\mathbb{R}^4$$
...
4
They are not mutually exclusive. For example, the class you refer to as "econometric" are simply linear regression models that include as factors prior returns or residuals of the return series sometimes with weightings on the observations.
You could easily design a neural network with no hidden layers and the same inputs. So each of the econometric models ...
1
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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