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I suggest you to read as reference the following paper: Yao, Jingtao, and Chew Lim Tan. "A case study on using neural networks to perform technical forecasting of forex." Neurocomputing 34.1 (2000): 79-98. The authors applied TDNNs to the forex markets and I think it could be useful for you purposes; you can find the pdf version of the paper here. ...

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