I have an IT background and I would like to use data from a forex calendar like this one to predict prices.
The problem is that calendar news impacts can last for days or weeks or even can effect previous hours to their release.
Since I would like to use this fundamental information as signal for a trading system, I have read about Time Delay Neural Networks and I think it could be useful for this task.
Does anyone knows or can point to references on how can I apply a Time Delay Neural Network to accomplish this? Thanks beforehand!