There're some methods for it, see Input Variable Selection. There's a comprehensive review - http://cdn.intechopen.com/pdfs/14882.pdf
Not yet, do you think it's worth adding? Does it have a great sense for individual stocks or is it better to let's say construct some portfolios...
I'm working on this subject for a while, experimenting with different architectures and models. When I started to obtain more or less satisfying...
If you have linear activation on the output layer and linear dependency of output on input (on your your chart it just y = x), then even 1 neuron...
In other words, you are trying to fit one sigmoid (or tanh, or something) to all of your input data. It makes sense only in the case if your...
1 neuron will not be able to generalize on anything complex. You're just creating non-linear scalar function which will look like W_h_o *...
A bit lack of information regarding NN architecture and hyperparameters. Let's say you have X_t-n, X_t-n+1,... X_t-2, X_t-1, X_t as inputs. If you...
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