I was reading frostengine's thread and I had a few questions for users of neural nets. I currently do not use neural nets, but I find them interesting. When you guys feed inputs from price time-series into your neural nets, do you "bin" events or inputs by a given time span? If I observe event X and event Y, in continuous time, the probability of X occuring at the same time Y is effectively 0, since if you cut time down into infinitesimally small slices it's basically impossible to have something happen at the exact same time. So does the time-spacing for the event "X happened AND Y happened" become subject to a constraint "X happened and Y happened within timespan T" ? And then I guess the second question is, do you feed the difference in time of events back in as an input for events related to a time series to capture time dependencies? Moreover, does the timespan selection then become another variable subject to optimization or is this some fixed choice that most traders just sort of go with based on the time frame they are targeting?