How are neural networks usually used to predict market evolution? My data consists of a set of pairs (time, value), taken at an interval of 15 minutes.
My ideas so far are:
I.Take 40 values (or another arbitrary number) as inputs and try to estimate the following 50 values(again, arbitrary). This has the problem that once the neural network is generated, I can only produce 50 estimations.
II.Take time as an input and the value as an output. This is more slower but can create more estimations.
I would love any answers or references to articles about the subject.