Engineering Alpha

Engineering Alpha

A Simplified Guide to Time Series Analysis Using Neural Networks

Creating an MLP Algorithm to Analyze Time Series

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Nov 18, 2024
∙ Paid

In this beginner’s guide, we’ll explore the advantages and limitations of mutliple-layer perceptrons (MLPs), learn how to prepare financial data, and discover the steps to build, train, and evaluate your own forecasting model.

User's avatar

Continue reading this post for free, courtesy of Sofien Kaabar, CFA.

Or purchase a paid subscription.
© 2026 Sofien Kaabar · Privacy ∙ Terms ∙ Collection notice
Start your SubstackGet the app
Substack is the home for great culture