Price Forecasting Using Neural Networks

 For N examples of the I factors and corresponding prices

 [I N ] = size(input)

 [1 N ] = size(target)

 help fitnet
 doc fitnet

 timedelaynet (delayed input, no output feedback)

 or

 narxnet (delayed input and delayed output feedback)

a. the significant input delays from the cross-correlation function of inputs and output
 b. the significant output delays from the output autocorrelation function.

 greg timedelaynet nncorr

and

 greg narxnet nncorr