Sarang, P. (2020, November). Artificial neural networks with tensorflow 2: ANN architecture machine learning projects. Apress. Read Chapter 11. Time Series Forecasting
This chapter demonstrates how artificial neural networks are used on univariate data for time series forecasting.
Data sets includes returns of Istanbul Stock Exchange with seven other international index; SP, DAX, FTSE, NIKKEI, BOVESPA, MSCE_EU, MSCI_EM from Jun 5, 2009 to Feb 22, 2011.