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I'm quite new to neural networks so I apologize if this question is too basic/doesn't really make sense. I have a financial time series dataset and I have a binary variable which is 0 if no important announcement regarding the company was announced that day and 1 if there was an important announcement. These events should intuitively be significant predictors of price and I was wondering if there was a way to add this to a neural network or if adding it as an input makes sense? Any examples would be appreciated too, thank you!

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    $\begingroup$ It seems to make perfect sense to add them to the input. Why not try it and see if it works? $\endgroup$ – Yuval Filmus Jan 3 at 20:46

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