A nice Machine Learning API. Does neural networks, but also works with Support Vector Machines, Genetic Algorithms, Simulated Annealing and more. Lots of functions for stockmarket prediction as well. C# version as well.
A nice, easy to follow, ANN framework for Java. Unlike many ANN frameworks, it is actually neuron based. Each Neuron is its own object, with separate objects for all connections. Even the weights are separate objects. If you find matrix based networks difficult to follow this framework can be very useful. Also useful if you want to create a totally new type of neural network.