Natural Language Processing is an area of Artificial Intelligence, in particular, of Pattern Recognition. It is a multidisciplinary field that studies human language, both oral and written. It deals with the development and research of computational mechanisms for communication between people and computers, using natural languages. Natural Language Processing is a reasearch area constantly evolving, and this work focuses only on the part related to language modeling, and its application to various tasks: recognition/understanding of sequences and statistical machine translation. Specifically, this thesis focus its interest on the so-called connectionist language models (or continuos space language models), i.e., language models based on neural networks. Their excellent performance in various Natural Language Processing areas has motivated this study. Because of certain computational problems suffered by connectionist language models, the most widespread approach followed by the systems that currently use these models, is based on two totally decoupled stages. At a first stage, using a standard and cheaper language model, a set of feasible hypotheses, assuming that this set is representative of the search space in which the best hypothesis is located, is generated. In a second stage, on this set, a connectionist language model is applied and a rescoring of the list of hypotheses is done. This scenario motivates scientific goals of this thesis: - Developing techniques to reduce drastically the computational cost degrading as less as possible the quality. - Study the effect of a totally coupled approach that integrates neural network language models on decoding stage. - Developing some extensions of original model in order to improve it quality and to fulfill context domain adaptation. - Empirical application of neural network language models to sequence recognition and machine translation tasks. All developed algorithms were implemented in C++ and using Lua as scripting language. The implementations are compared with those that are considered standard on each of the addressed tasks. Neural network language models achieve very interesting improvements of quality over the reference baseline systems: - competitive results are achieved on automatic speech recognition and spoken language understanding; - improvement of state-of-the-art handwritten text recognition; - state-of-the-art results on statistical machine translation, as was stated with the participation on international evaluation campaigns. On sequence recognition tasks, the integration of neural network language models on the first decoding stage achieve very competitive computational costs. However, their integration in machine translation tasks requires a deeper development because the computation cost of the system is still somewhat high.