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Deep Learning for Financial Time Series Prediction: A State-of-the-Art Review of Standalone and Hybrid Models

Weisi Chen1,*, Walayat Hussain2,*, Francesco Cauteruccio3, Xu Zhang1

1 School of Software Engineering, Xiamen University of Technology, Xiamen, 361024, China
2 Peter Faber Business School, Australian Catholic University, North Sydney, 2060, Australia
3 Department of Information Engineering, Polytechnic University of Marche, Ancona, 60121, Italy

* Corresponding Authors: Weisi Chen. Email: email; Walayat Hussain. Email: email

TSP_CMES_31388.pdf

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