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

Weisi Chen; Walayat Hussain; Francesco Cauteruccio; Xu Zhang

doi:10.32604/cmes.2023.031388

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REVIEW

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

Weisi Chen^1,*, Walayat Hussain^2,*, 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