Open Access
REVIEW
Deep Learning for Financial Time Series Prediction: A State-of-the-Art Review of Standalone and Hybrid Models
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: ; Walayat Hussain. Email: