Archive of posts with category 'Capital Markets'

LSTM models for options pricing

Long Short-Term Memory (LSTM) networks are a powerful type of recurrent neural network (RNN) that can learn long-term dependencies in sequential data. In this blog post, we will explore how...

Information Theory in The Financial Markets

In 1948 Claude Shannon founded the field of Information theory in his paper titled, *“A Mathematical Theory of Communication.”* His interest was on how much information a communication channel could...