PHYS 4058 - Information Physics

Teaching Pattern

  • Duration of course: about 13 weeks

  • Lecture hour(s) / tutorial hour(s) per week: 3 / 1

 

Content

  • Probability theory
  • Entropy in information theory
  • Relative entropy and mutual information
  • Second law of thermodynamics
  • Instantaneous code and block code
  • Data compression: Huffman code, portfolio management
  • Introduction to Mathematical Finance: Options and Binomial tree

 

Remarks

  • Prerequisite: PHYS 3031 or PHYS 4050