PHYS 4058 - Information Physics

Course last offered 

 :   

Fall 2017/18

Instructor(s)

 :

SZETO Kwok Yip

No. of credits

 :

3



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