PHYS 4058 - Information Physics

Course last offered	:	Fall 2017/18
Instructor(s)	:	FOREMAN Bradley Alan
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