Course Information of PHYS 4058 - Information Physics

Current / Most Recent Semester:

Fall 2014/15

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Instructor(s): SZETO Kwok Yip
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Teaching Pattern:
  • duration of course: about 13 weeks
  • lecture hour(s) / tutorial hour(s) per week: 3 / 1
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    No. of Credit(s): 3
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    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
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    Remarks: Prerequisite: PHYS 3031 or PHYS 4050