Lecture by Peter Sloot "Early Warnings for Credit Crisis in Financial Markets"

In financial markets, participants locally optimize their profits, which can lead to a globally unstable state, leading to catastrophic changes. Peter Sloot, a distinguished professor at UvA (The Netherlands), ITMO (Russia) and NTU (Singapore), will talk about how to use the phenomenon of dissipation of mutual information, predicting a similar crisis.

The subject of the lecture will cover such fields of knowledge as information theory and computation, computational science, scientific data, information technologies.

Please register to attend.