|APPLICATIONS OF INFORMATION THEORY TECHNIQUES IN FINANCIAL FIELD
Prediction problems have been of central importance in communication systems context for information theory, thus, since ‘50s, many studies have been carryed out to employ such tecniques in financial context in order to predict market behavior. However most of these theories assumed the complete knowledge of the process that generated stocks’ prices, which is unrealistic and of scarse utility in trading activity.
There exist methods that, given a sequence of length N, return an estimate of the number of unseen symbols (not in the observed sequence) one would see if he observed a new sequence of length m*N.
Date of birth: 23/07/1990
Position: PhD student in Information Engineering, Telecommunication Engineering Curriculum
Interested in: Information Theory, Quantitative and Computational Finance
-Master’s degree in Communication Technologies and Multimedia, University of Brescia, Department of Information Engineering. Grade: 110 cum laude
Master’s Thesis: Bounds on Codes at Low Rates. Supervisor: Prof. Marco Dalai
-Bachelor’s degree in Telecommunication and Electronic Engineering (TLC curriculum), University of Brescia, Department of Information Engineering. Grade: 101/110.
– Bachelor’s Thesis: Mobile Implementation of an Optical Flow Algorithm for Collision Detection. Supervisor: Prof. Sergio Benini.
Additional information: Laboratory assistant in Segnali & Sistemi course.
Curriculum: Telecommunication Engineering
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