Information Physics applied to Portfolio Management
Project Description

Portfolio management is studied using non-equilibrium statistical physics,with emphasis on
information transfer between investors in a communication social network.

Supervisor
SZETO Kwok Yip
Quota
2
Course type
UROP1100
UROP2100
UROP3100
UROP4100
Applicant's Roles

Applicants is expected to know how to do numerical simulation with some background in
statistical physics.

Analytical work using techniques in nonlinear dynamics will be learned and applied to real data

Applicant's Learning Objectives

Data analysis and analytical calculation using some statistics will be conducted
with the following learning objectives
1. Basic theory of portfolio management
2. Basic theory of information spreading in social network using techniques in physics of damage spreading
3. Learn how to analyse real financial data
4. Learn basics of nonlinear dynamics and apply techniques for the analysis of portfolio

Complexity of the project
Challenging