[CvGmt News] [Notiziario] [Settimanale] avviso seminario di Finanza Quantitativa prof. Matteo Marsili (06.07.2018)

[Valeria Giuliani]

SEMINARIO DI FINANZA QUANTITATIVA



Venerdì 6 luglio 2018

ore 11:00



*Scuola Normale Superiore*

Pisa

Aula Bianchi Scienze



 *Matteo  Marsili *

*(**Abdus Salam ICTP**)*



terrà un seminario dal titolo:



*“**Relevance**”*



*Abstract:*

The mass is a relevant variable in experiments of free falling bodies,
their colour is not. The mass enters the laws that governs how objects
fall, their colour does not. How can one identify relevant variables when data
is scarce and high dimensional and the laws that govern the phenomena under
study are unknown? In order to address this question, I will first argue
that relevance can be quantified unambiguously in information theoretic
terms, on the basis of a data alone. Samples with maximal relevance, i.e.
those which are mostly informative about the generative process, exhibit
power law distributions, suggesting a possible origin for the ubiquitous
observation of such distributions. In addition, this opens the way to model
free approaches to extract relevant information from high dimensional
datasets. This will be illustrated in the cases of protein sequences and
multi-electrode arrays recording of neural activity.



Tutti gli interessati sono invitati a partecipare.



Classe di Scienze



Valeria Giuliani
Scuola Normale Superiore
Servizio alla Didattica e Allievi
tel. 050 509260
Piazza dei Cavalieri, 7
56126 Pisa
E-mail: valeria.giuliani at sns.it
E-mail: classi at sns.it

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