The Fire of Life – TEDx talk by Peter Sloot

The Fire of Life – TEDx talk by Peter Sloot

Greek mythology talks about Prometheus who stole fire from heaven to animate his clay men. My central conjecture is that what Prometheus stole was not fire but information in the form of Gibbs free energy. This resulted in our complex world, with zillions of molecules...

CORE classification in ICCS

ICCS is an A-rank conference in CORE classification and one of the most cited events and publications in computational science according to Google Scholar, with h5-index=37 and h5-median=57. For more information, click...

How to quantify synergy in complex systems

  Quantifying synergy among stochastic variables is an important open problem in information theory. Information synergy occurs when multiple sources together predict an outcome variable better than the sum of single-source predictions. As simple examples, consider...
Smile and default

Smile and default

According to Basel III, financial institutions need to charge a Credit Valuation Adjustment (CVA) to account for counterparty default risk. This adjustment is typically driven by a large number of uncertain risk factors, which makes efficient computation of CVA and...

Drona Kandhai appointed as professor

It is with great pleasure that we can let you know that the University of Amsterdam has appointed Drona Kandhai as professor by special appointment in Computational Finance. For further info and details please read...