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I recently went through two books: (1) Fortune's Formula and (2) A Man for All Markets. They both impressed upon me a deep appreciation for Shannon's brilliant mind.

Curious if there are any great resources/books you'd recommend on Information Theory.




An Introduction to Information Theory Symbols, Signals & Noise By John Robinson Pierce

https://www.google.com/books/edition/An_Introduction_to_Info...


* The Idea Factory (https://en.wikipedia.org/wiki/The_Idea_Factory) includes info on Kelly (https://en.wikipedia.org/wiki/Kelly_criterion) as well as Shannon.

* A Mind at Play (https://en.wikipedia.org/wiki/A_Mind_at_Play) is a bio of Shannon. I think a much better bio could be written, but this is all we have.

* "Information Theory" by Cover and Thomas is a mathematical introduction to information theory. This is a technical book, and is very different than the books above.

If you haven't yet done so, read Shannon's paper as linked above


Cover & Thomas




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