Reading List
A running list of books, papers, and articles I'm exploring or have read recently, mostly in theoretical physics, pure and applied math, and learning. Entries are loosely grouped by topic.
Mathematics
- Topics in Random Matrix Theory – Tao
- Optimal Transport for Applied Mathematicians – Villani
- Computational Optimal Transport – Peyré & Cuturi
Physics
- Quantum Channels (lecture notes) – Attal
- Geometry, Topology, and Physics – Nakahara
Statistics and Learning
- Methods of Information Geometry – Amari & Nagaoka
- Neural Operator: Learning Maps Between Function Spaces – Kovachki et al.
Miscellaneous & Essays
Recently, I have purchased some books (pop science but they do not skimp on the rigor) related to physics and mathematical finance. I'm looking forward to going through them.
- Physics from Finance – Schwichtenberg
- Physics & Finance – Ziemann
- Hydrodynamics of Markets – Lipton