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Information

Claude Shannon

in 1948 A Mathematical Theory of Communication. Necessary to understand the style of Shannon from Tribute to Shannon

Creative Thinking Claude Shannon at Bell Lab March 20, 1952

Interestingly, the noise has a cost by Arnott, see various connections to the finance topics of Leverage and Uncertainty as well as to Quality and Uncertainty, which is why markets are informationally INefficient.

Basics

A. N. Kolmogorov Three approaches to the quantitative definition of Information

Popular books

Why Information Grows: The Evolution of Order, from Atoms to Economies with Paul Romer (Nobel economist in 2018) review

Information Rules: A Strategic Guide to the Network Economy

The Signal and the Noise: Why So Many Predictions Fail-But Some Don't

The Information: A History, A Theory, A Flood by James Gleick (Author)

Security of information

The Protection of Information in Computer Systems published in 1974
JEROME H. SALTZER AND MICHAEL D. SCHROEDER

Asymmetric information in Economics

Asymmetric Information in markets and principal-agent problem

Ideas