This course will cover: (1) decision theory and its applications to finance; options and payoff diagrams, binomial trees; (2) portfolio management of financial time series using mean variance analysis; (3) evolutionary computation for optimization, with applications in finding good prediction rules in finance; (4) measure of information, various information entropies, and methods of maximum entropy; (5) game theory and its applications in competitive situations; (6) multi-agent systems modelling and applications to social networks and financial systems.