Links

Some useful wikis

• Wikipedia
• Scholarpedia
• WilmottWiki: Quantitative Finance repository of both received wisdom and cutting-edge research
• http://www.machinelearning.ru: Machine Learning (for Russian-speaking people).

A few blogs

• Normal Deviate (Thoughts on Statistics and Machine Learning) Larry Wasserman's blog (June 2012 - December 2013)
• Xi'an's Og Christian P. Robert's blog (Bayesian perspective)
• Scott Locklin's blog on science

Machine Learning courses

• Video of Stanford Machine Learning lectures.

Books about on-line prediction

• Prediction, Learning, and Games by Nicolň Cesa-Bianchi and Gábor Lugosi. Cambridge: Cambridge University Press, 2006
• Algorithmic Learning in a Random World by Vladimir Vovk, Alex Gammerman, and Glenn Shafer. New York: Springer, 2005
• Probability and Finance: It's Only a Game! by Glenn Shafer and Vladimir Vovk. New York: Wiley, 2001

Machine Learning dataset repositories

• UCI repository: http://archive.ics.uci.edu/ml/ and http://kdd.ics.uci.edu/
• Stat Lib---Datasets Archive: http://lib.stat.cmu.edu/datasets/
• Delve datasets: http://www.cs.toronto.edu/~delve/data/datasets.html
• Web-site for Machine learning algorithms comparison: http://mlcomp.org/
• Time Series Forecasting Competitions: http://www.neural-forecasting-competition.com/index.htm
• The R Datasets Package: http://stat.ethz.ch/R-manual/R-patched/library/datasets/html/00Index.html
• Football and Tennis-data http://www.football-data.co.uk/data.php and http://www.tennis-data.co.uk/alldata.php
• UCR Time Series Classification/Clustering Page: http://www.cs.ucr.edu/~eamonn/time_series_data/