Links

Some useful wikis

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

Projects devoted to on-line prediction

• Practical Competitive Prediction: Royal Holloway, University of London.

Machine Learning societies

• Learning from data and nature group in facebook.

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