Reading List

A working reading list. Not a recommendation list — some entries I am still forming an opinion about.

Currently reading

• Carlo Rovelli — The Order of Time
• Vladimir Arnold — Mathematical Methods of Classical Mechanics
• N. Golyandina et al. — Singular Spectrum Analysis for Time Series (2nd ed.)

Queue

• David MacKay — Information Theory, Inference, and Learning Algorithms
• Emmanuel Candès — selected papers on compressed sensing
• Patrick Billingsley — Probability and Measure

Finished recently

• Eli Maor — e: The Story of a Number
• Benoit Mandelbrot — The (Mis)behaviour of Markets