Here are 59 books that The Fundamentals of Heavy Tails fans have personally recommended if you like
The Fundamentals of Heavy Tails.
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I’ve spent most of my life writing code—and too much of that life teaching new programmers how to write code like a professional. If it’s true that you only truly understand something after teaching it to someone else, then at this point I must really understand programming! Unfortunately, that understanding has not led to an endless stream of bug-free code, but it has led to some informed opinions on programming and books about programming.
Yes, it’s a textbook, albeit a particularly well-written one. You may already have it on your shelf, if you’ve taken a programming class or two.
I’m way too old to have used CLRS as a textbook, though! For me, it’s an effectively bottomless collection of neat little ideas—an easy-to-describe problem, then a series of increasingly clever ways to solve that problem. How often do I end up using one of those algorithms? Not very often! But every time I read the description of an algorithm, I get a nugget of pure joy from the “aha” moment when I first understand how it works.
Dr. Jeremy Kepner is head and founder of the MIT Lincoln Laboratory Supercomputing Center (LLSC), and also a Founder of the MIT-Air Force AI Accelerator. Lincoln Laboratory is a 4000-person National Laboratory whose mission is to create defensive technologies to protect our Nation and the freedoms enshrined in the Constitution of the United States. Dr. Kepner is one of five Lincoln Laboratory Fellows, a position that "recognizes the Laboratory's strongest technical talent for outstanding contributions to Laboratory programs over many years." Dr. Kepner is recognized as one of nine MIT Fellows of the Society of Industrial Applied Mathematics (SIAM), for "contributions to interactive parallel computing, matrix-based graph algorithms, green supercomputing, and big data."
Unix/Linux has emerged as the most common operating system in the world. Found on almost every server, smartphone, and network-enabled device, Unix plays a critical role in all aspects of computing. Unix for the Beginning Mage is a fun introduction to Unix for the novice who may be intimidated by other texts.
Dr. Jeremy Kepner is head and founder of the MIT Lincoln Laboratory Supercomputing Center (LLSC), and also a Founder of the MIT-Air Force AI Accelerator. Lincoln Laboratory is a 4000-person National Laboratory whose mission is to create defensive technologies to protect our Nation and the freedoms enshrined in the Constitution of the United States. Dr. Kepner is one of five Lincoln Laboratory Fellows, a position that "recognizes the Laboratory's strongest technical talent for outstanding contributions to Laboratory programs over many years." Dr. Kepner is recognized as one of nine MIT Fellows of the Society of Industrial Applied Mathematics (SIAM), for "contributions to interactive parallel computing, matrix-based graph algorithms, green supercomputing, and big data."
A British term of endearment for a person engaged in scientific or technical research, Boffins have played a critical role in the development of our modern society. This book is the autobiography of the first Boffin who was essential in developing the radar system that won the Battle of Britain. Although nearly a century has passed, the “can-do” technical spirit of Boffins, Geeks, Nerds, and Hackers remains at the core of modern innovation.
An account of the history of radar, which traces its evolution and vital military role, particularly with regard to Britain's aerial victories in World War II.
From our very beginning, Americans have stood out from all other people on earth in one odd habit: We have a powerful reflex to fix problems ourselves—directly, locally, as individuals—instead of waiting for nobles or experts or government officials to save us. Between the volunteer hours and money we donate, our philanthropic efforts total close to a trillion dollars of organic problem-solving every year. It’s a wellspring of our national success. Struck by the effectiveness of our grassroots charitable action, I spent several years compiling the authoritative reference book that documents exactly how private giving bolsters U.S. prosperity, the Almanac of American Philanthropy. Then, I produced a historical novel portraying some great givers.
Many of us know that philanthropists have been central to eradicating disease, that charitable groups are powerful forces against hunger and poverty, and that philanthropy is behind many of our greatest educational successes. But did you know that private donors were largely responsible for making America the world leader in rocketry? That they willed the fields of aeronautics and biomedical engineering into existence.
During World War II, it was not a government agency but rather a philanthropist who jumpstarted the rollout of radar and then rescued the effort to create atomic weapons after it had bogged down in our defense bureaucracy. With this book, you can marvel at the WWII heroics accomplished by entrepreneur and generous giver Alfred Loomis.
In the fall of 1940, as German bombers flew over London and with America not yet at war, a small team of British scientists on orders from Winston Churchill carried out a daring transatlantic mission. The British unveiled their most valuable military secret in a clandestine meeting with American nuclear physicists at the Tuxedo Park mansion of a mysterious Wall Street tycoon, Alfred Lee Loomis. Powerful, handsome, and enormously wealthy, Loomis had for years led a double life, spending his days brokering huge deals and his weekends working with the world's leading scientists in his deluxe private laboratory that was…
I am fascinated with the relationship between our individual behaviors and the social structures and institutions in which we live—and how these influence each over time. I think this sort of understanding is important if we want to consider the kind of world we want to live in, and how we might get there from where we are. I take insights from many disciplines, from physics and biology to the cognitive and social sciences, from philosophy and art to mathematics and engineering. I am currently a professor of cognitive and information sciences at the University of California, Merced, and an external professor at the Santa Fe Institute.
I have always been fascinated by how people join and leave groups.
What are the benefits of joining a particular group? Which group should I join? What happens if someone wants to join a group, but its current members don’t want them to? I once thought such questions were merely qualitative, and when I was a graduate student I thought I’d be the first to tackle them quantitatively.
I was humbled when I stumbled upon this book, written years earlier, in which two behavioral ecologists review game theoretic models that address questions of just this sort, starting simple, and building up models of increasing nuance and complexity. I think anyone interested in the dynamics of group formation in humans or other animals should read this book.
Although there is extensive literature in the field of behavioral ecology that attempts to explain foraging of individuals, social foraging--the ways in which animals search and compete for food in groups--has been relatively neglected. This book redresses that situation by providing both a synthesis of the existing literature and a new theory of social foraging. Giraldeau and Caraco develop models informed by game theory that offer a new framework for analysis. Social Foraging Theory contains the most comprehensive theoretical approach to its subject, coupled with quantitative methods that will underpin future work in the field. The new models and approaches…
Ever since I studied control theory as an undergrad chemical engineer, mathematical models of complex phenomena have fascinated me. Mathematical models have the uncanny ability to uncover key aspects of biological systems, whose complexity poses a great challenge for understanding. As a researcher in systems biology for over 15 years, I have enjoyed reading several books that explore the exciting interface between computation and biology, trying to capture the burgeoning literature on this rapidly advancing field. I hope you enjoy these books and will join these authors on an exciting journey into the cartography of molecular networks underlying every living cell, using a variety of mathematical models!
One of the earliest books on this subject, Uri Alon presents an engaging account of biological networks. Focussing on transcriptional networks, and their motifs, the book illustrates the nexus between network structures and functions. The second edition of the book launched a few years ago and has some updated content and new material on interesting functionalities such as fold change detection. Uri Alon is a very accomplished scientist, mentor, and a leader in the field of biological networks/systems biology.
Thorough and accessible, this book presents the design principles of biological systems, and highlights the recurring circuit elements that make up biological networks. It provides a simple mathematical framework which can be used to understand and even design biological circuits. The textavoids specialist terms, focusing instead on several well-studied biological systems that concisely demonstrate key principles.
An Introduction to Systems Biology: Design Principles of Biological Circuits builds a solid foundation for the intuitive understanding of general principles. It encourages the reader to ask why a system is designed in a particular way and then proceeds to answer with simplified models.
As a boy, I wanted to play baseball professionally. But, alas, talent was not within me, and I became one of the few people in the world who chose physics as a career because something else was too hard. Part of my career as a scientist is learning new things; another part is teaching and, hopefully, imbuing students with a love of science. The sports science books here all taught me a great deal, and I have recommended them to several of my students. Sports can be an excellent vehicle for learning some science, and such learning about a sport one loves can make watching the sport even more fun.
I confess that I know Trevor Lipscombe, but I would add his book to this list if I did not know him. Like Haché’s book on ice hockey, I was out of my comfort zone while reading a book on rugby. As I write this, I am in the midst of my third sabbatical year. All three of my sabbatical years have been spent researching at universities in Sheffield, England. People are enthusiastic about rugby in England as well as in other parts of the world.
Not only did this book introduce me to a new way to apply physics, but it also taught me so much about rugby that I can cheer with mates in a pub while watching a match! It is the go-to book on rugby science.
What if Einstein played rugby? Surely Time Magazine's "Man of the Century" might offer useful tips and techniques to defeat the opposition? In this book, the world of physics joins forces with the world of rugby, to show you how to tackle harder, pass safer, run faster, and scrum better - all the things you need to do to win. Blending simple physics, the kind you meet in high school, with anecdotes and stories from the world of rugby, Trevor Lipscombe takes us on a journey from scrum ruck and maul, to the running and passing of the offence, the…
It’s been fantastic to work in computer vision, especially when it is used to build biometric systems. I and my 80 odd PhD students have pioneered systems that recognise people by the way they walk, by their ears, and many other new things too. To build the systems, we needed computer vision techniques and architectures, both of which work with complex real-world imagery. That’s what computer vision gives you: a capability to ‘see’ using a computer. I think we can still go a lot further: to give blind people sight, to enable better invasive surgery, to autonomise more of our industrial society, and to give us capabilities we never knew we’d have.
David Marr shaped the field of computer vision in its early days. His seminal book laid the structure for interpreting images and one which is still largely followed. He popularised notions of the primal sketch and his work on edge detection led to one of the most sophisticated approaches. His work and influence continue to endure despite his early death: we missed and miss him a lot.
Available again, an influential book that offers a framework for understanding visual perception and considers fundamental questions about the brain and its functions.
David Marr's posthumously published Vision (1982) influenced a generation of brain and cognitive scientists, inspiring many to enter the field. In Vision, Marr describes a general framework for understanding visual perception and touches on broader questions about how the brain and its functions can be studied and understood. Researchers from a range of brain and cognitive sciences have long valued Marr's creativity, intellectual power, and ability to integrate insights and data from neuroscience, psychology, and computation. This…
A noted quantitative hedge fund manager and quant finance author, Ernie is the founder of QTS Capital Management and Predictnow.ai. Previously he has applied his expertise in machine learning at IBM T.J. Watson Research Center’s Human Language Technologies group, at Morgan Stanley’s Data Mining and Artificial Intelligence Group, and at Credit Suisse’s Horizon Trading Group. Ernie was quoted by Bloomberg, the Wall Street Journal, New York Times, Forbes, and the CIO magazine, and interviewed on CNBC’s Closing Bell program. He is an adjunct faculty at Northwestern University’s Master’s in Data Science program and supervises student theses there. Ernie holds a Ph.D. in theoretical physics from Cornell University.
By now, you may notice that I like to recommend textbooks. I use this bestseller for my course in Financial Machine Learning at Northwestern University, but really, nobody interested in financial machine learning hasn’t read this book. The topics are highly relevant to every investor or trader – I read it at least 5 times to digest every nugget and have put them to very productive use in my trading as well as in my fintech firm predictnow.ai. It covers basic techniques such as random forest to advanced techniques such as Hierarchical Risk Parity, which is a big improvement over traditional portfolio optimization methods.
Marcos used to be Head of Machine Learning at AQR (AUM=$143B), and now is the Global Head of Quant Research at Abu Dhabi Investment Authority. He is also very approachable to his readers and students. There was seldom an email or message from me to which…
Learn to understand and implement the latest machine learning innovations to improve your investment performance
Machine learning (ML) is changing virtually every aspect of our lives. Today, ML algorithms accomplish tasks that - until recently - only expert humans could perform. And finance is ripe for disruptive innovations that will transform how the following generations understand money and invest.
In the book, readers will learn how to:
Structure big data in a way that is amenable to ML algorithms
Conduct research with ML algorithms on big data
Use supercomputing methods and back test their discoveries while avoiding false positives
A noted quantitative hedge fund manager and quant finance author, Ernie is the founder of QTS Capital Management and Predictnow.ai. Previously he has applied his expertise in machine learning at IBM T.J. Watson Research Center’s Human Language Technologies group, at Morgan Stanley’s Data Mining and Artificial Intelligence Group, and at Credit Suisse’s Horizon Trading Group. Ernie was quoted by Bloomberg, the Wall Street Journal, New York Times, Forbes, and the CIO magazine, and interviewed on CNBC’s Closing Bell program. He is an adjunct faculty at Northwestern University’s Master’s in Data Science program and supervises student theses there. Ernie holds a Ph.D. in theoretical physics from Cornell University.
Disclaimer: I like Euan’s books not because he is a friend and has endorsed my books. Long before we became friends, I have bought his book, and said to myself “Wow! This is the first book about options trading that is not just a bunch of trite statements about payouts from various straddles and spreads positions!” It talks about some unique arbitrage opportunities that only professionals knew about. On the other hand, the amount of mathematics is very manageable, and can largely be skipped without affecting the practical applications of the concepts.
An A to Z options trading guide for the new millennium and the new economy Written by professional trader and quantitative analyst Euan Sinclair, Option Trading is a comprehensive guide to this discipline covering everything from historical background, contract types, and market structure to volatility measurement, forecasting, and hedging techniques. This comprehensive guide presents the detail and practical information that professional option traders need, whether they're using options to hedge, manage money, arbitrage, or engage in structured finance deals. It contains information essential to anyone in this field, including option pricing and price forecasting, the Greeks, implied volatility, volatility measurement…
