The book is a summary of a time series forecasting competition that was held a number of years ago. It aims to provide a snapshot of the range of new techniques that are used to study time series, both as a reference for experts and as a guide for novices.

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I am now teaching at NYU's Stern School of Business. A major research interest of mine is still in time series analysis and prediction, as well as applications of data mining to finance.

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Time Series Prediction: Forecasting The Future And Understanding The Past (Santa Fe Institute Series)

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