Machine Learning:
[1] Kalman, R.E. (1960) “A New Approach to Linear Filtering and Prediction Problems”, Transaction of the ASME, Journal of Basic Engineering, Seiten 35-45.

Mandelbrot:
[2] Mandelbrot, Benoît: The Variation of Certain Speculative Prices. IBM Research Report NC-87, (1962)

High-Frequency-Trading:
[4] Richard Sietmann: Wettrüsten c’t – magazin für computertechnik, Ausgabe 12, (2011)

[5] Wissner-Gross und Freer: Relativistic statistical arbitrage PHYSICAL REVIEW E 82, 056104 (2010)

Sonstiges:
[6] Tobias Preis, Daniel Reith und H. Eugene Stanley: Complex dynamics of our economic life on different scales: insights from search engine query data Phil Trans R Soc A 2010 368: 5707-5719 (2010)