Books on My Bookshelf in no particular order 


Bayesian Data Analysis  Gelman (statistical logic on computer databases)
The Nature of Mathematical Modeling  Gershenfeld (clear and lucid birds eye view of techniques for exploring the natural world on a computer)
Ruminations on C++  Koenig, Moo (techniques for clarity in C++ expressions)
John Adams  David McCullough (a little fascination for the old to balance all this fascination with the new)
The Pragmatic Programmer  Hunt, Thomas (inspiration and discipline for the aspiring programmer)
Generative Programming  by Czarnecki and Eisenecker (deep thinking for the C++ programmer)
Options, Futures and Other Derivatives  Hull (mathematical idealizations of the markets)
Elements of Information Theory  Cover, Thomas (remarkable presentation of the information theory started by Claude Shannon)
The C++ Programming Language  Stroustrup (the C++ bible, undoubtedly)
Scientific and Engineering C++  Barton, Nackman (one of the first books to show the mathematical power of C++, from 1994 so now a little dated)
Investments  Sharpe, Alexander, Bailey
Artificial Intelligence  Norvig (good overview of a field that has yet to find its mathematical basis)
Genetic Programming, An Introduction  Banzhaf, Nordin, Keller, Francone (inspiring dreamers that may be on to something)
Advances in Genetic Programming, Vol 2  Kinnear, ed. (a collection of useful speculation)
Handbook of Mathematics  Bronshtein, Semendyayev (a clear thinking assistant for the mathematically inclined)
The Art of Computer Programming, 13 (Where's vol 4? ;), Donald Knuth ("There is no subject, however complex, which, if studied with patience and intelligence will not become more complex." ...but at least it's beautiful.)
Numerical Recipes in C  Press, et. al. (great mathematical techniques and an excellent presentation make up for the nowantiquated programming style)
Monte Carlo Methods, Vol. I  Kalos, Whitlock (a little assistance exploiting the profundity of random numbers)
Programming Language Pragmatics  Scott (unfortunately no programming language has it all, but this is a wonderful comparison of many of them)
Structure and Interpretation of Computer Programs  Abelson, Sussman (Proof that there are not many ideas that can't be expressed in ((Lisp)). Unfortunately it comes with a performance hit and usually without strict type checking.) Book site and complete text online.
Speech Recognition  Becchetii, Prina Ricotti (mathematical and programming techniques for speech recognition)
Modern C++ Design  Alexandrescu (Ouch! Enough to stretch the brain of any C++ guru. Probably a vision of things to come.)
An Introduction to Econophysics  Mantegna & Stanley (A physicist looks at Wall Street. Insightful, but is it useful?)
Time Series Prediction, Andreas Weigend and Neil Gershenfeld, Santa Fe Institute (results of a fascinating little prediction competition with excellent commentary; a little dated but still informative for implementers)
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