Ilya Pollak was chosen as Lead Guest Editor for the special issue of the IEEE SP Magazine on Signal Processing for Financial Applications:

IEEE Signal Processing Magazine
Volume 28, Number 5, September 2011.

This tutorial issue covers a variety of signal processing problems in finance and economics, has many references for further reading and a large list of sources of financial data, and contains an education column with suggestions for incorporating finance-related examples and projects into signal processing curricula.

This issue just came out and will appear on ieeexplore shortly.