You could do a purely applied approach, look at some Data Mining books, like Witten/Franke and the Weka java framwork (there's quite a few good books, check ama

You could do a purely applied approach, look at some Data Mining books, like Witten/Franke and the Weka java framwork (there's quite a few good books, check amazon reviews, ) and the assortment of methods that are applied from basic logit/probits, through clustering, SVM, neural, evolutionary programming, .