1. Mechanistic approach to generalized technical analysis of share prices and stock market indices

   • M. Ausloos
   • K. Ivanova

   Pages: 177 - 187

2. Eigen analysis of the stability and degree of information content in correlation matrices constructed from property time series data

   • W. Cook
   • C. Mounfield
   • L. Smith

   Pages: 189 - 195

3. Second-order moving average and scaling of stochastic time series

   • E. Alessio
   • A. Carbone
   • V. Frappietro

   Pages: 197 - 200

4. Hammerstein system represention of financial volatility processes

   • E. Capobianco

   Pages: 201 - 211

5. Herd formation and information transmission in a population: non-universal behaviour

   • D.F. Zheng
   • P.M. Hui
   • N.F. Johnson

   Pages: 213 - 218

6. A data-centric approach to understanding the pricing of financial options

   • J. Healy
   • M. Dixon
   • F.F. Cai

   Pages: 219 - 227

7. Valuation and dynamic replication of contingent claims in the framework of the beliefs-preferences gauge symmetry

   • V.A. Kholodnyi

   Pages: 229 - 238

8. Are EUR and GBP different words for the same currency?

   • K. Ivanova
   • M. Ausloos

   Pages: 239 - 247

9. Efficient option pricing with path integral

   • G. Montagna
   • O. Nicrosini

   Pages: 249 - 255

10. Stable power laws in variable economies; Lotka-Volterra implies Pareto-Zipf

    • S. Solomon
    • P. Richmond

    Pages: 257 - 261

11. Portfolio optimization with short-selling and spin-glass

    • L. Bongini
    • M. Degli Esposti
    • A. Schianchi

    Pages: 263 - 272

12. Waiting time distributions in financial markets

    • L. Sabatelli
    • S. Keating
    • P. Richmond

    Pages: 273 - 275

13. Noisy covariance matrices and portfolio optimization

    • S. Pafka
    • I. Kondor

    Pages: 277 - 280