Mechanistic approach to generalized technical analysis of share prices and stock market indices M. AusloosK. Ivanova Pages: 177 - 187
Eigen analysis of the stability and degree of information content in correlation matrices constructed from property time series data W. CookC. MounfieldL. Smith Pages: 189 - 195
Second-order moving average and scaling of stochastic time series E. AlessioA. CarboneV. Frappietro Pages: 197 - 200
Herd formation and information transmission in a population: non-universal behaviour D.F. ZhengP.M. HuiN.F. Johnson Pages: 213 - 218
A data-centric approach to understanding the pricing of financial options J. HealyM. DixonF.F. Cai Pages: 219 - 227
Valuation and dynamic replication of contingent claims in the framework of the beliefs-preferences gauge symmetry V.A. Kholodnyi Pages: 229 - 238
Stable power laws in variable economies; Lotka-Volterra implies Pareto-Zipf S. SolomonP. Richmond Pages: 257 - 261
Portfolio optimization with short-selling and spin-glass L. BonginiM. Degli EspostiA. Schianchi Pages: 263 - 272
