Before revision:  The aim of the document is to gather in one place the relevant material that can help the researcher in the field to have a bigger picture, the quantitative researcher to play with this alternative modeling of the financial time series , and the decision maker to leverage the insightsobtained from these methods.
After revision:  The aim of the document is to gather in one place the relevant material from different fields, e.g. machine learning, information geometry, econophysics, statistical physics, econometrics, behavioral finance. We hope it will help researchers to use more effectively this alternative modeling of the financial time series , and the decision maker to leverage the insightsobtained from these methods.