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1

Stochastic model of financial markets reproducing scaling and memory in volatility return intervals

Gontis, V., Havlin, S., Kononovicius, A., Podobnik, B., Stanley, H.E.

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2016

Language:

english

File:

PDF, 600 KB

english, 2016

2

A long-range memory stochastic model of the return in financial markets

V. Gontis, J. Ruseckas, A. Kononovičius

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2010

Language:

english

File:

PDF, 622 KB

english, 2010

3

Agent based reasoning for the non-linear stochastic models of long-range memory

A. Kononovicius, V. Gontis

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2012

Language:

english

File:

PDF, 321 KB

english, 2012

4

Author index vol. 32 (1985/86)

Kononovicius, A., Gontis, V.

Journal:

FEMS Microbiology Letters

Year:

1986

Language:

english

File:

PDF, 39 KB

english, 1986

5

Control of the socio-economic systems using herding interactions

Kononovicius, A., Gontis, V.

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2014

Language:

english

File:

PDF, 412 KB

english, 2014

6

Continuous transition from the extensive to the non-extensive statistics in an agent-based herding model

A. Kononovicius, J. Ruseckas

Journal:

The European Physical Journal B / Condensed Matter and Complex Systems

Year:

2014

Language:

english

File:

PDF, 368 KB

english, 2014

7

[IEEE 2013 International Conference on Noise and Fluctuations (ICNF) - Montpellier, France (2013.06.24-2013.06.28)] 2013 22nd International Conference on Noise and Fluctuations (ICNF) - Fluctuation analysis of the three agent groups herding model

Gontis, Vygintas, Kononovicius, Aleksejus

Year:

2013

Language:

english

File:

PDF, 313 KB

english, 2013

8

Three-state herding model of the financial markets

Kononovicius, A., Gontis, V.

Journal:

EPL (Europhysics Letters)

Year:

2013

Language:

english

File:

PDF, 293 KB

english, 2013

9

THE CLASS OF NONLINEAR STOCHASTIC MODELS AS A BACKGROUND FOR THE BURSTY BEHAVIOR IN FINANCIAL MARKETS

GONTIS, VYGINTAS, KONONOVICIUS, ALEKSEJUS, REIMANN, STEFAN

Journal:

Advances in Complex Systems

Year:

2012

Language:

english

File:

PDF, 293 KB

english, 2012

10

Nonlinear GARCH model and 1/f

Kononovicius, A., Ruseckas, J.

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2015

Language:

english

File:

PDF, 480 KB

english, 2015

11

Herding interactions as an opportunity to prevent extreme events in financial markets

Kononovicius, Aleksejus, Gontis, Vygintas

Journal:

The European Physical Journal B / Condensed Matter and Complex Systems

Year:

2015

Language:

english

File:

PDF, 244 KB

english, 2015

12

Stochastic dynamics of N correlated binary variables and non-extensive statistical mechanics

Kononovicius, A., Ruseckas, J.

Journal:

Physics Letters A

Year:

2016

Language:

english

File:

PDF, 364 KB

english, 2016

13

Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets

Gontis, V., Kononovicius, A.

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2017

Language:

english

File:

PDF, 531 KB

english, 2017

14

The consentaneous model of the financial markets exhibiting spurious nature of long-range memory

Gontis, V., Kononovicius, A.

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2018

Language:

english

File:

PDF, 442 KB

english, 2018

15

Empirical Analysis and Agent-Based Modeling of the Lithuanian Parliamentary Elections

Kononovicius, Aleksejus

Journal:

Year:

2017

Language:

english

File:

PDF, 4.99 MB

english, 2017

16

Spurious Memory in Non-Equilibrium Stochastic Models of Imitative Behavior

Gontis, Vygintas, Kononovicius, Aleksejus

Journal:

Year:

2017

Language:

english

File:

PDF, 617 KB

english, 2017

17

Order book model with herd behavior exhibiting long–range memory

Kononovicius, Aleksejus, Ruseckas, Julius

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2019

Language:

english

File:

PDF, 1.58 MB

english, 2019

18

Approximation of the first passage time distribution for the birth–death processes

Kononovicius, Aleksejus, Gontis, Vygintas

Journal:

Journal of Statistical Mechanics Theory and Experiment

Year:

2019

Language:

english

File:

PDF, 1.01 MB

english, 2019

19

Empirical survival Jensen-Shannon divergence as a goodness-of-Fit measure for maximum likelihood estimation and curve fitting

Levene, Mark, Kononovicius, Aleksejus

Journal:

Communications in Statistics - Simulation and Computation

Year:

2019

Language:

english

File:

PDF, 1.63 MB

english, 2019

20

Noisy voter model for the anomalous diffusion of parliamentary presence

Kononovicius, A

Journal:

Journal of Statistical Mechanics Theory and Experiment

Year:

2020

File:

PDF, 981 KB

2020