V. Gontis

发表

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

V. Gontis, A. Kononovicius, 2017, 1701.01255.

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

Boris Podobnik, Shlomo Havlin, Vygintas Gontis, 2015, 1507.05203.

Consentaneous Agent-Based and Stochastic Model of the Financial Markets

Vygintas Gontis, Aleksejus Kononovicius, V. Gontis, 2014, PloS one.

NONEXTENSIVE STATISTICAL MECHANICS DISTRIBUTIONS AND DYNAMICS OF FINANCIAL OBSERVABLES FROM THE NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS

Vygintas Gontis, Bronislovas Kaulakys, Julius Ruseckas, 2012 .

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

V. Gontis, A. Kononovicius, S. Reimann, 2012, 1201.3083.

Nonlinear stochastic modeling as a background for the bursty behavior in financial markets

V. Gontis, A. Kononovicius, S. Reimann, 2012 .

Interplay between positive feedbacks in the generalized CEV process

V. Gontis, V. Gontis, M. Alaburda, 2011 .

Herding model and 1/f noise

V. Gontis, V. Gontis, B. Kaulakys, 2011, 1111.1306.

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

V. Gontis, A. Kononovicius, J. Ruseckas, 2009, 0901.0903.

Modeling long-memory processes by stochastic difference equations and superstatistical approach

V. Gontis, B. Kaulakys, M. Alaburda, 2009 .

Control of the socio-economic systems using herding interactions

V. Gontis, A. Kononovicius, 2013, 1309.6105.

Three-state herding model of the financial markets

Vygintas Gontis, Aleksejus Kononovicius, V. Gontis, 2012, 1210.1838.

Double stochastic model of return in financial markets

V. Gontis, 2010 .

Nonlinear stochastic models of 1=f noise and power-law distributions

Vygintas Gontis, Bronislovas Kaulakys, Julius Ruseckas, 2006 .

IONIZATION OF RYDBERG ATOMS BY SUBPICOSECOND ELECTROMAGNETIC PULSES

V. Gontis, B. Kaulakys, G. Vilutis, 1993 .

Long-range memory test by the burst and inter-burst duration distribution

V. Gontis, 2020, Journal of Statistical Mechanics: Theory and Experiment.

Understanding the Nature of the Long–Range Memory Phenomenon in Socio–Economic Systems

V. Gontis, A. Kononovicius, B. Kaulakys, 2021 .

Bessel-like birth–death process

V. Gontis, A. Kononovicius, 2019, Physica A: Statistical Mechanics and its Applications.

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

V. Gontis, A. Kononovicius, 2017, Physica A: Statistical Mechanics and its Applications.

Modeling long-range memory trading activity by stochastic differential equations

V. Gontis, B. Kaulakys, 2006, physics/0608036.

A non-linear double stochastic model of return in inancial markets

V. Gontis, A. Kononovicius, J. Ruseckas, 2017 .

Preventing endogenous extreme events in herding dominant agent-based financial market

V. Gontis, A. Kononovicius, 2014 .

Nonlinear stochastic models of 1=f noise and power-law distributions

V. Gontis, B. Kaulakys, M. Alaburda, 2005, cond-mat/0509626.

Modeling long-range memory trading activity by stochastic differential equations

V. Gontis, B. Kaulakys, 2006, physics/0608036.

Long-range memory model of trading activity and volatility

V. Gontis, B. Kaulakys, 2006, physics/0606115.

Nonlinear stochastic differential equation as the background of financial fluctuations

V. Gontis, B. Kaulakys, J. Ruseckas, 2009 .

MULTIFRACTALITY OF THE MULTIPLICATIVE

V. Gontis, B. Kaulakys, M. Alaburda, 2006 .

Quantum anti-Zeno effect

V. Gontis, B. Kaulakys, 1997, quant-ph/9708024.

Stochastic dynamics of hydrogenic atoms in the microwave field: modelling by maps and quantum description

V. Gontis, B. Kaulakys, 1987 .

Spurious Memory in Non-Equilibrium Stochastic Models of Imitative Behavior

Vygintas Gontis, Aleksejus Kononovicius, V. Gontis, 2017, Entropy.

Understanding the Nature of the Long-Range Memory Phenomenon in Socioeconomic Systems

Vygintas Gontis, Bronislovas Kaulakys, Aleksejus Kononovicius, 2021, Entropy.

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

Vygintas Gontis, Aleksejus Kononovicius, V. Gontis, 2011, 1106.2685.

Point process model of 1/f noise versus a sum of Lorentzians

B Kaulakys, V Gontis, M Alaburda, 2005, Physical review. E, Statistical, nonlinear, and soft matter physics.

Order flow in the financial markets from the perspective of the Fractional Lévy stable motion

V. Gontis, 2021, Commun. Nonlinear Sci. Numer. Simul..

Multiplicative point process as a model of trading activity

Vygintas Gontis, Bronislovas Kaulakys, V. Gontis, 2003, cond-mat/0303089.

Interplay between endogenous and exogenous fluctuations in financial markets

V. Gontis, 2016, 1611.06407.

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

V. Gontis, A. Kononovicius, 2014, 1409.8024.

Quantum dynamics of simple and complex systems affected by repeated measurement

V. Gontis, B. Kaulakys, 1997 .

Trading activity as driven Poisson process: Comparison with empirical data

Vygintas Gontis, Bronislovas Kaulakys, Julius Ruseckas, 2007, 0710.1439.

Quasi-classical transition amplitudes for one-dimensional atom in harmonic field

V. Gontis, B. Kaulakys, 1991 .

Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics

A. Kononovicius, V. Daniunas, V. Gontis, 2011, 1104.2895.

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

V. Gontis, A. Kononovicius, 2019, Journal of Statistical Mechanics: Theory and Experiment.

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

V. Gontis, A. Kononovicius, 2014, The European Physical Journal B.

Discrete q-Exponential Limit Order Cancellation Time Distribution

V. Gontis, 2023, Fractal and Fractional.

Double stochastic opinion dynamics with fractional inflow of new opinions

V. Gontis, 2024, 2407.13206.

Scaling relations for the hydrogen atom in a harmonic field: classical chaos and quantum suppression of diffusion

A. Scharmann, G. Hermann, V. Gontis, 1991 .

Short research review: Applications of statistical physics investigating financial and other social systems

V. Gontis, A. Kononovicius, Julius Ruseckas, 2024, 2403.10899.

Modeling Double Stochastic Opinion Dynamics with Fractional Inflow of New Opinions

V. Gontis, 2024, Fractal and Fractional.