| A long-range memory stochastic model of the return in financial markets V Gontis, J Ruseckas, A Kononovičius Physica A: Statistical Mechanics and its Applications 389 (1), 100-106, 2010 | 67 | 2010 |
| Consentaneous Agent-Based and Stochastic Model of the Financial Markets V Gontis, A Kononovicius PLoS ONE 9 (7), e102201, 2014 | 57 | 2014 |
| Agent based reasoning for the non-linear stochastic models of long-range memory A Kononovicius, V Gontis Physica A: Statistical Mechanics and its Applications 391 (4), 1309-1314, 2012 | 57 | 2012 |
| Stochastic model of financial markets reproducing scaling and memory in volatility return intervals V Gontis, S Havlin, A Kononovicius, B Podobnik, HE Stanley Physica A: Statistical Mechanics and its Applications 462, 1091-1102, 2016 | 43 | 2016 |
| Empirical Analysis and Agent‐Based Modeling of the Lithuanian Parliamentary Elections A Kononovicius Complexity 2017 (1), 7354642, 2017 | 34 | 2017 |
| Continuous transition from the extensive to the non-extensive statistics in an agent-based herding model A Kononovicius, J Ruseckas The European Physical Journal B 87 (8), 169, 2014 | 34 | 2014 |
| Nonlinear GARCH model and 1/f noise A Kononovicius, J Ruseckas Physica A: Statistical Mechanics and its Applications 427, 74-81, 2015 | 32 | 2015 |
| Three-state herding model of the financial markets A Kononovicius, V Gontis Europhysics Letters 101 (2), 28001, 2013 | 32 | 2013 |
| The class of nonlinear stochastic models as a background for the bursty behavior in financial markets V Gontis, A Kononovicius, S Reimann Advances in Complex Systems 15 (supp01), 1250071, 2012 | 27 | 2012 |
| Control of the socio-economic systems using herding interactions A Kononovicius, V Gontis Physica A 405, 80-84, 2014 | 21 | 2014 |
| Compartmental voter model A Kononovicius Journal of Statistical Mechanics 2019, 103402, 2019 | 20 | 2019 |
| A non-linear double stochastic model of return in financial markets V Gontis, J Ruseckas, A Kononovicius Stochastic Control, 559-580, 2010 | 19 | 2010 |
| Understanding the Nature of the Long-Range Memory Phenomenon in Socioeconomic Systems R Kazakevičius, A Kononovicius, B Kaulakys, V Gontis Entropy 23 (9), 1125, 2021 | 18 | 2021 |
| Order book model with herd behavior exhibiting long–range memory A Kononovicius, J Ruseckas Physica A: Statistical Mechanics and its Applications 525, 171-191, 2019 | 16 | 2019 |
| Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets V Gontis, A Kononovicius Physica A 483, 262-272, 2017 | 16 | 2017 |
| Anomalous diffusion in nonlinear transformations of the noisy voter model R Kazakevičius, A Kononovicius Physical Review E 103 (3), 032154, 2021 | 14 | 2021 |
| Modeling of the parties' vote share distributions A Kononovicius Acta Physica Polonica A 133 (6), 1450, 2018 | 14 | 2018 |
| noise from the sequence of nonoverlapping rectangular pulses A Kononovicius, B Kaulakys Physical Review E 107 (3), 034117, 2023 | 13 | 2023 |
| Spurious memory in non-equilibrium stochastic models of imitative behavior V Gontis, A Kononovicius Entropy 19 (8), 387, 2017 | 13 | 2017 |
| Supportive interactions in the noisy voter model A Kononovicius Chaos, Solitons & Fractals 143, 110627, 2021 | 12 | 2021 |
Vygintas GontisResearch Professor, Institute of Theoretical Physics and Astronomy of Vilnius University, LithuaniaVerified email at gontis.eu
