Aleksejus Kononovicius
Aleksejus Kononovicius
Institute of Theoretical Physics and Astronomy, Vilnius University
Verified email at tfai.vu.lt - Homepage
TitleCited byYear
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
512010
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
362012
Consentaneous Agent-Based and Stochastic Model of the Financial Markets
V Gontis, A Kononovicius
PLoS ONE 9 (7), e102201, 2014
352014
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
242016
Three-state herding model of the financial markets
A Kononovicius, V Gontis
EPL (Europhysics Letters) 101 (2), 28001, 2013
232013
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
212014
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
202012
Control of the socio-economic systems using herding interactions
A Kononovicius, V Gontis
Physica A 405, 80-84, 2014
152014
A non-linear double stochastic model of return in financial markets
V Gontis, J Ruseckas, A Kononovičius
Stochastic Control, 2010
152010
Nonlinear GARCH model and 1/f noise
A Kononovicius, J Ruseckas
Physica A: Statistical Mechanics and its Applications 427, 74-81, 2015
142015
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
92017
Agent-based versus macroscopic modeling of competition and business processes in economics and finance
A Kononovicius, V Gontis, V Daniunas
International Journal On Advances in Intelligent Systems 5 (1-2), 111-126, 2012
92012
Empirical Analysis and Agent-Based Modeling of the Lithuanian Parliamentary Elections
A Kononovicius
Complexity 2017, 2017
82017
Agent-based and macroscopic modeling of the complex socio-economic systems
A Kononovicius, V Daniunas
Social Technologies 3 (1), 85-103, 2013
72013
Agent-based versus macroscopic modeling of competition and business processes in economics
V Daniunas, V Gontis, A Kononovicius
ICCGI 2011, The Sixth International Multi-Conference on Computing in the …, 2011
62011
Modeling of the parties' vote share distributions
A Kononovicius
Acta Physica Polonica A 133 (6), 1450, 2018
52018
Spurious memory in non-equilibrium stochastic models of imitative behavior
V Gontis, A Kononovicius
Entropy 19 (8), 387, 2017
42017
Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges
V Gontis, A Kononovicius
Dynamics of Socio-Economic Systems 2 (1), 101-109, 2011
42011
The consentaneous model of the financial markets exhibiting spurious nature of long-range memory
V Gontis, A Kononovicius
Physica A 505, 1075-1083, 2018
32018
Stochastic dynamics of N correlated binary variables and non-extensive statistical mechanics
A Kononovicius, J Ruseckas
Physics Letters A 380 (18-19), 1582-1588, 2016
32016
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