Aleksejus Kononovicius
Aleksejus Kononovicius
Institute of Theoretical Physics and Astronomy, Vilnius University
Verified email at tfai.vu.lt - Homepage
Title
Cited by
Cited by
Year
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
542010
Consentaneous Agent-Based and Stochastic Model of the Financial Markets
V Gontis, A Kononovicius
PLoS ONE 9 (7), e102201, 2014
462014
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
462012
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
342016
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
292014
Three-state herding model of the financial markets
A Kononovicius, V Gontis
EPL (Europhysics Letters) 101 (2), 28001, 2013
292013
Nonlinear GARCH model and 1/f noise
A Kononovicius, J Ruseckas
Physica A: Statistical Mechanics and its Applications 427, 74-81, 2015
242015
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
242012
Empirical Analysis and Agent-Based Modeling of the Lithuanian Parliamentary Elections
A Kononovicius
Complexity 2017, 2017
172017
Control of the socio-economic systems using herding interactions
A Kononovicius, V Gontis
Physica A 405, 80-84, 2014
172014
A non-linear double stochastic model of return in financial markets
V Gontis, J Ruseckas, A Kononovicius
Stochastic Control, 559-580, 2010
162010
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
122017
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
102019
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
102012
Compartmental voter model
A Kononovicius
Journal of Statistical Mechanics 2019, 103402, 2019
92019
Modeling of the parties' vote share distributions
A Kononovicius
Acta Physica Polonica A 133 (6), 1450, 2018
92018
Spurious memory in non-equilibrium stochastic models of imitative behavior
V Gontis, A Kononovicius
Entropy 19 (8), 387, 2017
82017
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
82011
Agent-based and macroscopic modeling of the complex socio-economic systems
A Kononovicius, V Daniunas
Social Technologies 3 (1), 85-103, 2013
72013
The consentaneous model of the financial markets exhibiting spurious nature of long-range memory
V Gontis, A Kononovicius
Physica A 505, 1075-1083, 2018
62018
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