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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
662010
Consentaneous Agent-Based and Stochastic Model of the Financial Markets
V Gontis, A Kononovicius
PLoS ONE 9 (7), e102201, 2014
552014
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
542012
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
412016
Empirical Analysis and Agent-Based Modeling of the Lithuanian Parliamentary Elections
A Kononovicius
Complexity 2017, 2017
322017
Three-state herding model of the financial markets
A Kononovicius, V Gontis
Europhysics Letters 101 (2), 28001, 2013
322013
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
302014
Nonlinear GARCH model and 1/f noise
A Kononovicius, J Ruseckas
Physica A: Statistical Mechanics and its Applications 427, 74-81, 2015
292015
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
262012
Control of the socio-economic systems using herding interactions
A Kononovicius, V Gontis
Physica A 405, 80-84, 2014
202014
A non-linear double stochastic model of return in financial markets
V Gontis, J Ruseckas, A Kononovicius
Stochastic Control, 559-580, 2010
182010
Compartmental voter model
A Kononovicius
Journal of Statistical Mechanics 2019, 103402, 2019
172019
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
152021
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
142019
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
142017
Modeling of the parties' vote share distributions
A Kononovicius
Acta Physica Polonica A 133 (6), 1450, 2018
132018
Empirical survival Jensen-Shannon divergence as a goodness-of-fit measure for maximum likelihood estimation and curve fitting
M Levene, A Kononovicius
Communications in Statistics - Simulation and Computation, 2019
112019
Spurious memory in non-equilibrium stochastic models of imitative behavior
V Gontis, A Kononovicius
Entropy 19 (8), 387, 2017
112017
Anomalous diffusion in nonlinear transformations of the noisy voter model
R Kazakevičius, A Kononovicius
Physical Review E 103 (3), 032154, 2021
102021
Supportive interactions in the noisy voter model
A Kononovicius
Chaos, Solitons & Fractals 143, 110627, 2021
102021
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