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Vygintas Gontis
Vygintas Gontis
Research Professor, Institute of Theoretical Physics and Astronomy of Vilnius University
Verified email at gontis.eu - Homepage
Title
Cited by
Cited by
Year
Quantum anti-Zeno effect
B Kaulakys, V Gontis
Physical Review A 56 (2), 1131, 1997
1141997
Point process model of noise vs a sum of Lorentzians
B Kaulakys, V Gontis, M Alaburda
Physical Review E 71 (5), 051105, 2005
1012005
Nonlinear stochastic models of 1/f noise and power-law distributions
B Kaulakys, J Ruseckas, V Gontis, M Alaburda
Physica A: Statistical Mechanics and its Applications 365 (1), 217-221, 2006
772006
Stochastic dynamics of hydrogenic atoms in the microwave field: modelling by maps and quantum description
V Gontis, B Kaulakys
Journal of Physics B: Atomic and Molecular Physics (1968-1987) 20 (19), 5051, 1987
611987
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
572010
Consentaneous agent-based and stochastic model of the financial markets
V Gontis, A Kononovicius
PLoS One 9 (7), e102201, 2014
482014
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
Multiplicative point process as a model of trading activity
V Gontis, B Kaulakys
Physica A: Statistical Mechanics and its Applications 343, 505-514, 2004
402004
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
362016
Modeling long-range memory trading activity by stochastic differential equations
V Gontis, B Kaulakys
Physica A: Statistical Mechanics and its Applications 382 (1), 114-120, 2007
322007
Three-state herding model of the financial markets
A Kononovicius, V Gontis
EPL (Europhysics Letters) 101 (2), 28001, 2013
302013
Herding model and 1/f noise
J Ruseckas, B Kaulakys, V Gontis
EPL (Europhysics Letters) 96 (6), 60007, 2011
252011
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
Trading activity as driven Poisson process: comparison with empirical data
V Gontis, B Kaulakys, J Ruseckas
Physica A: Statistical Mechanics and its Applications 387 (15), 3891-3896, 2008
232008
Modeling financial markets by the multiplicative sequence of trades
V Gontis, B Kaulakys
Physica A: Statistical Mechanics and its Applications 344 (1-2), 128-133, 2004
232004
Long-range memory model of trading activity and volatility
V Gontis, B Kaulakys
Journal of Statistical Mechanics: Theory and Experiment 2006 (10), P10016, 2006
222006
Control of the socio-economic systems using herding interactions
A Kononovicius, V Gontis
Physica A: Statistical Mechanics and its Applications 405, 80-84, 2014
182014
Nonextensive statistical mechanics distributions and dynamics of financial observables from the nonlinear stochastic differential equations
J Ruseckas, V Gontis, B Kaulakys
Advances in Complex Systems 15 (supp01), 1250073, 2012
172012
A non-linear double stochastic model of return in financial markets
V Gontis, J Ruseckas, A Kononovicius
IntechOpen, 2010
162010
Multiplicative stochastic model of the time interval between trades in financial markets
V Gontis
arXiv preprint cond-mat/0211317, 2002
142002
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