Quantum anti-Zeno effect B Kaulakys, V Gontis Physical Review A 56 (2), 1131, 1997 | 114 | 1997 |

Point process model of noise vs a sum of Lorentzians B Kaulakys, V Gontis, M Alaburda Physical Review E 71 (5), 051105, 2005 | 101 | 2005 |

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 | 77 | 2006 |

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 | 61 | 1987 |

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 | 57 | 2010 |

Consentaneous agent-based and stochastic model of the financial markets V Gontis, A Kononovicius PLoS One 9 (7), e102201, 2014 | 48 | 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 | 46 | 2012 |

Multiplicative point process as a model of trading activity V Gontis, B Kaulakys Physica A: Statistical Mechanics and its Applications 343, 505-514, 2004 | 40 | 2004 |

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 | 36 | 2016 |

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 | 32 | 2007 |

Three-state herding model of the financial markets A Kononovicius, V Gontis EPL (Europhysics Letters) 101 (2), 28001, 2013 | 30 | 2013 |

Herding model and 1/f noise J Ruseckas, B Kaulakys, V Gontis EPL (Europhysics Letters) 96 (6), 60007, 2011 | 25 | 2011 |

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 | 24 | 2012 |

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 | 23 | 2008 |

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 | 23 | 2004 |

Long-range memory model of trading activity and volatility V Gontis, B Kaulakys Journal of Statistical Mechanics: Theory and Experiment 2006 (10), P10016, 2006 | 22 | 2006 |

Control of the socio-economic systems using herding interactions A Kononovicius, V Gontis Physica A: Statistical Mechanics and its Applications 405, 80-84, 2014 | 18 | 2014 |

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 | 17 | 2012 |

A non-linear double stochastic model of return in financial markets V Gontis, J Ruseckas, A Kononovicius IntechOpen, 2010 | 16 | 2010 |

Multiplicative stochastic model of the time interval between trades in financial markets V Gontis arXiv preprint cond-mat/0211317, 2002 | 14 | 2002 |