| Quantum anti-Zeno effect B Kaulakys, V Gontis Physical Review A 56 (2), 1131, 1997 | 127 | 1997 |
| Point process model of noise vs a sum of Lorentzians B Kaulakys, V Gontis, M Alaburda Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 71 (5 …, 2005 | 109 | 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 | 86 | 2006 |
| 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 | 66 | 2010 |
| 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 20 (19), 5051, 1987 | 66 | 1987 |
| Consentaneous agent-based and stochastic model of the financial markets V Gontis, A Kononovicius PLoS One 9 (7), e102201, 2014 | 56 | 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 | 55 | 2012 |
| 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 | 42 | 2016 |
| 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 |
| Three-state herding model of the financial markets A Kononovicius, V Gontis Europhysics Letters 101 (2), 28001, 2013 | 32 | 2013 |
| Herding model and 1/f noise J Ruseckas, B Kaulakys, V Gontis Europhysics Letters 96 (6), 60007, 2011 | 31 | 2011 |
| 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 | 31 | 2007 |
| 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 | 27 | 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 |
| Long-range memory model of trading activity and volatility V Gontis, B Kaulakys Journal of Statistical Mechanics: Theory and Experiment 2006 (10), P10016, 2006 | 23 | 2006 |
| 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 | 21 | 2004 |
| Control of the socio-economic systems using herding interactions A Kononovicius, V Gontis Physica A: Statistical Mechanics and its Applications 405, 80-84, 2014 | 20 | 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 | 20 | 2012 |
| A non-linear double stochastic model of return in financial markets V Gontis, J Ruseckas, A Kononovicius IntechOpen, 2010 | 18 | 2010 |
| 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 | 17 | 2021 |
Bronislovas KaulakysProfessor, Vilnius UniversityVerified email at tfai.vu.lt
