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 71 (5), 051105, 2005
108 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
84 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
63 1987 Consentaneous agent-based and stochastic model of the financial markets V Gontis, A Kononovicius
PLoS One 9 (7), e102201, 2014
55 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
54 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
41 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
39 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
26 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
21 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
21 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
15 2021