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Vygintas Gontis

Identifiers

  • name variant Vygintas Gontis 0.60 · backfill

Papers (18)

  1. A Herding-Based Model of Technological Transfer and Economic Convergence: Evidence from Central and Eastern Europe q-fin.ST · 2026 · author #1
  2. Approximation of the first passage time distribution for the birth-death processes q-fin.ST · 2019 · author #2
  3. The consentaneous model of the financial markets exhibiting spurious nature of long-range memory q-fin.ST · 2017 · author #1
  4. Spurious memory in non-equilibrium stochastic models of imitative behavior q-fin.ST · 2017 · author #1
  5. Interplay between endogenous and exogenous fluctuations in financial markets q-fin.ST · 2016 · author #1
  6. Stochastic model of financial markets reproducing scaling and memory in volatility return intervals q-fin.GN · 2015 · author #1
  7. Herding interactions as an opportunity to prevent extreme events in financial markets q-fin.ST · 2014 · author #2
  8. Control of the socio-economic systems using herding interactions physics.soc-ph · 2013 · author #2
  9. Fluctuation analysis of the three agent groups herding model q-fin.ST · 2013 · author #1
  10. Three-state herding model of the financial markets q-fin.TR · 2012 · author #2
  11. Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance q-fin.GN · 2012 · author #2
  12. The class of nonlinear stochastic models as a background for the bursty behavior in financial markets q-fin.ST · 2012 · author #1
  13. Agent based reasoning for the non-linear stochastic models of long-range memory q-fin.ST · 2011 · author #2
  14. Modeling of flows with the power-law spectral densities and power-law distributions of flow's intensities physics.soc-ph · 2005 · author #3
  15. Nonlinear stochastic models of 1/f noise and power-law distributions cond-mat.stat-mech · 2005 · author #3
  16. Modelling financial markets by the multiplicative sequence of trades cond-mat.stat-mech · 2004 · author #1
  17. Multiplicative point process as a model of trading activity cond-mat.stat-mech · 2003 · author #1
  18. Modelling share volume traded in financial markets cond-mat.stat-mech · 2002 · author #1

Mentions

  • 1507.05203 #1 · backfill · confidence 0.70 Vygintas Gontis
  • 1409.8024 #2 · backfill · confidence 0.70 Vygintas Gontis
  • 1309.6105 #2 · backfill · confidence 0.70 Vygintas Gontis
  • 1305.5958 #1 · backfill · confidence 0.70 Vygintas Gontis
  • 1210.1838 #2 · backfill · confidence 0.70 Vygintas Gontis
  • 1202.3533 #2 · backfill · confidence 0.70 Vygintas Gontis
  • 1201.3083 #1 · backfill · confidence 0.70 Vygintas Gontis
  • 1106.2685 #2 · backfill · confidence 0.70 Vygintas Gontis

Frequent Coauthors