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Aleksejus Kononovicius

Identifiers

  • name variant Aleksejus Kononovicius 0.60 · backfill

Papers (16)

  1. Approximation of the first passage time distribution for the birth-death processes q-fin.ST · 2019 · author #1
  2. Illusion of persistence in NBA 1995-2018 regular season data physics.soc-ph · 2018 · author #1
  3. Order book model with herd behavior exhibiting long-range memory q-fin.ST · 2018 · author #1
  4. The consentaneous model of the financial markets exhibiting spurious nature of long-range memory q-fin.ST · 2017 · author #2
  5. Spurious memory in non-equilibrium stochastic models of imitative behavior q-fin.ST · 2017 · author #2
  6. Stochastic model of financial markets reproducing scaling and memory in volatility return intervals q-fin.GN · 2015 · author #3
  7. Nonlinear GARCH model and 1/f noise q-fin.ST · 2014 · author #1
  8. Herding interactions as an opportunity to prevent extreme events in financial markets q-fin.ST · 2014 · author #1
  9. Continuous transition from the extensive to the non-extensive statistics in an agent-based herding model physics.soc-ph · 2014 · author #1
  10. Control of the socio-economic systems using herding interactions physics.soc-ph · 2013 · author #1
  11. Fluctuation analysis of the three agent groups herding model q-fin.ST · 2013 · author #2
  12. Agent-based and macroscopic modeling of the complex socio-economic systems physics.soc-ph · 2013 · author #1
  13. Three-state herding model of the financial markets q-fin.TR · 2012 · author #1
  14. Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance q-fin.GN · 2012 · author #1
  15. The class of nonlinear stochastic models as a background for the bursty behavior in financial markets q-fin.ST · 2012 · author #2
  16. Agent based reasoning for the non-linear stochastic models of long-range memory q-fin.ST · 2011 · author #1

Mentions

  • 1404.0856 #1 · backfill · confidence 0.70 Aleksejus Kononovicius
  • 1309.6105 #1 · backfill · confidence 0.70 Aleksejus Kononovicius
  • 1305.5958 #2 · backfill · confidence 0.70 Aleksejus Kononovicius
  • 1303.3693 #1 · backfill · confidence 0.70 Aleksejus Kononovicius
  • 1210.1838 #1 · backfill · confidence 0.70 Aleksejus Kononovicius
  • 1202.3533 #1 · backfill · confidence 0.70 Aleksejus Kononovicius
  • 1201.3083 #2 · backfill · confidence 0.70 Aleksejus Kononovicius
  • 1106.2685 #1 · backfill · confidence 0.70 Aleksejus Kononovicius

Frequent Coauthors