Vygintas Gontis

Publication Activity (10 Years)

Years Active: 2004-2022
Publications (10 Years): 3

Top Topics

Marginal Distributions

Fractional Brownian Motion

Complex Systems

Stochastic Model

Top Venues

Commun. Nonlinear Sci. Numer. Simul.

Publications

Vygintas Gontis
Order flow in the financial markets from the perspective of the Fractional Lévy stable motion. Commun. Nonlinear Sci. Numer. Simul. 105 (2022)
Rytis Kazakevicius, Aleksejus Kononovicius, Bronislovas Kaulakys, Vygintas Gontis
Understanding the Nature of the Long-Range Memory Phenomenon in Socioeconomic Systems. Entropy 23 (9) (2021)
Vygintas Gontis, Aleksejus Kononovicius
Spurious Memory in Non-Equilibrium Stochastic Models of Imitative Behavior. Entropy 19 (8) (2017)
Vygintas Gontis, Bronislovas Kaulakys, Julius Ruseckas
Point Process Models of 1/f Noise and Internet Traffic CoRR (2005)
Bronislovas Kaulakys, Vygintas Gontis, M. Alaburda
Point process model of 1/f noise versus a sum of Lorentzians CoRR (2005)
Vygintas Gontis, Bronislovas Kaulakys
Modelling financial markets by the multiplicative sequence of trades CoRR (2004)