Access Statistics for Vygintas Gontis

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A long-range memory stochastic model of the return in financial markets 0 0 0 23 0 1 3 66
Agent based reasoning for the non-linear stochastic models of long-range memory 0 1 1 6 0 4 4 38
Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance 0 0 0 13 3 3 5 69
Approximation of the first passage time distribution for the birth-death processes 0 0 0 3 1 1 4 28
Bessel-like birth-death process 0 0 0 4 3 3 4 34
Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets 0 0 1 4 4 4 6 29
Consentaneous agent-based and stochastic model of the financial markets 0 0 0 11 1 1 1 31
Control of the socio-economic systems using herding interactions 0 0 0 3 0 2 2 35
Discrete $q$-exponential limit order cancellation time distribution 0 0 0 4 1 3 3 11
Fluctuation analysis of the three agent groups herding model 0 0 0 1 0 0 0 16
Herding interactions as an opportunity to prevent extreme events in financial markets 0 0 0 13 0 0 0 28
Interplay between endogenous and exogenous fluctuations in financial markets 0 0 0 9 0 0 1 16
Long-range memory model of trading activity and volatility 0 0 0 7 3 3 3 33
Long-range memory test by the burst and inter-burst duration distribution 0 0 0 0 1 1 1 8
Modeling long-range memory trading activity by stochastic differential equations 0 0 0 16 3 3 3 66
Modelling financial markets by the multiplicative sequence of trades 0 0 0 11 1 2 5 42
Modelling share volume traded in financial markets 0 0 0 4 0 1 3 40
Multiplicative Stochastic Model of the Time Interval between Trades in Financial Markets 0 0 0 7 0 1 4 39
Multiplicative point process as a model of trading activity 0 0 0 1 1 1 3 27
Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges 0 0 0 7 0 0 1 28
Order flow in the financial markets from the perspective of the Fractional L\'evy stable motion 0 0 0 3 1 2 3 17
Panel regression for the GDP of the Central and Eastern European countries using time-varying coefficients 2 17 17 17 1 5 5 5
Point Processes Modeling of Time Series Exhibiting Power-Law Statistics 0 0 0 26 4 4 5 60
Spurious memory in non-equilibrium stochastic models of imitative behavior 0 0 0 2 0 0 1 26
Stochastic model of financial markets reproducing scaling and memory in volatility return intervals 0 0 0 4 2 3 7 27
The class of nonlinear stochastic models as a background for the bursty behavior in financial markets 0 0 0 11 4 4 5 49
The consentaneous model of the financial markets exhibiting spurious nature of long-range memory 0 0 0 2 1 2 4 16
Three-state herding model of the financial markets 0 0 0 2 1 4 4 34
Trading activity as driven Poisson process: comparison with empirical data 0 0 0 4 0 1 2 37
Understanding the nature of the long-range memory phenomenon in socioeconomic systems 0 0 0 2 3 3 3 12
Total Working Papers 2 18 19 220 39 62 95 967

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Statistics updated 2025-12-06