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 0 3 66
Agent based reasoning for the non-linear stochastic models of long-range memory 0 0 1 6 0 2 6 40
Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance 0 0 0 13 0 0 4 69
Approximation of the first passage time distribution for the birth-death processes 0 0 0 3 0 0 4 28
Bessel-like birth-death process 0 0 0 4 0 8 12 42
Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets 0 0 0 4 0 1 6 30
Consentaneous agent-based and stochastic model of the financial markets 0 0 0 11 0 5 6 36
Control of the socio-economic systems using herding interactions 0 0 0 3 0 1 3 36
Discrete $q$-exponential limit order cancellation time distribution 0 0 0 4 1 4 7 15
Fluctuation analysis of the three agent groups herding model 0 0 0 1 1 2 2 18
Herding interactions as an opportunity to prevent extreme events in financial markets 0 0 0 13 0 3 3 31
Interplay between endogenous and exogenous fluctuations in financial markets 0 0 0 9 0 11 11 27
Long-range memory model of trading activity and volatility 0 0 0 7 0 3 6 36
Long-range memory test by the burst and inter-burst duration distribution 0 0 0 0 0 2 3 10
Modeling long-range memory trading activity by stochastic differential equations 0 0 0 16 0 3 6 69
Modelling financial markets by the multiplicative sequence of trades 0 0 0 11 2 3 6 45
Modelling share volume traded in financial markets 0 0 0 4 1 2 3 42
Multiplicative Stochastic Model of the Time Interval between Trades in Financial Markets 0 0 0 7 0 3 6 42
Multiplicative point process as a model of trading activity 0 0 0 1 1 7 10 34
Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges 0 0 0 7 1 3 3 31
Order flow in the financial markets from the perspective of the Fractional L\'evy stable motion 0 0 0 3 1 7 10 24
Panel regression for the GDP of the Central and Eastern European countries using time-varying coefficients 0 0 17 17 2 13 18 18
Point Processes Modeling of Time Series Exhibiting Power-Law Statistics 0 0 0 26 0 2 7 62
Spurious memory in non-equilibrium stochastic models of imitative behavior 0 0 0 2 0 2 2 28
Stochastic model of financial markets reproducing scaling and memory in volatility return intervals 0 0 0 4 0 3 10 30
The class of nonlinear stochastic models as a background for the bursty behavior in financial markets 0 0 0 11 0 1 6 50
The consentaneous model of the financial markets exhibiting spurious nature of long-range memory 0 0 0 2 0 10 12 26
Three-state herding model of the financial markets 0 0 0 2 0 6 10 40
Trading activity as driven Poisson process: comparison with empirical data 0 0 0 4 0 1 3 38
Understanding the nature of the long-range memory phenomenon in socioeconomic systems 0 0 0 2 3 11 14 23
Total Working Papers 0 0 18 220 13 119 202 1,086

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Statistics updated 2026-03-04