Aleksejus Kononovicius

Aleksejus Kononovicius

Vilnius University - Vilnius / Lithuania
Natural Sciences / Physics
AD Scientific Index ID: 1874009
Vilniaus Universitetas
person_outline Aleksejus Kononovicius's MOST POPULAR ARTICLES
1-) A long-range memory stochastic model of the return in financial markets Physica A: Statistical Mechanics and its Applications 389 (1), 100-106, 2010
2-) Agent based reasoning for the non-linear stochastic models of long-range memory Physica A: Statistical Mechanics and its Applications 391 (4), 1309-1314, 2012
3-) Consentaneous Agent-Based and Stochastic Model of the Financial Markets PLoS ONE 9 (7), e102201, 2014
4-) Stochastic model of financial markets reproducing scaling and memory in volatility return intervals Physica A: Statistical Mechanics and its Applications 462, 1091-1102, 2016
5-) Empirical Analysis and Agent‐Based Modeling of the Lithuanian Parliamentary Elections Complexity 2017 (1), 7354642, 2017