\n

\n \n 2022\n \n \n (1)\n \n \n

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\n \n\n \n \n \n \n \n \n Order flow in the financial markets from the perspective of the Fractional Lévy stable motion.\n \n \n \n \n\n\n \n Gontis, V.\n\n\n \n\n\n\n Communications in Nonlinear Science and Numerical Simulation, 105: 106087. 2022.\n \n\n\n\n
\n\n\n\n \n \n $\"Order$ Paper\n \n \n \n $\"Order$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n \n \n 11 downloads\n \n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

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@article{\n title = {Order flow in the financial markets from the perspective of the Fractional Lévy stable motion},\n type = {article},\n year = {2022},\n keywords = {Discrete,Fractional dynamics,Quantitative finance,Scaling in socio-economic systems,Stochastic dynamics,Time-series and signal analysis},\n pages = {106087},\n volume = {105},\n websites = {https://authors.elsevier.com/a/1e0sp3b6551xRP},\n id = {fd26d7f5-038f-3849-836a-0af91432c0e5},\n created = {2021-11-04T13:04:42.297Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.200Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis2022CNSNS},\n source_type = {article},\n private_publication = {false},\n abstract = {It is a challenging task to identify the best possible models based on given empirical data of observed time series. Though the financial markets provide us with a vast amount of empirical data, the best model selection is still a big challenge for researchers. The widely used long-range memory and self-similarity estimators give varying values of the parameters as these estimators themselves are developed for the specific models of time series. Here we investigate from the general fractional Lévy stable motion perspective the order disbalance time series constructed from the limit order book data of the financial markets. Our results suggest that previous findings of persistence in order flow could be related to the power-law distribution of order sizes and other deviations from the normal distribution. Still, orders have stable estimates of anti-correlation for the 18 randomly selected stocks when Absolute value and Higuchi’s estimators are implemented. Though the burst duration analysis based on the first passage problem of time series and implemented in this research gives slightly higher estimates of the Hurst and memory parameters, it qualitatively supports the importance of the power-law distribution of order sizes.},\n bibtype = {article},\n author = {Gontis, V},\n doi = {https://doi.org/10.1016/j.cnsns.2021.106087},\n journal = {Communications in Nonlinear Science and Numerical Simulation}\n}

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\n \n 2021\n \n \n (1)\n \n \n

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\n \n\n \n \n \n \n \n \n Understanding the nature of the long-range memory phenomenon in socioeconomic systems.\n \n \n \n \n\n\n \n Kazakevičius, R.; Kononovicius, A.; Kaulakys, B.; and Gontis, V.\n\n\n \n\n\n\n Entropy, 23(9): 1125. 2021.\n \n\n\n\n
\n\n\n\n \n \n $\"Understanding$ Paper\n \n \n \n $\"Understanding$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n \n \n 1 download\n \n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

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@article{\n title = {Understanding the nature of the long-range memory phenomenon in socioeconomic systems},\n type = {article},\n year = {2021},\n keywords = {1/f noise,ARFIMA,Absolute value estimator,Anomalous diffusion,First-passage times,Fractional Lèvy stable motion,Higuchi’s method,Long-range memory,Mean squared displacement,Multiplicative point process},\n pages = {1125},\n volume = {23},\n websites = {https://doi.org/10.3390%2Fe23091125},\n id = {6a4997a1-0091-3908-863c-bda5dc7243d7},\n created = {2021-10-23T16:00:23.751Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.559Z},\n read = {true},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Kazakevicius2021},\n source_type = {article},\n private_publication = {false},\n abstract = {In the face of the upcoming 30th anniversary of econophysics, we review our contributions and other related works on the modeling of the long-range memory phenomenon in physical, economic, and other social complex systems. Our group has shown that the long-range memory phenomenon can be reproduced using various Markov processes, such as point processes, stochastic differential equations, and agent-based models-reproduced well enough to match other statistical properties of the financial markets, such as return and trading activity distributions and first-passage time distributions. Research has lead us to question whether the observed long-range memory is a result of the actual long-range memory process or just a consequence of the non-linearity of Markov processes. As our most recent result, we discuss the long-range memory of the order flow data in the financial markets and other social systems from the perspective of the fractional Lèvy stable motion. We test widely used long-range memory estimators on discrete fractional Lèvy stable motion represented by the auto-regressive fractionally integrated moving average (ARFIMA) sample series. Our newly obtained results seem to indicate that new estimators of self-similarity and long-range memory for analyzing systems with non-Gaussian distributions have to be developed.},\n bibtype = {article},\n author = {Kazakevičius, Rytis and Kononovicius, Aleksejus and Kaulakys, Bronislovas and Gontis, Vygintas},\n doi = {10.3390/e23091125},\n journal = {Entropy},\n number = {9}\n}

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\n \n 2020\n \n \n (2)\n \n \n

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\n \n\n \n \n \n \n \n \n Long-range memory test by the burst and inter-burst duration distribution.\n \n \n \n \n\n\n \n Gontis, V.\n\n\n \n\n\n\n Journal of Statistical Mechanics: Theory and Experiment, 2020(9): 093406. 9 2020.\n \n\n\n\n
\n\n\n\n \n \n $\"Long-range$ Paper\n \n \n \n $\"Long-range$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

\n

@article{\n title = {Long-range memory test by the burst and inter-burst duration distribution},\n type = {article},\n year = {2020},\n keywords = {Inference in socio-economic system,Quantitative finance,Scaling in socio-economic systems,Stochastic processes},\n pages = {093406},\n volume = {2020},\n websites = {https://iopscience.iop.org/article/10.1088/1742-5468/abb4db},\n month = {9},\n day = {28},\n id = {c329c8bd-2363-3371-b0bd-fa4f563f80ba},\n created = {2021-10-23T15:57:35.975Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.409Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis2020},\n source_type = {Article},\n private_publication = {false},\n abstract = {It is empirically established that order flow in the financial markets is positively auto-correlated and can serve as an example of a social system with long-range memory. Nevertheless, widely used long-range memory estimators give varying values of the Hurst exponent. We propose the burst and inter-burst duration statistical analysis as one more test of long-range memory and implement it with the limit order book data comparing it with other widely used estimators. This method gives a more reliable evaluation of the Hurst exponent independent of the stock in consideration or time definition used. Results strengthen the expectation that burst and inter-burst duration analysis can serve as a better method to investigate the property of long-range memory.},\n bibtype = {article},\n author = {Gontis, Vygintas},\n doi = {10.1088/1742-5468/abb4db},\n journal = {Journal of Statistical Mechanics: Theory and Experiment},\n number = {9}\n}

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\n \n\n \n \n \n \n \n \n Bessel-like birth–death process.\n \n \n \n \n\n\n \n Gontis, V.; and Kononovicius, A.\n\n\n \n\n\n\n Physica A: Statistical Mechanics and its Applications, 540: 123119. 2 2020.\n \n\n\n\n
\n\n\n\n \n \n $\"Bessel-like$ Paper\n \n \n \n $\"Bessel-like$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n \n \n 1 download\n \n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

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@article{\n title = {Bessel-like birth–death process},\n type = {article},\n year = {2020},\n keywords = {Bessel process,Birth–death processes,Bursting behavior,Markov chains,Spurious memory},\n pages = {123119},\n volume = {540},\n websites = {https://doi.org/10.1016%2Fj.physa.2019.123119},\n month = {2},\n publisher = {Elsevier BV},\n id = {e90fdab7-9ca6-364c-8a64-2886ddd60343},\n created = {2021-11-04T13:04:42.542Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-04T13:04:54.575Z},\n read = {true},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis2020PhysA},\n source_type = {Article},\n private_publication = {false},\n abstract = {We consider models of the population or opinion dynamics which result in the non-linear stochastic differential equations (SDEs) exhibiting the spurious long-range memory. In this context, the correspondence between the description of the birth–death processes as the continuous-time Markov chains and the continuous SDEs is of high importance for the alternatives of modeling. We propose and generalize the Bessel-like birth–death process having clear representation by the SDEs. The new process helps to integrate the alternatives of description and to derive the equations for the probability density function (PDF) of the burst and inter-burst duration of the proposed continuous time birth–death processes.},\n bibtype = {article},\n author = {Gontis, V and Kononovicius, A},\n doi = {10.1016/j.physa.2019.123119},\n journal = {Physica A: Statistical Mechanics and its Applications}\n}

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\n\n\n\n\n\n

\n

\n \n 2019\n \n \n (1)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n \n Approximation of the first passage time distribution for the birth-death processes.\n \n \n \n \n\n\n \n Kononovicius, A.; and Gontis, V.\n\n\n \n\n\n\n Journal of Statistical Mechanics: Theory and Experiment, 2019(7). 2019.\n \n\n\n\n
\n\n\n\n \n \n $\"Approximation$ Paper\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n\n\n\n

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@article{\n title = {Approximation of the first passage time distribution for the birth-death processes},\n type = {article},\n year = {2019},\n keywords = {agent-based models,stochastic processes},\n volume = {2019},\n id = {4f039c30-3ad1-3803-89d4-c84d2eae8410},\n created = {2019-08-30T23:59:00.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:49.093Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Kononovicius2019},\n private_publication = {false},\n abstract = {We propose a general method to obtain approximation of the first passage time distribution for the birth-death processes. We rely on the general properties of birth-death processes, Keilson's theorem and the concept of Riemann sum to obtain closed-form expressions. We apply the method to the three selected birth-death processes and the sophisticated order-book model exhibiting long-range memory. We discuss how our approach contributes to the competition between spurious and true long-range memory models.},\n bibtype = {article},\n author = {Kononovicius, Aleksejus and Gontis, Vygintas},\n doi = {10.1088/1742-5468/ab2709},\n journal = {Journal of Statistical Mechanics: Theory and Experiment},\n number = {7}\n}

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\n \n 2018\n \n \n (1)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n \n The consentaneous model of the financial markets exhibiting spurious nature of long-range memory.\n \n \n \n \n\n\n \n Gontis, V.; and Kononovicius, A.\n\n\n \n\n\n\n Physica A, 505: 1075-1083. 2018.\n \n\n\n\n
\n\n\n\n \n \n $\"The$ Paper\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n \n \n 1 download\n \n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

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@article{\n title = {The consentaneous model of the financial markets exhibiting spurious nature of long-range memory},\n type = {article},\n year = {2018},\n pages = {1075-1083},\n volume = {505},\n id = {afc99831-a22f-3283-99b9-3a74a4d55e1c},\n created = {2021-10-23T15:57:35.639Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.096Z},\n read = {true},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Gontis2018},\n source_type = {Article},\n private_publication = {false},\n bibtype = {article},\n author = {Gontis, V and Kononovicius, A},\n doi = {10.1016/j.physa.2018.04.053},\n journal = {Physica A}\n}

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\n\n\n\n

\n\n\n\n\n\n

\n

\n \n 2017\n \n \n (2)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n \n Spurious memory in non-equilibrium stochastic models of imitative behavior.\n \n \n \n \n\n\n \n Gontis, V.; and Kononovicius, A.\n\n\n \n\n\n\n Entropy, 19(8). 2017.\n \n\n\n\n
\n\n\n\n \n \n $\"Spurious$ Paper\n \n \n \n $\"Spurious$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

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@article{\n title = {Spurious memory in non-equilibrium stochastic models of imitative behavior},\n type = {article},\n year = {2017},\n keywords = {Agent-based modeling,First passage times,Markov processes,Non-equilibrium systems,Spurious memory,Stochastic modeling},\n volume = {19},\n websites = {https://www.mdpi.com/1099-4300/19/8/387/pdf},\n id = {d767b1f8-de63-3592-bd45-6c618d9db324},\n created = {2017-09-12T00:27:12.976Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.609Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Gontis2017a},\n private_publication = {false},\n abstract = {The origin of the long-range memory in non-equilibrium systems is still an open problem as the phenomenon can be reproduced using models based on Markov processes. In these cases, the notion of spurious memory is introduced. A good example of Markov processes with spurious memory is a stochastic process driven by a non-linear stochastic differential equation (SDE). This example is at odds with models built using fractional Brownian motion (fBm). We analyze the differences between these two cases seeking to establish possible empirical tests of the origin of the observed long-range memory. We investigate probability density functions (PDFs) of burst and inter-burst duration in numerically-obtained time series and compare with the results of fBm. Our analysis confirms that the characteristic feature of the processes described by a one-dimensional SDE is the power-law exponent 3/2 of the burst or inter-burst duration PDF. This property of stochastic processes might be used to detect spurious memory in various non-equilibrium systems, where observed macroscopic behavior can be derived from the imitative interactions of agents.},\n bibtype = {article},\n author = {Gontis, Vygintas and Kononovicius, Aleksejus},\n doi = {10.3390/e19080387},\n journal = {Entropy},\n number = {8}\n}

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\n\n\n\n\n\n

\n\n\n

\n \n\n \n \n \n \n \n \n Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets.\n \n \n \n \n\n\n \n Gontis, V.; and Kononovicius, A.\n\n\n \n\n\n\n Physica A: Statistical Mechanics and its Applications, 483. 2017.\n \n\n\n\n
\n\n\n\n \n \n $\"Burst$ Paper\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

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@article{\n title = {Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets},\n type = {article},\n year = {2017},\n keywords = {Financial markets,First passage times,Long-range memory,Scaling behavior,Trading activity,Volatility},\n volume = {483},\n id = {f5fc6456-216e-3b08-b03d-4210309f641b},\n created = {2018-05-20T11:03:56.664Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.743Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Gontis2017},\n private_publication = {false},\n abstract = {© 2017 Elsevier B.V. We address the problem of long-range memory in the financial markets. There are two conceptually different ways to reproduce power-law decay of auto-correlation function: using fractional Brownian motion as well as non-linear stochastic differential equations. In this contribution we address this problem by analyzing empirical return and trading activity time series from the Forex. From the empirical time series we obtain probability density functions of burst and inter-burst duration. Our analysis reveals that the power-law exponents of the obtained probability density functions are close to 3/2, which is a characteristic feature of the one-dimensional stochastic processes. This is in a good agreement with earlier proposed model of absolute return based on the non-linear stochastic differential equations derived from the agent-based herding model.},\n bibtype = {article},\n author = {Gontis, V. and Kononovicius, A.},\n doi = {10.1016/j.physa.2017.04.163},\n journal = {Physica A: Statistical Mechanics and its Applications}\n}

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\n \n 2016\n \n \n (2)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n \n Interplay between endogenous and exogenous fluctuations in financial markets.\n \n \n \n \n\n\n \n Gontis, V.\n\n\n \n\n\n\n Acta Physica Polonica A, 129(5). 2016.\n \n\n\n\n
\n\n\n\n \n \n $\"Interplay$ Paper\n \n \n \n $\"Interplay$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

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@article{\n title = {Interplay between endogenous and exogenous fluctuations in financial markets},\n type = {article},\n year = {2016},\n volume = {129},\n websites = {http://przyrbwn.icm.edu.pl/APP/PDF/129/a129z5p24.pdf},\n id = {84b31ed7-a973-31d9-a693-22523f77c0a2},\n created = {2017-11-29T23:17:34.908Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.076Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis2016},\n private_publication = {false},\n abstract = {We address microscopic, agent based, and macroscopic, stochastic, modeling of the financial markets combining it with the exogenous noise. The interplay between the endogenous dynamics of agents and the exogenous noise is the primary mechanism responsible for the observed long-range dependence and statistical properties of high volatility return intervals. By exogenous noise we mean information flow or/and order flow fluctuations. Numerical results based on the proposed model reveal that the exogenous fluctuations have to be considered as indispensable part of comprehensive modeling of the financial markets.},\n bibtype = {article},\n author = {Gontis, V.},\n doi = {10.12693/APhysPolA.129.1023},\n journal = {Acta Physica Polonica A},\n number = {5}\n}

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\n\n\n\n\n\n

\n\n\n

\n \n\n \n \n \n \n \n \n Stochastic model of financial markets reproducing scaling and memory in volatility return intervals.\n \n \n \n \n\n\n \n Gontis, V.; Havlin, S.; Kononovicius, A.; Podobnik, B.; and Stanley, H.\n\n\n \n\n\n\n Physica A: Statistical Mechanics and its Applications, 462: 1091--1102. 2016.\n \n\n\n\n
\n\n\n\n \n \n $\"Stochastic$ Paper\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

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@article{\n title = {Stochastic model of financial markets reproducing scaling and memory in volatility return intervals},\n type = {article},\n year = {2016},\n keywords = {Agent-based modeling,Financial markets,Return intervals,Scaling behavior,Volatility},\n pages = {1091--1102},\n volume = {462},\n id = {3f911653-0a05-3613-bd96-2fbf54d7de53},\n created = {2017-11-29T23:17:35.003Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.659Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis2016PhysA},\n private_publication = {false},\n abstract = {© 2016 Elsevier B.V. We investigate the volatility return intervals in the NYSE and FOREX markets. We explain previous empirical findings using a model based on the interacting agent hypothesis instead of the widely-used efficient market hypothesis. We derive macroscopic equations based on the microscopic herding interactions of agents and find that they are able to reproduce various stylized facts of different markets and different assets with the same set of model parameters. We show that the power-law properties and the scaling of return intervals and other financial variables have a similar origin and could be a result of a general class of non-linear stochastic diff erential equations derived from a master equation of an agent system that is coupled by herding interactions. Specifically, we find that this approach enables us to recover the volatility return interval statistics as well as volatility probability and spectral densities for the NYSE and FOREX markets, for different assets, and for different time-scales. We find also that the historical S & P500 monthly series exhibits the same volatility return interval properties recovered by our proposed model. Our statistical results suggest that human herding is so strong that it persists even when other evolving fluctuations perturbate the financial system.},\n bibtype = {article},\n author = {Gontis, V. and Havlin, S. and Kononovicius, A. and Podobnik, B. and Stanley, H.E.},\n doi = {10.1016/j.physa.2016.06.143},\n journal = {Physica A: Statistical Mechanics and its Applications}\n}

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\n \n 2015\n \n \n (1)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n \n Herding interactions as an opportunity to prevent extreme events in financial markets.\n \n \n \n \n\n\n \n Kononovicius, A.; and Gontis, V.\n\n\n \n\n\n\n European Physical Journal B, 88(7): 1--6. 2015.\n \n\n\n\n
\n\n\n\n \n \n $\"Herding$ Paper\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n\n\n\n

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@article{\n title = {Herding interactions as an opportunity to prevent extreme events in financial markets},\n type = {article},\n year = {2015},\n keywords = {Statistical and Nonlinear Physics},\n pages = {1--6},\n volume = {88},\n id = {14751d5e-4368-3882-986e-27f925774f8b},\n created = {2016-02-16T16:07:06.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.574Z},\n read = {true},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Kononovicius2015EPJB},\n private_publication = {false},\n abstract = {A characteristic feature of complex systems in general is a tight coupling between their constituent parts. In complex socio-economic systems this kind of behavior leads to self-organization, which may be both desirable (e.g. social cooperation) and undesirable (e.g. mass panic, financial “bubbles” or “crashes”). Abundance of the empirical data as well as general insights into the trading behavior enables the creation of simple agent-based models reproducing sophisticated statistical features of the financial markets. In this contribution we consider a possibility to prevent self-organized extreme events in financial market modeling its behavior using agent-based herding model, which reproduces main stylized facts of the financial markets. We show that introduction of agents with predefined fundamentalist trading behavior helps to significantly reduce the probability of the extreme price fluctuations events. We also investigate random trading, which was previously found to be promising extreme event prevention strategy, and find that its impact on the market has to be considered among other opportunities to stabilize the markets.},\n bibtype = {article},\n author = {Kononovicius, Aleksejus and Gontis, Vygintas},\n doi = {10.1140/epjb/e2015-60160-0},\n journal = {European Physical Journal B},\n number = {7}\n}

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\n \n 2014\n \n \n (1)\n \n \n

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\n \n\n \n \n \n \n \n \n Consentaneous agent-based and stochastic model of the financial markets.\n \n \n \n \n\n\n \n Gontis, V.; and Kononovicius, A.\n\n\n \n\n\n\n PLoS ONE, 9(7): e102201. 2014.\n \n\n\n\n
\n\n\n\n \n \n $\"Consentaneous$ Paper\n \n \n \n $\"Consentaneous$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n \n \n 2 downloads\n \n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

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@article{\n title = {Consentaneous agent-based and stochastic model of the financial markets},\n type = {article},\n year = {2014},\n pages = {e102201},\n volume = {9},\n websites = {https://doi.org/10.1371%2Fjournal.pone.0102201},\n id = {52592ec8-f7ae-3ae7-b5ce-6c5310a34a09},\n created = {2016-02-16T16:07:08.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.302Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Gontis2014},\n private_publication = {false},\n abstract = {We are looking for the agent-based treatment of the financial markets considering necessity to build bridges between microscopic, agent based, and macroscopic, phenomenological modeling. The acknowledgment that agent-based modeling framework, which may provide qualitative and quantitative understanding of the financial markets, is very ambiguous emphasizes the exceptional value of well defined analytically tractable agent systems. Herding as one of the behavior peculiarities considered in the behavioral finance is the main property of the agent interactions we deal with in this contribution. Looking for the consentaneous agent-based and macroscopic approach we combine two origins of the noise: exogenous one, related to the information flow, and endogenous one, arising form the complex stochastic dynamics of agents. As a result we propose a three state agent-based herding model of the financial markets. From this agent-based model we derive a set of stochastic differential equations, which describes underlying macroscopic dynamics of agent population and log price in the financial markets. The obtained solution is then subjected to the exogenous noise, which shapes instantaneous return fluctuations. We test both Gaussian and q-Gaussian noise as a source of the short term fluctuations. The resulting model of the return in the financial markets with the same set of parameters reproduces empirical probability and spectral densities of absolute return observed in New York, Warsaw and NASDAQ OMX Vilnius Stock Exchanges. Our result confirms the prevalent idea in behavioral finance that herding interactions may be dominant over agent rationality and contribute towards bubble formation. © 2014 Gontis, Kononovicius.},\n bibtype = {article},\n author = {Gontis, Vygintas and Kononovicius, Aleksejus},\n doi = {10.1371/journal.pone.0102201},\n journal = {PLoS ONE},\n number = {7}\n}

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\n \n 2013\n \n \n (3)\n \n \n

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\n \n\n \n \n \n \n \n \n Control of the socio-economic systems using herding interactions.\n \n \n \n \n\n\n \n Kononovicius, A.; and Gontis, V.\n\n\n \n\n\n\n Physica A: Statistical Mechanics and its Applications, 405: 80-84. 9 2013.\n \n\n\n\n
\n\n\n\n \n \n $\"Control$ Paper\n \n \n \n $\"Control$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

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@article{\n title = {Control of the socio-economic systems using herding interactions},\n type = {article},\n year = {2013},\n keywords = {Agent-based modeling,Collective behavior,Control,Socio-economic systems},\n pages = {80-84},\n volume = {405},\n websites = {http://dx.doi.org/10.1016/j.physa.2014.03.003},\n month = {9},\n day = {24},\n id = {3649adb9-3046-3a89-b429-190eb609f80d},\n created = {2016-02-16T16:07:06.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:46.881Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Kononovicius2014PhysA},\n private_publication = {false},\n abstract = {Collective behavior of the complex socio-economic systems is heavily influenced by the herding, group, behavior of individuals. The importance of the herding behavior may enable the control of the collective behavior of the individuals. In this contribution we consider a simple agent-based herding model modified to include agents with controlled state. We show that in certain case even the smallest fixed number of the controlled agents might be enough to control the behavior of a very large system.},\n bibtype = {article},\n author = {Kononovicius, Aleksejus and Gontis, Vygintas},\n doi = {10.1016/j.physa.2014.03.003},\n journal = {Physica A: Statistical Mechanics and its Applications}\n}

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\n \n\n \n \n \n \n \n \n Fluctuation analysis of the three agent groups herding model.\n \n \n \n \n\n\n \n Gontis, V.; and Kononovicius, A.\n\n\n \n\n\n\n In 2013 22nd International Conference on Noise and Fluctuations (ICNF), pages 1-4, 6 2013. IEEE\n \n\n\n\n
\n\n\n\n \n \n $\"Fluctuation$ Paper\n \n \n \n $\"Fluctuation$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@inproceedings{\n title = {Fluctuation analysis of the three agent groups herding model},\n type = {inproceedings},\n year = {2013},\n pages = {1-4},\n websites = {https://doi.org/10.1109%2Ficnf.2013.6578896},\n month = {6},\n publisher = {IEEE},\n id = {2a00d8dd-8c26-3e7f-a52a-d237f0fa4fe0},\n created = {2016-02-16T16:07:07.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.821Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Gontis2013ICNF},\n private_publication = {false},\n abstract = {We derive a system of stochastic differential equations simulating the dynamics of the three agent groups with herding interaction. Proposed approach can be valuable in the modeling of the complex socio-economic systems with similar composition of the agents. We demonstrate how the sophisticated statistical features of the absolute return in the financial markets can be reproduced by extending the herding interaction of the agents and introducing the third agent state. As well we consider possible extension of proposed herding model introducing additional exogenous noise. Such consistent microscopic and macroscopic model precisely reproduces empirical power law statistics of the return in the financial markets. © 2013 IEEE.},\n bibtype = {inproceedings},\n author = {Gontis, Vygintas and Kononovicius, Aleksejus},\n doi = {10.1109/ICNF.2013.6578896},\n booktitle = {2013 22nd International Conference on Noise and Fluctuations (ICNF)}\n}

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\n \n\n \n \n \n \n \n \n Three-state herding model of the financial markets.\n \n \n \n \n\n\n \n Kononovicius, A.; and Gontis, V.\n\n\n \n\n\n\n EPL (Europhysics Letters), 101(2): 28001. 1 2013.\n \n\n\n\n
\n\n\n\n \n \n $\"Three-state$ Paper\n \n \n \n $\"Three-state$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@article{\n title = {Three-state herding model of the financial markets},\n type = {article},\n year = {2013},\n pages = {28001},\n volume = {101},\n websites = {https://iopscience.iop.org/article/10.1209/0295-5075/101/28001},\n month = {1},\n day = {1},\n id = {60e2bc0c-d009-3b35-8c07-f8b50a3905b5},\n created = {2016-02-16T16:07:07.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.837Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Kononovicius2013EPL},\n private_publication = {false},\n abstract = {We propose a Markov jump process with the three-state herding interaction. We see our approach as an agent-based model for the financial markets. Under certain assumptions this agent-based model can be related to the stochastic description exhibiting sophisticated statistical features. Along with power-law probability density function of the absolute returns we are able to reproduce the fractured power spectral density, which is observed in the high-frequency financial market data. The given example of consistent agent-based and stochastic modeling will provide a background for further developments in the research of complex social systems. Copyright © EPLA, 2013.},\n bibtype = {article},\n author = {Kononovicius, A. and Gontis, V.},\n doi = {10.1209/0295-5075/101/28001},\n journal = {EPL (Europhysics Letters)},\n number = {2}\n}

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\n \n 2012\n \n \n (4)\n \n \n

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\n \n\n \n \n \n \n \n \n Agent-based versus macroscopic modeling of competition and business processes in economics and finance.\n \n \n \n \n\n\n \n Kononovicius, A.; Gontis, V.; and Daniunas, V.\n\n\n \n\n\n\n International Journal on Advances in Intelligent Systems, 5(1&2): 111-126. 2012.\n \n\n\n\n
\n\n\n\n \n \n $\"Agent-based$ Paper\n \n \n \n $\"Agent-based$ Website\n \n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

\n

@article{\n title = {Agent-based versus macroscopic modeling of competition and business processes in economics and finance},\n type = {article},\n year = {2012},\n keywords = {-agent-based modeling,business models,financial market models,stochastic modeling},\n pages = {111-126},\n volume = {5},\n websites = {http://www.iariajournals.org/intelligent_systems/},\n id = {eb0e63b0-09e0-345d-9bc9-4110c790b2cc},\n created = {2014-07-31T17:08:45.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.469Z},\n read = {false},\n starred = {true},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Kononovicius2012IARIA},\n private_publication = {false},\n bibtype = {article},\n author = {Kononovicius, Aleksejus and Gontis, Vygintas and Daniunas, V},\n journal = {International Journal on Advances in Intelligent Systems},\n number = {1&2}\n}

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\n \n\n \n \n \n \n \n \n Nonextensive statistical mechanics distributions and dynamics of financial observables from the nonlinear stochastic differential equations.\n \n \n \n \n\n\n \n Ruseckas, J.; Gontis, V.; and Kaulakys, B.\n\n\n \n\n\n\n Advances in Complex Systems, 15(SUPPL. 1). 2012.\n \n\n\n\n
\n\n\n\n \n \n $\"Nonextensive$ Paper\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

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@article{\n title = {Nonextensive statistical mechanics distributions and dynamics of financial observables from the nonlinear stochastic differential equations},\n type = {article},\n year = {2012},\n keywords = {Stochastic differential equations,Tsallis distributions,financial systems,superstatistics},\n volume = {15},\n id = {3ec31853-7ca4-33f8-9ac3-6388282c9317},\n created = {2016-02-16T16:07:06.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.779Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Ruseckas2012ACS},\n private_publication = {false},\n abstract = {We present nonlinear stochastic differential equations, generating processes with the q-exponential and q-Gaussian distributions of the observables, i.e. with the long-range power-law autocorrelations and 1/f β power spectral density. Similarly, the Tsallis q-distributions may be obtained in the superstatistical framework as a superposition of different local dynamics at different time intervals. In such approach, the average of the stochastic variable is generated by the nonlinear stochastic process, while the local distribution of the signal is exponential or Gaussian one, conditioned by the slow average. Further we analyze relevance of the generalized and adapted equations for modeling the financial processes. We model the inter-trade durations, the trading activity and the normalized return using the superstatistical approaches with the exponential and normal distributions of the local signals driven by the nonlinear stochastic process. © 2012 World Scientific Publishing Company.},\n bibtype = {article},\n author = {Ruseckas, J. and Gontis, V. and Kaulakys, B.},\n doi = {10.1142/S0219525912500737},\n journal = {Advances in Complex Systems},\n number = {SUPPL. 1}\n}

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\n \n\n \n \n \n \n \n \n Agent based reasoning for the non-linear stochastic models of long-range memory.\n \n \n \n \n\n\n \n Kononovicius, A.; and Gontis, V.\n\n\n \n\n\n\n Physica A: Statistical Mechanics and its Applications, 391(4): 1309-1314. 2 2012.\n \n\n\n\n
\n\n\n\n \n \n $\"Agent$ Paper\n \n \n \n $\"Agent$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

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@article{\n title = {Agent based reasoning for the non-linear stochastic models of long-range memory},\n type = {article},\n year = {2012},\n keywords = {Agent based models,Financial markets,Long-range memory,Microfoundations,Stochastic models},\n pages = {1309-1314},\n volume = {391},\n websites = {https://linkinghub.elsevier.com/retrieve/pii/S0378437111007072},\n month = {2},\n id = {9eb9f868-5b18-3e78-9c28-ca140ae6f300},\n created = {2016-02-16T16:07:07.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.908Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Kononovicius2012},\n private_publication = {false},\n abstract = {We extend Kirman's model by introducing variable event time scale. The proposed flexible time scale is equivalent to the variable trading activity observed in financial markets. Stochastic version of the extended Kirman's agent based model is compared to the non-linear stochastic models of long-range memory in financial markets. The agent based model providing matching macroscopic description serves as a microscopic reasoning of the earlier proposed stochastic model exhibiting power law statistics. © 2011 Elsevier B.V. All rights reserved.},\n bibtype = {article},\n author = {Kononovicius, A. and Gontis, V.},\n doi = {10.1016/j.physa.2011.08.061},\n journal = {Physica A: Statistical Mechanics and its Applications},\n number = {4}\n}

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\n\n\n

\n \n\n \n \n \n \n \n \n THE CLASS OF NONLINEAR STOCHASTIC MODELS AS A BACKGROUND FOR THE BURSTY BEHAVIOR IN FINANCIAL MARKETS.\n \n \n \n \n\n\n \n GONTIS, V.; KONONOVICIUS, A.; and REIMANN, S.\n\n\n \n\n\n\n Advances in Complex Systems, 15(supp01): 1250071. 6 2012.\n \n\n\n\n
\n\n\n\n \n \n $\"THE$ Paper\n \n \n \n $\"THE$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n\n\n\n

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@article{\n title = {THE CLASS OF NONLINEAR STOCHASTIC MODELS AS A BACKGROUND FOR THE BURSTY BEHAVIOR IN FINANCIAL MARKETS},\n type = {article},\n year = {2012},\n keywords = {Bessel process,Stochastic modeling,bursty behavior},\n pages = {1250071},\n volume = {15},\n websites = {https://www.worldscientific.com/doi/abs/10.1142/S0219525912500713},\n month = {6},\n day = {17},\n id = {460be2bb-3fcc-3e17-9243-8a02cc768d7b},\n created = {2016-02-16T16:07:08.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.452Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Gontis2012ACS},\n private_publication = {false},\n abstract = {We investigate behavior of the continuous stochastic signals above some threshold, bursts, when the exponent of multiplicativity is higher than one. Earlier we have proposed a general nonlinear stochastic model applicable for the modeling of absolute return and trading activity in financial markets which can be transformed into Bessel process with known first hitting (first passage) time statistics. Using these results we derive PDF of burst duration for the proposed model. We confirm derived analytical expressions by numerical evaluation and discuss bursty behavior of return in financial markets in the framework of modeling by nonlinear SDE.},\n bibtype = {article},\n author = {GONTIS, VYGINTAS and KONONOVICIUS, ALEKSEJUS and REIMANN, STEFAN},\n doi = {10.1142/S0219525912500713},\n journal = {Advances in Complex Systems},\n number = {supp01}\n}

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\n \n 2011\n \n \n (3)\n \n \n

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\n \n\n \n \n \n \n \n \n Agent-based versus macroscopic modeling of competition and business processes in economics.\n \n \n \n \n\n\n \n Daniunas, V.; Gontis, V.; and Kononovicius, A.\n\n\n \n\n\n\n In ICCGI 2011, The Sixth International Multi-Conference on Computing in the Global Information Technology, pages 84-88, 2011. IARIA\n \n\n\n\n
\n\n\n\n \n \n $\"Agent-based$ Paper\n \n \n \n $\"Agent-based$ Website\n \n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

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@inproceedings{\n title = {Agent-based versus macroscopic modeling of competition and business processes in economics},\n type = {inproceedings},\n year = {2011},\n pages = {84-88},\n websites = {http://www.thinkmind.org/index.php?view=article&articleid=iccgi_2011_4_40_10188},\n publisher = {IARIA},\n city = {Luxembourg},\n id = {d6825fa4-8034-36e2-9937-6a533906c6c4},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.845Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Daniunas2011ICCGI},\n source_type = {inproceedings},\n private_publication = {false},\n bibtype = {inproceedings},\n author = {Daniunas, V and Gontis, V and Kononovicius, A},\n booktitle = {ICCGI 2011, The Sixth International Multi-Conference on Computing in the Global Information Technology}\n}

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\n \n\n \n \n \n \n \n \n Herding model and 1/f noise.\n \n \n \n \n\n\n \n Ruseckas, J.; Kaulakys, B.; and Gontis, V.\n\n\n \n\n\n\n EPL (Europhysics Letters), 96(6): 60007. 12 2011.\n \n\n\n\n
\n\n\n\n \n \n $\"Herding$ Paper\n \n \n \n $\"Herding$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

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@article{\n title = {Herding model and 1/f noise},\n type = {article},\n year = {2011},\n pages = {60007},\n volume = {96},\n websites = {https://iopscience.iop.org/article/10.1209/0295-5075/96/60007},\n month = {12},\n day = {1},\n id = {b9cb2fe8-b0b4-3bd2-b1d1-37de387fecb2},\n created = {2016-02-16T16:07:05.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.575Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Ruseckas2011EPL},\n private_publication = {false},\n abstract = {We provide evidence that for some values of the parameters a simple agent-based model, describing herding behavior, yields signals with 1/f power spectral density. We derive a non-linear stochastic differential equation for the ratio of number of agents and show, that it has the form proposed earlier for modeling of 1/fβ noise with different exponents β. The non-linear terms in the transition probabilities, quantifying the herding behavior, are crucial to the appearance of 1/f noise. Thus, the herding dynamics can be seen as a microscopic explanation of the proposed non-linear stochastic differential equations generating signals with 1/fβ spectrum. We also consider the possible feedback of macroscopic state on microscopic transition probabilities strengthening the non-linearity of equations and providing more opportunities in the modeling of processes exhibiting power-law statistics. Copyright © EPLA, 2011.},\n bibtype = {article},\n author = {Ruseckas, J. and Kaulakys, B. and Gontis, V.},\n doi = {10.1209/0295-5075/96/60007},\n journal = {EPL (Europhysics Letters)},\n number = {6}\n}

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\n \n\n \n \n \n \n \n \n Interplay between positive feedbacks in the generalized CEV process.\n \n \n \n \n\n\n \n Reimann, S.; Gontis, V.; and Alaburda, M.\n\n\n \n\n\n\n Physica A: Statistical Mechanics and its Applications, 390(8): 1393-1401. 4 2011.\n \n\n\n\n
\n\n\n\n \n \n $\"Interplay$ Paper\n \n \n \n $\"Interplay$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n\n\n\n

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@article{\n title = {Interplay between positive feedbacks in the generalized CEV process},\n type = {article},\n year = {2011},\n keywords = {Generalized CEV process,Positive feedback,Power-spectral density bursts},\n pages = {1393-1401},\n volume = {390},\n websites = {https://linkinghub.elsevier.com/retrieve/pii/S0378437110010071},\n month = {4},\n id = {743aba0f-4560-359d-9389-912abd00b3ba},\n created = {2016-02-16T16:07:07.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.016Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Reimann2011PhysA},\n private_publication = {false},\n abstract = {The dynamics of the generalized CEV process dXt=aXtndt+bXtmdWt(gCEV) is due to an interplay of two feedback mechanisms: State-to-Drift and State-to-Diffusion, whose degrees are n and m respectively. We particularly show that the gCEV, in which both feedback mechanisms are positive, i.e. n,m>1, admits a stationary probability distribution P provided that n<2m-1. In this case the stationary pdf asymptotically decays as a power law P(x)∼1xμ with tail exponent μ=2m>2. Furthermore the power spectral density obeys S(f)∼1fβ, where β=2-1+2(m-1), >0. The tail behavior of the stationary pdf as well as of the power-spectral density thus are both independent of the drift feedback degree n but governed by the diffusion feedback degree m. Bursting behavior of the gCEV is investigated numerically. Burst intensity S and burst duration T are shown to be related by S∼T2. © 2011 Elsevier B.V. All rights reserved.},\n bibtype = {article},\n author = {Reimann, St. and Gontis, V. and Alaburda, M.},\n doi = {10.1016/j.physa.2010.11.043},\n journal = {Physica A: Statistical Mechanics and its Applications},\n number = {8}\n}

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\n\n\n\n\n\n

\n

\n \n 2010\n \n \n (3)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n \n A long-range memory stochastic model of the return in financial markets.\n \n \n \n \n\n\n \n Gontis, V.; Ruseckas, J.; and Kononovičius, A.\n\n\n \n\n\n\n Physica A: Statistical Mechanics and its Applications, 389(1): 100-106. 1 2010.\n \n\n\n\n
\n\n\n\n \n \n $\"A$ Paper\n \n \n \n $\"A$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

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@article{\n title = {A long-range memory stochastic model of the return in financial markets},\n type = {article},\n year = {2010},\n keywords = {Long memory processes,Models of financial markets,Power law distributions,Stochastic equations},\n pages = {100-106},\n volume = {389},\n websites = {https://linkinghub.elsevier.com/retrieve/pii/S037843710900747X},\n month = {1},\n id = {17b61e1a-cb7b-32f4-be41-df48fc1e4b70},\n created = {2016-02-16T16:07:08.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.573Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Gontis2010PhysA},\n private_publication = {false},\n abstract = {We present a nonlinear stochastic differential equation (SDE) which mimics the probability density function (PDF) of the return and the power spectrum of the absolute return in financial markets. Absolute return as a measure of market volatility is considered in the proposed model as a long-range memory stochastic variable. The SDE is obtained from the analogy with an earlier proposed model of trading activity in the financial markets and generalized within the nonextensive statistical mechanics framework. The proposed stochastic model generates time series of the return with two power law statistics, i.e., the PDF and the power spectral density, reproducing the empirical data for the one-minute trading return in the NYSE. © 2009 Elsevier B.V. All rights reserved.},\n bibtype = {article},\n author = {Gontis, V. and Ruseckas, J. and Kononovičius, A.},\n doi = {10.1016/j.physa.2009.09.011},\n journal = {Physica A: Statistical Mechanics and its Applications},\n number = {1}\n}

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\n \n\n \n \n \n \n \n \n A Non-Linear Double Stochastic Model of Return in Financial Markets.\n \n \n \n \n\n\n \n Gontis, V.; Ruseckas, J.; and Kononoviius, A.\n\n\n \n\n\n\n Stochastic Control, pages 559-580. Myers, C., editor(s). Sciyo, 2010.\n \n\n\n\n
\n\n\n\n \n \n $\"Stochastic$ Paper\n \n \n \n $\"Stochastic$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@inbook{\n type = {inbook},\n year = {2010},\n pages = {559-580},\n websites = {https://doi.org/10.5772%2F9748},\n publisher = {Sciyo},\n id = {a7356e4b-d341-3f70-9be4-2e8f6c62282b},\n created = {2021-10-23T15:57:37.302Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.379Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis2010Sciyo},\n source_type = {InCollection},\n private_publication = {false},\n bibtype = {inbook},\n author = {Gontis, Vygintas and Ruseckas, Julius and Kononoviius, Aleksejus},\n editor = {Myers, C},\n doi = {10.5772/9748},\n chapter = {A Non-Linear Double Stochastic Model of Return in Financial Markets},\n title = {Stochastic Control}\n}

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\n \n\n \n \n \n \n \n \n Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges.\n \n \n \n \n\n\n \n Gontis, V.; and Kononovicius, A.\n\n\n \n\n\n\n Dynamics of Socio-Economic Systems, 2(1): 101--109. 3 2010.\n \n\n\n\n
\n\n\n\n \n \n $\"Nonlinear$ Paper\n \n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@article{\n title = {Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges},\n type = {article},\n year = {2010},\n pages = {101--109},\n volume = {2},\n month = {3},\n day = {28},\n id = {1ec74de6-fbba-3e3d-861d-ca22aec24039},\n created = {2021-11-07T17:42:46.607Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-08T09:07:36.888Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis2010},\n private_publication = {false},\n abstract = {We scale and analyze the empirical data of return from New York and Vilnius stock exchanges matching it to the same nonlinear double stochastic model of return in financial market.},\n bibtype = {article},\n author = {Gontis, Vygintas and Kononovicius, Aleksejus},\n journal = {Dynamics of Socio-Economic Systems},\n number = {1}\n}

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\n \n 2009\n \n \n (3)\n \n \n

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\n \n\n \n \n \n \n \n \n Nonlinear stochastic differential equation as the background of financial fluctuations.\n \n \n \n \n\n\n \n Gontis, V.; Kaulakys, B.; Ruseckas, J.; Macucci, M.; and Basso, G.\n\n\n \n\n\n\n In AIP Conference Proceedings, volume 1129, pages 563-566, 2009. AIP\n \n\n\n\n
\n\n\n\n \n \n $\"Nonlinear$ Paper\n \n \n \n $\"Nonlinear$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

\n

@inproceedings{\n title = {Nonlinear stochastic differential equation as the background of financial fluctuations},\n type = {inproceedings},\n year = {2009},\n keywords = {1/f noise,Financial markets,Stochastic equations,q-Gaussian distribution},\n pages = {563-566},\n volume = {1129},\n websites = {http://aip.scitation.org/doi/abs/10.1063/1.3140536},\n publisher = {AIP},\n id = {9b8d0aff-8253-328b-8a1f-ef08b99b82e2},\n created = {2016-02-16T16:07:07.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.251Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Gontis2009AIP},\n private_publication = {false},\n abstract = {We present nonlinear stochastic differential equation (SDE) which forms the background for the stochastic modeling of return in the financial markets. SDE is obtained by the analogy with earlier proposed model of trading activity in the financial markets and generalized within the nonextensive statistical mechanics framework. Proposed stochastic model generates time series of return with two, the probability distribution function and the power spectral density, power-law statistics. © 2009 American Institute of Physics.},\n bibtype = {inproceedings},\n author = {Gontis, V. and Kaulakys, B. and Ruseckas, J. and Macucci, Massimo and Basso, Giovanni},\n doi = {10.1063/1.3140536},\n booktitle = {AIP Conference Proceedings}\n}

\n

\n\n\n\n\n\n

\n\n\n

\n \n\n \n \n \n \n \n \n Modeling long-memory processes by stochastic difference equations and superstatistical approach.\n \n \n \n \n\n\n \n Kaulakys, B.; Alaburda, M.; Gontis, V.; and Ruseckas, J.\n\n\n \n\n\n\n Brazilian Journal of Physics, 39(2a): 453-456. 8 2009.\n \n\n\n\n
\n\n\n\n \n \n $\"Modeling$ Paper\n \n \n \n $\"Modeling$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

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@article{\n title = {Modeling long-memory processes by stochastic difference equations and superstatistical approach},\n type = {article},\n year = {2009},\n keywords = {1/ f noise,Nonlinear stochastic equations,Point processes,Power-law distributions,q-distributions},\n pages = {453-456},\n volume = {39},\n websites = {http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97332009000400020&lng=en&nrm=iso&tlng=en},\n month = {8},\n id = {15ab96fe-d4bf-3f33-98fe-5b07a398f071},\n created = {2016-02-16T16:07:07.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.808Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Kaulakys2009BJP},\n private_publication = {false},\n abstract = {It is shown that the Poissonian-like process with slowly diffusing-like time-dependent average interevent time may be represented as the superstatistical one and exhibits 1/ f noise. The distribution of the Poissonian-like interevent time may be expressed as q-exponential distribution of the Nonextensive Statistical Mechanics.},\n bibtype = {article},\n author = {Kaulakys, B. and Alaburda, M. and Gontis, V. and Ruseckas, J.},\n doi = {10.1590/S0103-97332009000400020},\n journal = {Brazilian Journal of Physics},\n number = {2a}\n}

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\n\n\n

\n \n\n \n \n \n \n \n \n Modeling scaled processes and clustering of events by the nonlinear stochastic differential equations.\n \n \n \n \n\n\n \n Kaulakys, B.; Alaburda, M.; Gontis, V.; Macucci, M.; and Basso, G.\n\n\n \n\n\n\n In AIP Conference Proceedings, volume 1129, pages 13-16, 2009. AIP\n \n\n\n\n
\n\n\n\n \n \n $\"Modeling$ Paper\n \n \n \n $\"Modeling$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n\n\n\n

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@inproceedings{\n title = {Modeling scaled processes and clustering of events by the nonlinear stochastic differential equations},\n type = {inproceedings},\n year = {2009},\n keywords = {I/f noise,Q-gaussian distribution,Stochastic differential equations},\n pages = {13-16},\n volume = {1129},\n websites = {http://aip.scitation.org/doi/abs/10.1063/1.3140414},\n publisher = {AIP},\n id = {79e0a564-6042-3cc4-af23-0fdb65112f7a},\n created = {2016-02-16T16:07:08.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.000Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Kaulakys2009AIP},\n private_publication = {false},\n abstract = {We present and analyze the nonlinear stochastic differential equations generating scaled signals with the power-law statistics, including 1/f β noise and q-Gaussian distribution. Numerical analysis reveals that the process exhibits some peaks, bursts or extreme events, characterized by power-law distributions of the burst statistics and, therefore, the model may simulate self-organized critical and other systems exhibiting avalanches, bursts or clustering of events. © 2009 American Institute of Physics.},\n bibtype = {inproceedings},\n author = {Kaulakys, B. and Alaburda, M. and Gontis, V. and Macucci, Massimo and Basso, Giovanni},\n doi = {10.1063/1.3140414},\n booktitle = {AIP Conference Proceedings}\n}

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\n\n\n\n\n\n

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\n \n 2008\n \n \n (2)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n \n Web based interactive models for science education and collaboration.\n \n \n \n \n\n\n \n Daniunas, V.; Gontis, V.; Acus, A.; Fokas, V.; and Valiauga, G.\n\n\n \n\n\n\n In Remenyi, D., editor(s), Proceedings of the 7th European Conference on e-Learning, ECEL 2008, volume 1, pages 280-289, 2008. Academic Publishing Limited\n \n\n\n\n
\n\n\n\n \n \n $\"Web$ Paper\n \n \n \n $\"Web$ Website\n \n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n\n\n\n

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@inproceedings{\n title = {Web based interactive models for science education and collaboration},\n type = {inproceedings},\n year = {2008},\n keywords = {Computer modelling and simulation,E-Learning,Educational web environment},\n pages = {280-289},\n volume = {1},\n websites = {https://core.ac.uk/download/pdf/67357.pdf},\n publisher = {Academic Publishing Limited},\n city = {Agia Napa, Cyprus},\n id = {dbe71baf-1fcb-3b6b-a2aa-4de683063d12},\n created = {2016-02-16T16:07:06.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.872Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Daniunas2008ECEL},\n private_publication = {false},\n abstract = {For the distance learning and scientific cooperation the possibility to run software by Internet is essential. WebMathematica represents technically the most complex part of the website mokslasplius.lt (Scienceplus.lt), where a number of sophisticated interactive experiments from diverse areas of physics is realized. Enhanced by specially designed php-webMathematica module, it enables the realization of step-by-step training style pages where many of the intermediate steps can be evaluated and stored with the intention for later reuse in the process of presentation. AnyLogic software package allows one to develop interactive models of various physical systems of different nature: continuous, discrete or hybrid, and publish these models as java applets directly into Internet. We do present examples of web based interactive models collected under the title "Physics of Risk" - the new field of the applications of physics in social sciences and complexity. The article also analyses integration of various software packages, as open source content management system Drupal, server-side software (Tomcat server, webMatematica), java applets, specialized computer modelling tools for purposes of e-Learning, science popularisation and dissemination of educational information, paying particular attention to the easiness of access to the content of portal, its usability for practical educational processes, and visual appeal.},\n bibtype = {inproceedings},\n author = {Daniunas, Valentas and Gontis, Vygintas and Acus, Arturas and Fokas, Vytautas and Valiauga, Gintaras},\n editor = {Remenyi, Dan},\n booktitle = {Proceedings of the 7th European Conference on e-Learning, ECEL 2008}\n}

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\n\n\n

\n \n\n \n \n \n \n \n \n Trading activity as driven Poisson process: Comparison with empirical data.\n \n \n \n \n\n\n \n Gontis, V.; Kaulakys, B.; and Ruseckas, J.\n\n\n \n\n\n\n Physica A: Statistical Mechanics and its Applications, 387(15): 3891-3896. 10 2008.\n \n\n\n\n
\n\n\n\n \n \n $\"Trading$ Paper\n \n \n \n $\"Trading$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

\n

@article{\n title = {Trading activity as driven Poisson process: Comparison with empirical data},\n type = {article},\n year = {2008},\n keywords = {Financial markets,Point processes,Stochastic equations,Trading activity},\n pages = {3891-3896},\n volume = {387},\n websites = {http://dx.doi.org/10.1016/j.physa.2008.02.078},\n month = {10},\n day = {8},\n id = {9fc40cca-c77b-34b9-82be-68e743a04f1c},\n created = {2016-02-16T16:07:07.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.391Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Gontis2008PhysA},\n private_publication = {false},\n abstract = {We propose the point process model as the Poissonian-like stochastic sequence with slowly diffusing mean rate and adjust the parameters of the model to the empirical data of trading activity for 26 stocks traded on NYSE. The proposed scaled stochastic differential equation provides the universal description of the trading activities with the same parameters applicable for all stocks. © 2008 Elsevier Ltd. All rights reserved.},\n bibtype = {article},\n author = {Gontis, V. and Kaulakys, B. and Ruseckas, J.},\n doi = {10.1016/j.physa.2008.02.078},\n journal = {Physica A: Statistical Mechanics and its Applications},\n number = {15}\n}

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\n\n\n\n\n\n

\n

\n \n 2007\n \n \n (3)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n \n Modeling of Flows with Power-law Spectral Densities and Power-law Distributions of Flow Intensities.\n \n \n \n \n\n\n \n Kaulakys, B.; Alaburda, M.; Gontis, V.; Meskauskas, T.; and Ruseckas, J.\n\n\n \n\n\n\n Volume 5 . Traffic and granular flow, pages 587-594. Schadschneider, A., editor(s). Springer, 2007.\n \n\n\n\n
\n\n\n\n \n \n $\"Traffic$ Paper\n \n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@inbook{\n type = {inbook},\n year = {2007},\n pages = {587-594},\n volume = {5},\n publisher = {Springer},\n id = {11f4db89-4361-3f9b-95ef-0ecd2419b9a6},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-01T17:54:41.770Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Kaulakys2007Springer},\n source_type = {inbook},\n private_publication = {false},\n bibtype = {inbook},\n author = {Kaulakys, B and Alaburda, M and Gontis, V and Meskauskas, T and Ruseckas, J},\n editor = {Schadschneider, A},\n chapter = {Modeling of Flows with Power-law Spectral Densities and Power-law Distributions of Flow Intensities},\n title = {Traffic and granular flow}\n}

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\n\n\n\n

\n\n\n

\n \n\n \n \n \n \n \n \n Point Processes Modeling of Time Series Exhibiting Power-Law Statistics.\n \n \n \n \n\n\n \n Kaulakys, B.; Alaburda, M.; and Gontis, V.\n\n\n \n\n\n\n In AIP Conference Proceedings, volume 922, pages 535-538, 2007. AIP\n \n\n\n\n
\n\n\n\n \n \n $\"Point$ Paper\n \n \n \n $\"Point$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

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@inproceedings{\n title = {Point Processes Modeling of Time Series Exhibiting Power-Law Statistics},\n type = {inproceedings},\n year = {2007},\n keywords = {1/f noise,point processes,power-law distributions,stochastic differential equations},\n pages = {535-538},\n volume = {922},\n websites = {http://aip.scitation.org/doi/abs/10.1063/1.2759736},\n publisher = {AIP},\n id = {b926b554-f234-3247-bba6-cef2cb2c7dab},\n created = {2016-02-16T16:07:05.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.388Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Kaulakys2007AIP},\n private_publication = {false},\n abstract = {We consider stochastic point processes generating time series exhibiting power laws of spectrum and distribution density (Phys. Rev. E 71, 051105 (2005)) and apply them for modeling the trading activity in the financial markets and for the frequencies of word occurrences in the language. © 2007 American Institute of Physics.},\n bibtype = {inproceedings},\n author = {Kaulakys, B. and Alaburda, M. and Gontis, V.},\n doi = {10.1063/1.2759736},\n booktitle = {AIP Conference Proceedings}\n}

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\n \n\n \n \n \n \n \n \n Modeling long-range memory trading activity by stochastic differential equations.\n \n \n \n \n\n\n \n Gontis, V.; and Kaulakys, B.\n\n\n \n\n\n\n Physica A: Statistical Mechanics and its Applications, 382(1): 114-120. 8 2007.\n \n\n\n\n
\n\n\n\n \n \n $\"Modeling$ Paper\n \n \n \n $\"Modeling$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n\n\n\n

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@article{\n title = {Modeling long-range memory trading activity by stochastic differential equations},\n type = {article},\n year = {2007},\n keywords = {Financial markets,Point processes,Stochastic equations},\n pages = {114-120},\n volume = {382},\n websites = {http://dx.doi.org/10.1016/j.physa.2007.02.012},\n month = {8},\n day = {3},\n id = {5feff776-4b3f-3c9c-8680-8a49f71d5374},\n created = {2016-02-16T16:07:05.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.937Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Gontis2007PhysA},\n private_publication = {false},\n abstract = {We propose a model of fractal point process driven by the nonlinear stochastic differential equation. The model is adjusted to the empirical data of trading activity in financial markets. This reproduces the probability distribution function and power spectral density of trading activity observed in the stock markets. We present a simple stochastic relation between the trading activity and return, which enables us to reproduce long-range memory statistical properties of volatility by numerical calculations based on the proposed fractal point process.},\n bibtype = {article},\n author = {Gontis, V. and Kaulakys, B.},\n doi = {10.1016/j.physa.2007.02.012},\n journal = {Physica A: Statistical Mechanics and its Applications},\n number = {1}\n}

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\n \n 2006\n \n \n (4)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n \n Multifractality of the Multiplicative Autogressive Point Processes.\n \n \n \n \n\n\n \n Kaulakys, B.; Alaburda, M.; Gontis, V.; and Meskauskas, T.\n\n\n \n\n\n\n Complexus Mundi: Emergent Patterns in Nature, pages 277-286. Novak, M., M., editor(s). World Scientific, 2006.\n \n\n\n\n
\n\n\n\n \n \n $\"Complexus$ Paper\n \n \n \n $\"Complexus$ Website\n \n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

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@inbook{\n type = {inbook},\n year = {2006},\n pages = {277-286},\n websites = {https://arxiv.org/pdf/0911.2251.pdf},\n publisher = {World Scientific},\n id = {6b5bca59-4939-3ba4-b4ba-8df7f6e94bb4},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.814Z},\n read = {true},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Kaulakys2006WorldSc},\n source_type = {inbook},\n private_publication = {false},\n bibtype = {inbook},\n author = {Kaulakys, B and Alaburda, M and Gontis, V and Meskauskas, T},\n editor = {Novak, M M},\n chapter = {Multifractality of the Multiplicative Autogressive Point Processes},\n title = {Complexus Mundi: Emergent Patterns in Nature}\n}

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\n \n\n \n \n \n \n \n \n Long-range stochastic point processes with the power law statistics.\n \n \n \n \n\n\n \n Kaulakys, B.; Alaburda, M.; and Gontis, V.\n\n\n \n\n\n\n In Janzura, M.; and Huskova, M., editor(s), Proceeding of Prague Conference, pages 364-373, 2006. Matfyzpress, Charles University in Prague\n \n\n\n\n
\n\n\n\n \n \n $\"Long-range$ Paper\n \n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@inproceedings{\n title = {Long-range stochastic point processes with the power law statistics},\n type = {inproceedings},\n year = {2006},\n pages = {364-373},\n publisher = {Matfyzpress, Charles University in Prague},\n city = {Prague},\n id = {0afb6191-7570-30c5-9bad-cd96fdd2dcfc},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-01T17:54:31.294Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Kaulakys2006ICNF},\n source_type = {inproceedings},\n private_publication = {false},\n bibtype = {inproceedings},\n author = {Kaulakys, B and Alaburda, M and Gontis, V},\n editor = {Janzura, M and Huskova, M},\n booktitle = {Proceeding of Prague Conference}\n}

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\n\n\n\n

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\n \n\n \n \n \n \n \n \n Nonlinear stochastic models of noise and power-law distributions.\n \n \n \n \n\n\n \n Kaulakys, B.; Ruseckas, J.; Gontis, V.; and Alaburda, M.\n\n\n \n\n\n\n Physica A: Statistical Mechanics and its Applications, 365(1): 217-221. 6 2006.\n \n\n\n\n
\n\n\n\n \n \n $\"Nonlinear$ Paper\n \n \n \n $\"Nonlinear$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

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@article{\n title = {Nonlinear stochastic models of noise and power-law distributions},\n type = {article},\n year = {2006},\n keywords = {1 / f noise,Point processes,Power-law distributions,Stochastic equations,Stochastic processes},\n pages = {217-221},\n volume = {365},\n websites = {https://linkinghub.elsevier.com/retrieve/pii/S0378437106000574},\n month = {6},\n id = {62529c44-f39f-35e1-9a6d-2d03b3d909be},\n created = {2016-02-16T16:07:05.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:46.877Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Kaulakys2006PhysA},\n private_publication = {false},\n abstract = {Starting from the developed generalized point process model of 1 / f noise [B. Kaulakys et al., Phys. Rev. E 71 (2005) 051105] we derive the nonlinear stochastic differential equations for the signal exhibiting 1 / fβ noise and 1 / xλ distribution density of the signal intensity with different values of β and λ. The processes with 1 / fβ are demonstrated by the numerical solution of the derived equations with the appropriate restriction of the diffusion of the signal in some finite interval. The proposed consideration may be used for modeling and analysis of stochastic processes in different systems with the power-law distributions, long-range memory or with the elements of self-organization. © 2006 Elsevier B.V. All rights reserved.},\n bibtype = {article},\n author = {Kaulakys, Bronislovas and Ruseckas, Julius and Gontis, Vygintas and Alaburda, Miglius},\n doi = {10.1016/j.physa.2006.01.017},\n journal = {Physica A: Statistical Mechanics and its Applications},\n number = {1}\n}

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\n \n\n \n \n \n \n \n \n Long-range memory model of trading activity and volatility.\n \n \n \n \n\n\n \n Gontis, V.; and Kaulakys, B.\n\n\n \n\n\n\n Journal of Statistical Mechanics: Theory and Experiment, 2006(10): P10016-P10016. 10 2006.\n \n\n\n\n
\n\n\n\n \n \n $\"Long-range$ Paper\n \n \n \n $\"Long-range$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n\n\n\n

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@article{\n title = {Long-range memory model of trading activity and volatility},\n type = {article},\n year = {2006},\n keywords = {Models of financial markets,Scaling in socio-economic systems,Stochastic processes},\n pages = {P10016-P10016},\n volume = {2006},\n websites = {https://iopscience.iop.org/article/10.1088/1742-5468/2006/10/P10016},\n month = {10},\n day = {30},\n id = {42fa03f1-2208-333f-b7eb-e3698c53c458},\n created = {2016-02-16T16:07:06.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-08T09:07:37.082Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Gontis2006},\n private_publication = {false},\n abstract = {Previously we proposed the stochastic point process model, which reproduces a variety of self-affine time series exhibiting power spectral density S(f) scaling as a power of the frequency f and derived a stochastic differential equation with the same long-range memory properties. Here we present a stochastic differential equation as a dynamical model of the observed memory in the financial time series. The continuous stochastic process reproduces the statistical properties of the trading activity and serves as a background model for the waiting time, return and volatility. Empirically observed statistical properties: exponents of the power-law probability distributions and power spectral density of the long-range memory financial variables are reproduced with the same values of few model parameters. ©2006 IOP Publishing Ltd and ISSA.},\n bibtype = {article},\n author = {Gontis, V. and Kaulakys, B.},\n doi = {10.1088/1742-5468/2006/10/P10016},\n journal = {Journal of Statistical Mechanics: Theory and Experiment},\n number = {10}\n}

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\n \n 2005\n \n \n (2)\n \n \n

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\n \n\n \n \n \n \n \n \n Point process models of 1/f noise and internet traffic.\n \n \n \n \n\n\n \n Gontis, V.; Kaulakys, B.; and Ruseckas, J.\n\n\n \n\n\n\n In AIP Conference Proceedings, volume 776, pages 144-149, 2005. \n \n\n\n\n
\n\n\n\n \n \n $\"Point$ Paper\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

\n

@inproceedings{\n title = {Point process models of 1/f noise and internet traffic},\n type = {inproceedings},\n year = {2005},\n keywords = {1/f noise,Computer networks,Point processes,Traffic statistics},\n pages = {144-149},\n volume = {776},\n id = {aac185ac-1a16-311b-82e1-2c91175f5ae4},\n created = {2016-02-16T16:07:07.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.200Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Gontis2005},\n private_publication = {false},\n abstract = {We present a simple model reproducing the long-range autocorrelations and the power spectrum of the web traffic. The model assumes the traffic as Poisson flow of files with size distributed according to the power-law. In this model the long-range autocorrelations are independent of the network properties as well as of inter-packet time distribution. © 2005 American Institute of Physics.},\n bibtype = {inproceedings},\n author = {Gontis, V. and Kaulakys, B. and Ruseckas, J.},\n doi = {10.1063/1.1985385},\n booktitle = {AIP Conference Proceedings}\n}

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\n\n\n\n\n\n

\n\n\n

\n \n\n \n \n \n \n \n \n Point process model of 1/f noise vs a sum of Lorentzians.\n \n \n \n \n\n\n \n Kaulakys, B.; Gontis, V.; and Alaburda, M.\n\n\n \n\n\n\n Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, 71(5): 051105. 2005.\n \n\n\n\n
\n\n\n\n \n \n $\"Point$ Paper\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

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@article{\n title = {Point process model of 1/f noise vs a sum of Lorentzians},\n type = {article},\n year = {2005},\n pages = {051105},\n volume = {71},\n id = {bec84ccb-bce5-3a65-8efb-b243223efca2},\n created = {2016-02-16T16:07:08.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.023Z},\n read = {true},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Kaulakys2005},\n private_publication = {false},\n abstract = {We present a simple point process model of 1/fβ noise, covering different values of the exponent β. The signal of the model consists of pulses or events. The interpulse, interevent, interarrival, recurrence, or waiting times of the signal are described by the general Langevin equation with the multiplicative noise and stochastically diffuse in some interval resulting in a power-law distribution. Our model is free from the requirement of a wide distribution of relaxation times and from the power-law forms of the pulses. It contains only one relaxation rate and yields 1/fβ spectra in a wide range of frequencies. We obtain explicit expressions for the power spectra and present numerical illustrations of the model. Further we analyze the relation of the point process model of 1/f noise with the Bernamont-Surdin-McWhorter model, representing the signals as a sum of the uncorrelated components. We show that the point process model is complementary to the model based on the sum of signals with a wide-range distribution of the relaxation times. In contrast to the Gaussian distribution of the signal intensity of the sum of the uncorrelated components, the point process exhibits asymptotically a power-law distribution of the signal intensity. The developed multiplicative point process model of 1/fβ noise may be used for modeling and analysis of stochastic processes in different systems with the power-law distribution of the intensity of pulsing signals. © 2005 The American Physical Society.},\n bibtype = {article},\n author = {Kaulakys, B. and Gontis, V. and Alaburda, M.},\n doi = {10.1103/PhysRevE.71.051105},\n journal = {Physical Review E - Statistical, Nonlinear, and Soft Matter Physics},\n number = {5}\n}

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\n\n\n\n\n\n

\n

\n \n 2004\n \n \n (3)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n \n Multiplicative point process as a model of trading activity.\n \n \n \n \n\n\n \n Gontis, V.; and Kaulakys, B.\n\n\n \n\n\n\n Physica A: Statistical Mechanics and its Applications, 343(1-4): 505-514. 11 2004.\n \n\n\n\n
\n\n\n\n \n \n $\"Multiplicative$ Paper\n \n \n \n $\"Multiplicative$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

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@article{\n title = {Multiplicative point process as a model of trading activity},\n type = {article},\n year = {2004},\n keywords = {1/f noise,Econophysics,Financial markets,Point processes,Stochastic processes},\n pages = {505-514},\n volume = {343},\n websites = {https://linkinghub.elsevier.com/retrieve/pii/S0378437104007411},\n month = {11},\n id = {f38aadb4-063c-3abc-b98b-171b1fc43497},\n created = {2016-02-16T16:07:06.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:49.103Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis2004PhysA433},\n private_publication = {false},\n abstract = {Signals consisting of a sequence of pulses show that inherent origin of the 1/f noise is a Brownian fluctuation of the average interevent time between subsequent pulses of the pulse sequence. In this paper, we generalize the model of interevent time to reproduce a variety of self-affine time series exhibiting power spectral density S(f) scaling as a power of the frequency f. Furthermore, we analyze the relation between the power-law correlations and the origin of the power-law probability distribution of the signal intensity. We introduce a stochastic multiplicative model for the time intervals between point events and analyze the statistical properties of the signal analytically and numerically. Such model system exhibits power-law spectral density S(f)∼1/f β for various values of β, including β= 1/2, 1 and 3/2. Explicit expressions for the power spectra in the low-frequency limit and for the distribution density of the interevent time are obtained. The counting statistics of the events is analyzed analytically and numerically, as well. The specific interest of our analysis is related with the financial markets, where long-range correlations of price fluctuations largely depend on the number of transactions. We analyze the spectral density and counting statistics of the number of transactions. The model reproduces spectral properties of the real markets and explains the mechanism of power-law distribution of trading activity. The study provides evidence that the statistical properties of the financial markets are enclosed in the statistics of the time interval between trades. A multiplicative point process serves as a consistent model generating this statistics. © 2004 Elsevier B.V. All rights reserved.},\n bibtype = {article},\n author = {Gontis, V. and Kaulakys, B.},\n doi = {10.1016/j.physa.2004.05.080},\n journal = {Physica A: Statistical Mechanics and its Applications},\n number = {1-4}\n}

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\n\n\n

\n \n\n \n \n \n \n \n \n Evolution of Complex Systems and 1/f Noise: from Physics to Financial Markets.\n \n \n \n \n\n\n \n Gontis, V.; Kaulakys, B.; Alaburda, M.; and Ruseckas, J.\n\n\n \n\n\n\n Solid State Phenomena, 97-98: 65-70. 4 2004.\n \n\n\n\n
\n\n\n\n \n \n $\"Evolution$ Paper\n \n \n \n $\"Evolution$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

\n

@article{\n title = {Evolution of Complex Systems and 1/f Noise: from Physics to Financial Markets},\n type = {article},\n year = {2004},\n keywords = {1/f noise,Complex systems,Fractals,Self-organization},\n pages = {65-70},\n volume = {97-98},\n websites = {https://www.scientific.net/SSP.97-98.65},\n month = {4},\n publisher = {Trans Tech Publications, Switzerland},\n id = {7d31537d-ef47-3afe-8d29-0cdfe9f431e2},\n created = {2016-02-16T16:07:08.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.700Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Gontis2004SSP},\n private_publication = {false},\n abstract = {We introduce the stochastic multiplicative model of time intervals between the events, defining a multiplicative point process and analyze the statistical properties of the signal. Such a model system exhibits power-law spectral density S(f)~1/fβ, scaled as power of frequency for various values of β between 0.5 and 2. We derive explicit expressions for the power spectrum and other statistics and analyze the model system numerically. The specific interest of our analysis is related with the theoretical modeling of the nonlinear complex systems exhibiting fractal behavior and self-organization.},\n bibtype = {article},\n author = {Gontis, V. and Kaulakys, B. and Alaburda, M. and Ruseckas, J.},\n doi = {10.4028/www.scientific.net/SSP.97-98.65},\n journal = {Solid State Phenomena}\n}

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\n\n\n\n\n\n

\n\n\n

\n \n\n \n \n \n \n \n \n Modeling financial markets by the multiplicative sequence of trades.\n \n \n \n \n\n\n \n Gontis, V.; and Kaulakys, B.\n\n\n \n\n\n\n Physica A: Statistical Mechanics and its Applications, 344(1-2): 128-133. 12 2004.\n \n\n\n\n
\n\n\n\n \n \n $\"Modeling$ Paper\n \n \n \n $\"Modeling$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n \n \n \n \n \n \n \n \n\n\n\n

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@article{\n title = {Modeling financial markets by the multiplicative sequence of trades},\n type = {article},\n year = {2004},\n keywords = {1/f noise,Financial markets,Point processes,Stochastic modeling},\n pages = {128-133},\n volume = {344},\n websites = {https://linkinghub.elsevier.com/retrieve/pii/S0378437104009203},\n month = {12},\n id = {d4c7119d-2dd1-35a1-ab8a-ae4e16d6ab08},\n created = {2016-02-16T16:07:08.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.902Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis2004PhysA344},\n private_publication = {false},\n abstract = {We introduce the stochastic multiplicative point process modeling trading activity of financial markets. Such a model system exhibits power-law spectral density S(f) ∝ 1/fβ, scaled as power of frequency for various values of β between 0.5 and 2. Furthermore, we analyze the relation between the power-law autocorrelations and the origin of the power-law probability distribution of the trading activity. The model reproduces the spectral properties of trading activity and explains the mechanism of power-law distribution in real markets. © 2004 Elsevier B.V. All rights reserved.},\n bibtype = {article},\n author = {Gontis, V. and Kaulakys, B.},\n doi = {10.1016/j.physa.2004.06.153},\n journal = {Physica A: Statistical Mechanics and its Applications},\n number = {1-2}\n}

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\n\n\n\n\n\n

\n

\n \n 2002\n \n \n (2)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n \n Multiplicative Stochastic Model of the Time Interval between Trades in Financial Markets.\n \n \n \n \n\n\n \n Gontis, V.\n\n\n \n\n\n\n Nonlinear Analysis: Modelling and Control, 7(1): 43-54. 11 2002.\n \n\n\n\n
\n\n\n\n \n \n $\"Multiplicative$ Paper\n \n \n \n $\"Multiplicative$ Website\n \n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

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@article{\n title = {Multiplicative Stochastic Model of the Time Interval between Trades in Financial Markets},\n type = {article},\n year = {2002},\n pages = {43-54},\n volume = {7},\n websites = {http://arxiv.org/abs/cond-mat/0211317},\n month = {11},\n day = {15},\n id = {b628a406-69e6-3e47-b4d6-da1ea55427cc},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.797Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis2002MAMC},\n source_type = {article},\n private_publication = {false},\n abstract = {Stock price change in financial market occurs through transactions in analogy with diffusion in stochastic physical systems. The analysis of price changes in real markets shows that long-range correlations of price fluctuations largely depend on the number of transactions. We introduce the multiplicative stochastic model of time interval between trades and analyze spectral density and correlations of the number of transactions. The model reproduces spectral properties of the real markets and explains the mechanism of power law distribution of trading activity. Our study provides an evidence that statistical properties of financial markets are enclosed in the statistics of the time interval between trades. Multiplicative stochastic diffusion may serve as a consistent model for this statistics.},\n bibtype = {article},\n author = {Gontis, V},\n journal = {Nonlinear Analysis: Modelling and Control},\n number = {1}\n}

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\n \n\n \n \n \n \n \n \n Modelling share volume traded in financial markets.\n \n \n \n \n\n\n \n Gontis, V.\n\n\n \n\n\n\n Lithuanian Journal of Physics, 41(4-6): 551-555. 1 2002.\n \n\n\n\n
\n\n\n\n \n \n $\"Modelling$ Paper\n \n \n \n $\"Modelling$ Website\n \n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

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@article{\n title = {Modelling share volume traded in financial markets},\n type = {article},\n year = {2002},\n pages = {551-555},\n volume = {41},\n websites = {http://arxiv.org/abs/cond-mat/0201514},\n month = {1},\n day = {28},\n id = {6d6fde34-40f0-36c1-817c-511a35591e52},\n created = {2021-10-23T15:57:35.825Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.855Z},\n read = {true},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Gontis2001LJP},\n source_type = {Article},\n private_publication = {false},\n abstract = {A simple analytically solvable model exhibiting a 1/f spectrum in an arbitrarily wide frequency range was recently proposed by Kaulakys and Meskauskas (KM). Signals consisting of a sequence of pulses show that inherent origin of the 1/f noise is Brownian fluctuations of the average intervent time between subsequent pulses of the pulse sequence. We generalize the KM model to reproduce the variety of self-affine time series exhibiting power spectral density S(f) scaled as power of their frequency f. Numerical calculations with the generalized discrete model (GDM) reproduce power spectral density S(f) scaled as power of frequency 1/f^b for various values of b, including b =1/2 for applications in financial markets. The particular applications of the model proposed are related with financial time series of share volume traded.},\n bibtype = {article},\n author = {Gontis, Vygintas},\n journal = {Lithuanian Journal of Physics},\n number = {4-6}\n}

\n

\n\n\n\n\n\n

\n

\n \n 2000\n \n \n (2)\n \n \n

\n

\n \n \n

\n \n\n \n \n \n \n \n \n Interaction and chaotic dynamics of the classical hydrogen atom in an electromagnetic field.\n \n \n \n \n\n\n \n Alaburda, M.; Gontis, V.; and Kaulakys, B.\n\n\n \n\n\n\n Lithuanian J. Phys., 40(4): 242-247. 2000.\n \n\n\n\n
\n\n\n\n \n \n $\"Interaction$ Paper\n \n \n \n $\"Interaction$ Website\n \n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@article{\n title = {Interaction and chaotic dynamics of the classical hydrogen atom in an electromagnetic field},\n type = {article},\n year = {2000},\n pages = {242-247},\n volume = {40},\n websites = {http://gontis.eu/wp-content/biblio/biblio_1297794149.pdf},\n id = {b7ec44ea-6ee9-377d-9a95-1cf1d77ddfbf},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.634Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Alaburda2000LJP},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Alaburda, M and Gontis, V and Kaulakys, B},\n journal = {Lithuanian J. Phys.},\n number = {4}\n}

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\n\n\n\n

\n\n\n

\n \n\n \n \n \n \n \n \n Lithuanian Science in transition: Statistical analysis.\n \n \n \n \n\n\n \n Gontis, V.\n\n\n \n\n\n\n Revue Baltique, 16: 24-32. 2000.\n \n\n\n\n
\n\n\n\n \n \n $\"Lithuanian$ Paper\n \n \n \n $\"Lithuanian$ Website\n \n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@article{\n title = {Lithuanian Science in transition: Statistical analysis},\n type = {article},\n year = {2000},\n pages = {24-32},\n volume = {16},\n websites = {http://gontis.eu/wp-content/biblio/biblio_1297794209.doc},\n id = {32828a74-62b3-384e-b399-3757e8dbe1b0},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.982Z},\n read = {true},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis2000RevBalt},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Gontis, V},\n journal = {Revue Baltique}\n}

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\n\n\n\n

\n\n\n\n\n\n

\n

\n \n 1998\n \n \n (1)\n \n \n

\n

\n \n \n

\n \n\n \n \n \n \n \n \n Quantum Zeno and quantum anti-Zeno effects.\n \n \n \n \n\n\n \n Gontis, V.; and Kaulakys, B.\n\n\n \n\n\n\n Lithunian. J. Phys., 38(1): 118-121. 1998.\n \n\n\n\n
\n\n\n\n \n \n $\"Quantum$ Paper\n \n \n \n $\"Quantum$ Website\n \n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@article{\n title = {Quantum Zeno and quantum anti-Zeno effects},\n type = {article},\n year = {1998},\n pages = {118-121},\n volume = {38},\n websites = {http://arxiv.org/abs/quant-ph/9806015},\n id = {4c68bd20-5977-31a0-8cb8-3524015f153c},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.408Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis1998LietFizRink},\n source_type = {article},\n private_publication = {false},\n abstract = {Consequences of the deviation from the linear on time quantum transition probabilities leading to the nonexponential decay law and to the so-called Zeno effect are analysed. Main features of the quantum Zeno and quantum anti-Zeno effects for induced transitions are revealed on simple model systems.},\n bibtype = {article},\n author = {Gontis, V. and Kaulakys, B.},\n journal = {Lithunian. J. Phys.},\n number = {1}\n}

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\n\n\n\n\n\n

\n

\n \n 1997\n \n \n (2)\n \n \n

\n

\n \n \n

\n \n\n \n \n \n \n \n Quantum dynamics of simple and complex systems affected by repeated measurement.\n \n \n \n\n\n \n Gontis, V.; and Kaulakys, B.\n\n\n \n\n\n\n J. Tech. Phys., 38: 223-226. 1997.\n \n\n\n\n
\n\n\n\n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@article{\n title = {Quantum dynamics of simple and complex systems affected by repeated measurement},\n type = {article},\n year = {1997},\n pages = {223-226},\n volume = {38},\n id = {3ba564e0-b6f1-300e-a9ef-eccf262b836c},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {false},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-01T17:53:27.808Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis1997JTexhPhys},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Gontis, V and Kaulakys, B},\n journal = {J. Tech. Phys.}\n}

\n

\n\n\n\n

\n\n\n

\n \n\n \n \n \n \n \n \n Quantum anti-Zeno effect.\n \n \n \n \n\n\n \n Kaulakys, B.; and Gontis, V.\n\n\n \n\n\n\n Physical Review A, 56(2): 1131-1137. 8 1997.\n \n\n\n\n
\n\n\n\n \n \n $\"Quantum$ Paper\n \n \n \n $\"Quantum$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@article{\n title = {Quantum anti-Zeno effect},\n type = {article},\n year = {1997},\n pages = {1131-1137},\n volume = {56},\n websites = {https://link.aps.org/doi/10.1103/PhysRevA.56.1131},\n month = {8},\n day = {1},\n id = {b26acc09-a8ee-333b-a59c-9b9e172b7f29},\n created = {2016-02-16T16:07:05.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.429Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Kaulakys1997PRA},\n private_publication = {false},\n abstract = {Prevention of a quantum system's time evolution by repetitive, frequent measurements of the system's state has been called the quantum Zeno effect (or paradox). Here we investigate theoretically and numerically the effect of repeated measurements on the quantum dynamics of multilevel systems that exhibit the quantum localization of classical chaos. The analysis is based on the wave function and Schrödinger equation, without introduction of the density matrix. We show how the quantum Zeno effect in simple few-level systems can be recovered and understood by formal modeling the effect of measurement on the dynamics by randomizing the phases of the measured states. This analysis is extended to investigate the dynamics of multilevel systems driven by an intense external force and affected by frequent measurements. We show that frequent measurements of such quantum systems results in delocalization of the quantum suppression of classical chaos. This result is the opposite of the quantum Zeno effect. The phenomenon of delocalization of the quantum suppression and restoration of quasi-classical time evolution of these systems, owing to repetitive frequent measurements, can therefore be called the quantum anti-Zeno effect. From this analysis we furthermore conclude that frequently or continuously observable quasiclassical systems evolve basically in a classical manner.},\n bibtype = {article},\n author = {Kaulakys, B. and Gontis, V.},\n doi = {10.1103/PhysRevA.56.1131},\n journal = {Physical Review A},\n number = {2}\n}

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\n\n\n\n\n\n

\n

\n \n 1995\n \n \n (1)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n Legal reform of research and higher education in Lithuania, Science in an Open Society: Strategies and Structures.\n \n \n \n\n\n \n Gontis, V.; and Pyragas, K.\n\n\n \n\n\n\n Materials of the Intern. Conference held in Vilnius, April 28-29, 1994, Vilnius, OSF-Lithuania,152-156. 1995.\n \n\n\n\n
\n\n\n\n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@article{\n title = {Legal reform of research and higher education in Lithuania, Science in an Open Society: Strategies and Structures},\n type = {article},\n year = {1995},\n pages = {152-156},\n id = {c3dc0a52-640e-37d2-8f2e-bcd1bbd07f30},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {false},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-01T17:53:28.895Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis1995ALF},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Gontis, V and Pyragas, K},\n journal = {Materials of the Intern. Conference held in Vilnius, April 28-29, 1994, Vilnius, OSF-Lithuania}\n}

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\n

\n \n 1993\n \n \n (1)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n \n Ionisation of Rydberg atoms by subpicosecond electromagnetic pulses.\n \n \n \n \n\n\n \n Kaulakys, B.; Gontis, V.; and Vilutis, G.\n\n\n \n\n\n\n Lithuanian J. Phys., 33(5-6): 354-357. 1993.\n \n\n\n\n
\n\n\n\n \n \n $\"Ionisation$ Paper\n \n \n \n $\"Ionisation$ Website\n \n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@article{\n title = {Ionisation of Rydberg atoms by subpicosecond electromagnetic pulses},\n type = {article},\n year = {1993},\n pages = {354-357},\n volume = {33},\n websites = {http://gontis.eu/wp-content/biblio/biblio_1297793744.pdf},\n id = {8355a66c-30b5-3bb9-9748-078c820c0c66},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.045Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Kaulakys1993LJP},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Kaulakys, B and Gontis, V and Vilutis, G},\n journal = {Lithuanian J. Phys.},\n number = {5-6}\n}

\n

\n\n\n\n

\n\n\n\n\n\n

\n

\n \n 1991\n \n \n (2)\n \n \n

\n

\n \n \n

\n \n\n \n \n \n \n \n \n Quasi-classical transition amplitudes for one-dimensional atom in harmonic field.\n \n \n \n \n\n\n \n Gontis, V.; and Kaulakys, B.\n\n\n \n\n\n\n Lithuanian J. Phys., 31(2): 75-78. 1991.\n \n\n\n\n
\n\n\n\n \n \n $\"Quasi-classical$ Paper\n \n \n \n $\"Quasi-classical$ Website\n \n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@article{\n title = {Quasi-classical transition amplitudes for one-dimensional atom in harmonic field},\n type = {article},\n year = {1991},\n pages = {75-78},\n volume = {31},\n websites = {http://gontis.eu/wp-content/biblio/biblio_1297793674.pdf},\n id = {8b78efb4-dd87-3273-b7ea-246a032ea30b},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.575Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis1991LietFizRink},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Gontis, V and Kaulakys, B},\n journal = {Lithuanian J. Phys.},\n number = {2}\n}

\n

\n\n\n\n

\n\n\n

\n \n\n \n \n \n \n \n \n Scaling relations for the hydrogen atom in a harmonic field: classical chaos and quantum suppression of diffusion.\n \n \n \n \n\n\n \n Kaulakys, B.; Gontis, V.; Hermann, G.; and Scharmann, A.\n\n\n \n\n\n\n Physics Letters A, 159(4-5): 261-265. 1991.\n \n\n\n\n
\n\n\n\n \n \n $\"Scaling$ Paper\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@article{\n title = {Scaling relations for the hydrogen atom in a harmonic field: classical chaos and quantum suppression of diffusion},\n type = {article},\n year = {1991},\n pages = {261-265},\n volume = {159},\n id = {19ebe5a8-a198-3297-8656-6690ba7092db},\n created = {2016-02-16T16:07:06.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.614Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Kaulakys1991},\n private_publication = {false},\n abstract = {Scale transformations for the classical and quantum dynamics of the hydrogen atom in a harmonic field are introduced which reduce the number of parameters, simplify the analysis of the chaotic dynamics and reveal the functional dependences of the classical and quantum processes. © 1991.},\n bibtype = {article},\n author = {Kaulakys, B. and Gontis, V. and Hermann, G. and Scharmann, A.},\n doi = {10.1016/0375-9601(91)90521-9},\n journal = {Physics Letters A},\n number = {4-5}\n}

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\n\n\n\n\n\n

\n

\n \n 1988\n \n \n (1)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n \n The quasiclassical maps for the one-dimensional systems with periodic perturbation. An atom in microwave radiation.\n \n \n \n \n\n\n \n Gontis, V.; and Kaulakys, B.\n\n\n \n\n\n\n Lithuanian J. Phys., 23(6): 671-678. 1988.\n \n\n\n\n
\n\n\n\n \n \n $\"The$ Website\n \n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@article{\n title = {The quasiclassical maps for the one-dimensional systems with periodic perturbation. An atom in microwave radiation},\n type = {article},\n year = {1988},\n pages = {671-678},\n volume = {23},\n websites = {http://gontis.eu/wp-content/biblio/biblio_1297793373.pdf},\n id = {e22ab556-7d4c-3608-9b7c-2241579f1b6e},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {false},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:53.674Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis1988LJP},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Gontis, V and Kaulakys, B},\n journal = {Lithuanian J. Phys.},\n number = {6}\n}

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\n\n\n\n

\n\n\n\n\n\n

\n

\n \n 1987\n \n \n (1)\n \n \n

\n

\n \n \n

\n \n\n \n \n \n \n \n \n Stochastic dynamics of hydrogenic atoms in the microwave field: modelling by maps and quantum description.\n \n \n \n \n\n\n \n Gontis, V.; and Kaulakys, B.\n\n\n \n\n\n\n Journal of Physics B: Atomic and Molecular Physics, 20(19): 5051-5064. 10 1987.\n \n\n\n\n
\n\n\n\n \n \n $\"Stochastic$ Paper\n \n \n \n $\"Stochastic$ Website\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n \n \n abstract \n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@article{\n title = {Stochastic dynamics of hydrogenic atoms in the microwave field: modelling by maps and quantum description},\n type = {article},\n year = {1987},\n pages = {5051-5064},\n volume = {20},\n websites = {https://iopscience.iop.org/article/10.1088/0022-3700/20/19/016},\n month = {10},\n day = {14},\n id = {3a8690b6-30e2-3168-9c5a-a154bb2ccb8e},\n created = {2016-02-16T16:07:08.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.638Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {false},\n hidden = {false},\n citation_key = {Gontis1987JPB},\n private_publication = {false},\n abstract = {The motion of an electron of a classical hydrogenic atom in an oscillating electric field is studied theoretically. An analysis is provided, based on the iterative (mapping) forms of the classical equations of motion in perturbation theory and the adiabatic approximation. This greatly facilitates the numerical investigation of stochasticity and the ionisation process and allows the approximate analytical estimation of the threshold field strengths for the onset of chaos and of the diffusion coefficient of the electron in energy space. The method is asymptotically exact at high field frequencies and gives a good approximation for medium and low frequencies. The adiabatic approximation describes well the approach of the stochastic ionisation threshold field strength to the static field ionisation threshold. From the quantum mechanical point of view the ionisation is a result of the great number of one-photon transitions in the strongly perturbed spectrum of the atom. This results in the diffusion of the electron in energy space identical to the diffusion due to stochastic classical motion. The estimation of the mean time of diffusive ionisation is also given.},\n bibtype = {article},\n author = {Gontis, V. and Kaulakys, B.},\n doi = {10.1088/0022-3700/20/19/016},\n journal = {Journal of Physics B: Atomic and Molecular Physics},\n number = {19}\n}

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\n\n\n\n\n\n

\n

\n \n 1986\n \n \n (1)\n \n \n

\n

\n \n \n

\n \n\n \n \n \n \n \n The stochastic dynamics of a highly excited hydrogen-like atom in a low frequency field.\n \n \n \n\n\n \n Gontis, V.; and Kaulakys, B.\n\n\n \n\n\n\n Deposited in VINITI, 86: 368-370. 1986.\n \n\n\n\n
\n\n\n\n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@article{\n title = {The stochastic dynamics of a highly excited hydrogen-like atom in a low frequency field},\n type = {article},\n year = {1986},\n pages = {368-370},\n volume = {86},\n id = {9d8ea20d-0693-38b5-b1b1-fe09e2c8c448},\n created = {2021-11-04T13:04:42.338Z},\n file_attached = {false},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:49.085Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis1986VINITI},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Gontis, V and Kaulakys, B},\n journal = {Deposited in VINITI}\n}

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\n \n 1985\n \n \n (1)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n On the influence of non-Maxwell distribution of electrons to the X-radiation of impurities in the TOKAMAK.\n \n \n \n\n\n \n Gontis, V., G.\n\n\n \n\n\n\n Liet. Fiz. Rink., 25(2): 106-107. 1985.\n \n\n\n\n
\n\n\n\n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

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@article{\n title = {On the influence of non-Maxwell distribution of electrons to the X-radiation of impurities in the TOKAMAK},\n type = {article},\n year = {1985},\n pages = {106-107},\n volume = {25},\n id = {f40ea8e3-27da-3624-94f1-224dc35d5abc},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {false},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.211Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis1985LJP},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Gontis, V G},\n journal = {Liet. Fiz. Rink.},\n number = {2}\n}

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\n

\n \n 1984\n \n \n (5)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n The structure of X-ray spectral lines of heavy impurities in the high temperature low density plasma.\n \n \n \n\n\n \n Gontis, V., G.; and Lisitsa, V., S.\n\n\n \n\n\n\n Preprint IAE-3952/6,1-27. 1984.\n \n\n\n\n
\n\n\n\n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

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@article{\n title = {The structure of X-ray spectral lines of heavy impurities in the high temperature low density plasma},\n type = {article},\n year = {1984},\n pages = {1-27},\n id = {2d78a27d-f716-34a7-86b2-d81dfe99298b},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {false},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-01T17:53:27.987Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis1984IAE},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Gontis, V G and Lisitsa, V S},\n journal = {Preprint IAE-3952/6}\n}

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\n \n\n \n \n \n \n \n The excitation of high charged ions by heavy particles and radiation loses in thermonuclear plasma.\n \n \n \n\n\n \n Abramov, V., A.; Gontis, V.; and Lisitsa, V., S.\n\n\n \n\n\n\n Institute of Physics of Latvia, Ryga. 1984.\n \n\n\n\n
\n\n\n\n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@article{\n title = {The excitation of high charged ions by heavy particles and radiation loses in thermonuclear plasma},\n type = {article},\n year = {1984},\n id = {bea90a67-0901-3aa3-bcf2-3b6374e3048f},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {false},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-01T17:53:28.385Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Abramov1984Ryga},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Abramov, V A and Gontis, V and Lisitsa, V S},\n journal = {Institute of Physics of Latvia, Ryga}\n}

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\n \n\n \n \n \n \n \n Non-equilibrium effects and structure of X-ray spectral lines in the TOKAMAK plasma.\n \n \n \n\n\n \n Gontis, V., G.; and Lisitsa, V., S.\n\n\n \n\n\n\n Plasma Physics Reports, 11(4). 1984.\n \n\n\n\n
\n\n\n\n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

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@article{\n title = {Non-equilibrium effects and structure of X-ray spectral lines in the TOKAMAK plasma},\n type = {article},\n year = {1984},\n volume = {11},\n id = {39224619-2d93-38f6-ab03-3dd50ee30ab2},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {false},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.214Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis1984Plasma},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Gontis, V G and Lisitsa, V S},\n journal = {Plasma Physics Reports},\n number = {4}\n}

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\n\n\n\n

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\n \n\n \n \n \n \n \n Excitation of impurities by heavy particles and radiative loses in the thermonuclear plasma.\n \n \n \n\n\n \n Abramov, V., A.; Gontis, V., G.; and Lisitsa, V., S.\n\n\n \n\n\n\n Plasma Physics Reports, 10(2): 400-406. 1984.\n \n\n\n\n
\n\n\n\n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@article{\n title = {Excitation of impurities by heavy particles and radiative loses in the thermonuclear plasma},\n type = {article},\n year = {1984},\n pages = {400-406},\n volume = {10},\n id = {9eaf49d5-d570-3e4f-8a5f-5934b5f00337},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {false},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.538Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Abramov1984Plasma},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Abramov, V A and Gontis, V G and Lisitsa, V S},\n journal = {Plasma Physics Reports},\n number = {2}\n}

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\n \n\n \n \n \n \n \n Modelling processes of atoms in the plasma of TOKAMAK's.\n \n \n \n\n\n \n Gontis, V., G.; Grudzinskas, J., J.; Kisielius, R., S.; Kupliauskene Z., B.; Rudzikas Z., B.; and Tutlis, V., I.\n\n\n \n\n\n\n Liet. Fiz. Rink., 24(2): 120-121. 1984.\n \n\n\n\n
\n\n\n\n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@article{\n title = {Modelling processes of atoms in the plasma of TOKAMAK's},\n type = {article},\n year = {1984},\n pages = {120-121},\n volume = {24},\n id = {e54e6f2f-44cf-367b-93e0-d5c2b294bbcd},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {false},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.982Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis1984LJP},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Gontis, V G and Grudzinskas, J J and Kisielius, R S and Kupliauskene Z., B and Rudzikas Z., B and Tutlis, V I},\n journal = {Liet. Fiz. Rink.},\n number = {2}\n}

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\n \n 1983\n \n \n (1)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n \n Role of fast ions in the emission from hot plasma.\n \n \n \n \n\n\n \n Abramov, V., A.; Gontis, V., G.; and Lisitsa, V., S.\n\n\n \n\n\n\n JETP Letters, 37(8): 375-377. 1983.\n \n\n\n\n
\n\n\n\n \n \n $\"Role$ Paper\n \n \n \n $\"Role$ Website\n \n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@article{\n title = {Role of fast ions in the emission from hot plasma},\n type = {article},\n year = {1983},\n pages = {375-377},\n volume = {37},\n websites = {http://jetpletters.ru/ps/1495/article_22828.pdf},\n id = {b334e563-4301-3a10-8d63-f7adbe154478},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {true},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:47.394Z},\n read = {true},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Abramov1983JETP},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Abramov, V A and Gontis, V G and Lisitsa, V S},\n journal = {JETP Letters},\n number = {8}\n}

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\n \n 1982\n \n \n (3)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n On the non-iterative method of calculation of electron and atom collision cross-sections.\n \n \n \n\n\n \n Gontis, V.; and Naslenas, E.\n\n\n \n\n\n\n Preprint, VINITI, 2240(82). 1982.\n \n\n\n\n
\n\n\n\n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

\n

@article{\n title = {On the non-iterative method of calculation of electron and atom collision cross-sections},\n type = {article},\n year = {1982},\n volume = {2240},\n id = {aa8ed6d5-eeb1-3fed-b9a8-24c39a1ff91b},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {false},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-08T09:07:37.038Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis1982VINITI},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Gontis, V and Naslenas, E},\n journal = {Preprint, VINITI},\n number = {82}\n}

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\n\n\n\n

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\n \n\n \n \n \n \n \n The influence of reabsorption in spectral analysis.\n \n \n \n\n\n \n Gontis, V.; and Salkauskas, J.\n\n\n \n\n\n\n Institute of Physics of Belarusia, Minsk,1-17. 1982.\n \n\n\n\n
\n\n\n\n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

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@article{\n title = {The influence of reabsorption in spectral analysis},\n type = {article},\n year = {1982},\n pages = {1-17},\n id = {963f0468-dbfa-3a55-8536-3db3c0ee9216},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {false},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-01T17:53:28.621Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis1982Minsk},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Gontis, V and Salkauskas, J},\n journal = {Institute of Physics of Belarusia, Minsk}\n}

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\n \n\n \n \n \n \n \n Measurement of the time dependence of the electron density in the nanosecond electric discharges.\n \n \n \n\n\n \n Aleksa, B.; Gontis, V.; Serapinas, P.; and Urbas, A.\n\n\n \n\n\n\n Liet. Fiz. Rink., 22(4): 66-71. 1982.\n \n\n\n\n
\n\n\n\n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

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@article{\n title = {Measurement of the time dependence of the electron density in the nanosecond electric discharges},\n type = {article},\n year = {1982},\n pages = {66-71},\n volume = {22},\n id = {a17e9fb4-e53d-38c3-abec-209510b29f6e},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {false},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-07T17:42:48.402Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis1982LietFizRink},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Aleksa, B and Gontis, V and Serapinas, P and Urbas, A},\n journal = {Liet. Fiz. Rink.},\n number = {4}\n}

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\n \n 1980\n \n \n (1)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n Influence of approximation to the calculation of radiation loses in high temperature plasma.\n \n \n \n\n\n \n Gontis, V.; Lisitsa, V., S.; and Naslenas, E.\n\n\n \n\n\n\n Preprint, IAE-3353/6, I.V. Kurchatov Institute of Atomic Energy. 1980.\n \n\n\n\n
\n\n\n\n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

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@article{\n title = {Influence of approximation to the calculation of radiation loses in high temperature plasma},\n type = {article},\n year = {1980},\n id = {e592ddc5-80bc-3a69-90f7-c280828e2ff4},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {false},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-01T17:53:30.923Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis1980IAE},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Gontis, V and Lisitsa, V S and Naslenas, E},\n journal = {Preprint, IAE-3353/6, I.V. Kurchatov Institute of Atomic Energy}\n}

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\n \n 1979\n \n \n (1)\n \n \n

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\n \n\n \n \n \n \n \n Correlative study of spark discharge radiation.\n \n \n \n\n\n \n Gontis, V.; Mikulskis, P.; Oberauskas, J.; Serapinas, P.; Salkauskas, J.; and Urbas, A.\n\n\n \n\n\n\n Proc. XXI Colloquim Spectroscopicum and 8 Int.Conf. Atomic Spectroscopy. 1979.\n \n\n\n\n
\n\n\n\n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

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@article{\n title = {Correlative study of spark discharge radiation},\n type = {article},\n year = {1979},\n id = {48219155-db8d-3b12-bf27-bfb823676a0e},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {false},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-01T17:53:27.852Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis1979Pr},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Gontis, V and Mikulskis, P and Oberauskas, J and Serapinas, P and Salkauskas, J and Urbas, A},\n journal = {Proc. XXI Colloquim Spectroscopicum and 8 Int.Conf. Atomic Spectroscopy}\n}

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\n \n 1978\n \n \n (1)\n \n \n

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\n \n \n

\n \n\n \n \n \n \n \n Calculation of the spectral lines intensities and shapes, radiated by the quasi-equilibrium cylindrical plasma.\n \n \n \n\n\n \n Gontis, V.\n\n\n \n\n\n\n Algorithms and programs, 3: 1-47. 1978.\n \n\n\n\n
\n\n\n\n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n

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@article{\n title = {Calculation of the spectral lines intensities and shapes, radiated by the quasi-equilibrium cylindrical plasma},\n type = {article},\n year = {1978},\n pages = {1-47},\n volume = {3},\n id = {bde42e08-0007-353b-b998-469f14575cbf},\n created = {2014-07-31T18:39:44.000Z},\n file_attached = {false},\n profile_id = {425903fc-29e3-3e93-b0fe-e189888ff33a},\n last_modified = {2021-11-08T09:07:36.838Z},\n read = {false},\n starred = {false},\n authored = {true},\n confirmed = {true},\n hidden = {false},\n citation_key = {Gontis1978PA},\n source_type = {article},\n private_publication = {false},\n bibtype = {article},\n author = {Gontis, V},\n journal = {Algorithms and programs}\n}

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