Publikacijos

Moksliniai straipsniai

  • V. Gontis, Sh. Havlin, A. Kononovicius, B. Podobnik, H. E. Stanley. Stochastic model of financial markets reproducing scaling and memory in volatility return intervals. 2015. arXiv: 1507.05203 [q-fin.GN].
  • A. Kononovicius, V. Gontis. Herding interactions as an opportunity to prevent extreme events in financial markets. European Physical Journal B 88 (7), 2015, psl. 189. doi: 10.1140/epjb/e2015-60160-0. arXiv: 1409.8024 [q-fin.ST].
  • V. Gontis, A. Kononovicius. Consentaneous agent-based and stochastic model of the financial markets. PLoS ONE 9 (7), 2014, psl. e102201. doi: 10.1371/journal.pone.0102201. arXiv: 1403.1574 [q-fin.ST].
  • A. Kononovicius, V. Gontis. Control of the socio-economic systems using herding interactions. Physica A 405, 2014, psl. 80-84. doi: 10.1016/j.physa.2014.03.003. arXiv: 1309.6105 [physics.soc-ph].
  • V. Gontis, A. Kononovicius. Fluctuation analysis of the three agent groups herding model. Noise and Fluctuations (ICNF), 2013 22nd International Conference on, psl. 1-4. Montpeiler, France, 2013. doi: 10.1109/ICNF.2013.6578896. arXiv: 1305.5958 [q-fin.ST]. Parsisiųsti.
  • A. Kononovicius, V. Gontis. Three state herding model of the financial markets. EPL 101, 2013, psl. 28001. doi: 10.1209/0295-5075/101/28001. arXiv: 1210.1838 [q-fin.ST]. Parsisiųsti.
  • J. Ruseckas, V. Gontis, B. Kaulakys. Nonextensive statistical mechanics distributions and dynamics of financial observables from the nonlinear stochastic differential equations. Advances in Complex Systems 15 (supp01), 2012, psl. 1250073. doi: 10.1142/S0219525912500737. Parsisiųsti.
  • A. Kononovicius, V. Gontis, V. Daniunas. Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance. International Journal On Advances in Intelligent Systems 5 (1-2), 2012, psl. 111-126. thinkmind: intsys_v5_n12_2012_9. arXiv: 1202.3533 [q-fin.GN]. Parsisiųsti.
  • V. Gontis, A. Kononovicius, S. Reimann. The class of nonlinear stochastic models as a background for the bursty behavior in financial markets. Advances in Complex Systems 15 (supp01), 2012, psl. 1250071. doi: 10.1142/S0219525912500713. arXiv: 1201.3083 [q-fin.ST]. Parsisiųsti.
  • A. Kononovicius, V. Gontis. Agent based reasoning for the non-linear stochastic models of long-range memory. Physica A 391 (4), 2012, psl. 1309-1314. doi: 10.1016/j.physa.2011.08.061. arXiv: 1106.2685 [q-fin.ST]. Parsisiųsti.
  • J. Ruseckas, B. Kaulakys, V. Gontis. Herding model and 1/f noise. EPL 96, 2011, psl. 60007. arXiv: 1111.1306 [nlin.AO]. Parsisiųsti.
  • V. Gontis, A. Kononovicius. Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges. Dynamics of Socio-Economic Systems 2 (1), 2011, psl. 101-109. arXiv: 1003.5356 [q-fin.ST]. Parsisiųsti.
  • V. Daniunas, V. Gontis, A. Kononovicius. Agent-based versus macroscopic modeling of competition and business processes in economics. ICCGI 2011, The Sixth International Multi-Conference on Computing in the Global Information Technology, psl. 84-88. Luxembourg, 2011. Pastaba: Received IARIA Best Paper Award (see http://www.iaria.org/conferences2011/AwardsICCGI11.html). thinkmind: iccgi_2011_4_40_10188. arXiv: 1104.2895 [physics.soc-ph]. Parsisiųsti.
  • S. Reimann, V. Gontis, M. Alaburda. Interplay between positive feedback in the generalized CEV process. Physica A 390 (8), 2011, psl. 1393-1401. arXiv: 1008.0568 [physics.data-an]. Parsisiųsti.
  • V. Gontis, J. Ruseckas, A. Kononovicius. A long-range memory stochastic model of the return in financial markets. Physica A 389 (1), 2010, psl. 100-106. doi: 10.1016/j.physa.2009.09.011. arXiv: 0901.0903 [q-fin.ST]. Parsisiųsti.
  • V. Gontis, J. Ruseckas, A. Kononovicius. A Non-linear Stochastic Model of Return in Financial Markets. Knygoje: Stochastic Control, red. C. Myers. InTech, 2010. doi: 10.5772/9748. Parsisiųsti.
  • V. Gontis, B. Kaulakys, J. Ruseckas. Nonlinear stochastic differential equation as the background of financial fluctuations. AIP Conference Proceedings 1129, 2009, psl. 563-566. Parsisiųsti.
  • B. Kaulakys, M. Alaburda, V. Gontis, J. Ruseckas. Modeling long-memory processes by stochastic difference equations and superstatistical approach. Brazilian Journal of Physics 39 (2A), 2009, psl. 453-456. Parsisiųsti.
  • B. Kaulakys, M. Alaburda, V. Gontis. Modeling scaled processes and clustering of events by the nonlinear stochastic differential equations. AIP Conference Proceedings 1129, 2009, psl. 13-16. Parsisiųsti.
  • V. Gontis, B. Kaulakys, J. Ruseckas. Trading activity as driven Poisson process: comparison with empirical data. Physica A 387, 2008, psl. 3891-3896. Parsisiųsti.
  • B. Kaulakys, M. Alaburda, V. Gontis. Point Processes Modeling of time series exhibiting power-law statistics. AIP Conference Proceedings 922 (1), 2007, psl. 535- 538. Parsisiųsti.
  • B. Kaulakys, M. Alaburda, V. Gontis, T. Meskauskas, J. Ruseckas. Modeling of Flows with Power-law Spectral Densities and Power-law Distributions of Flow Intensities. Knygoje: Traffic and granular flow, 5 tomas, red. A. Schadschneider, psl. 587-594. Springer, 2007. Parsisiųsti.
  • V. Gontis, B. Kaulakys. Modeling long-range memory trading activity by stochastic differential equations. Physica A 382, 2007, psl. 114-120. Parsisiųsti.
  • B. Kaulakys, J. Ruseckas, V. Gontis, M. Alaburda. Nonlinear stochastic models of 1/f noise and power-law distributions. Physica A 365, 2006, psl. 217-221. Parsisiųsti.
  • V. Gontis, B. Kaulakys. Long-range memory model of trading activity and volatility. Journal of Statistical Mechanics P10016, 2006, psl. 1-11. Parsisiųsti.
  • B. Kaulakys, M. Alaburda, V. Gontis. Long-range stochastic point processes with the power law statistics. Proceeding of Prague Conference, red. M. Janzura, M. Huskova, psl. 364-373. Matfyzpress, Charles University in Prague, Prague, 2006. Parsisiųsti.
  • B. Kaulakys, M. Alaburda, V. Gontis, T. Meskauskas. Multifractality of the Multiplicative Autogressive Point Processes. Knygoje: Complexus Mundi: Emergent Patterns in Nature, red. M. M. Novak, psl. 277-286. World Scientific, 2006. arXiv: 0911.2251 [physics.data-an]. Parsisiųsti.
  • V. Gontis, B. Kaulakys, J. Ruseckas. Point process models of 1/f noise and internet traffic. AIP Conference Proceedings 776, 2005, psl. 144-149. Parsisiųsti.
  • B. Kaulakys, V. Gontis, M. Alaburda. Point process model of 1/f noise vs a sum of Lorentzians. Physical Review E 71 (051105), 2005, psl. 1-11. Parsisiųsti.
  • V. Gontis, B. Kaulakys. Modeling financial markets by the multiplicative sequence of trades. Physica A 344, 2004, psl. 128-133. Parsisiųsti.
  • V. Gontis, B. Kaulakys. Multiplicative point process as a model of trading activity. Physica A 343, 2004, psl. 505-514. Parsisiųsti.
  • V. Gontis, B. Kaulakys, M. Alaburda, J. Ruseckas. Evolution of complex systems and 1/f noise: From physics to financial markets. Solid State Phenomena 97-98, 2004, psl. 65-70. Parsisiųsti.
  • B. Kaulakys, M. Alaburda, V. Gontis, T. Meskauskas. Modeling and estimation of 1/f noise of the signals represented by pulses and by fluctuating amplitude. , Aug. 18-22 2003, psl. 679-682. Parsisiųsti.
  • V. Gontis, B. Kaulakys. Multiplicative stochastic sequence of events as a model of power-law noise. , Aug. 18-22 2003, psl. 622-625. Parsisiųsti.
  • V. Gontis. Multiplicative Stochastic Model of the Time Interval between Trades in Financial Markets. Nonlinear Analysis: Modelling and Control 7 (1), 2002, psl. 43-54. arXiv: cond-mat/0211317 [cond-mat.stat-mech]. Parsisiųsti.
  • V. Gontis. Modelling share volume traded in financial markets. Lithuanian J. Phys 41, 2001, psl. 551-555. Parsisiųsti.
  • V. Gontis. Lithuanian Science in transition: Statistical analysis. Revue Baltique, 2000, psl. 24-32. Parsisiųsti.
  • M. Alaburda, V. Gontis, B. Kaulakys. Interaction and chaotic dynamics of the classical hydrogen atom in an electromagnetic field. Lithuanian J. Phys. 40, 2000, psl. 242-247. Parsisiųsti.
  • V. Gontis, B. Kaulakys. Quantum Zeno and quantum anti-Zeno effects. Lithunian. J. Phys. 38, 1998, psl. 118-121. Parsisiųsti.
  • V. Gontis, B. Kaulakys. Quantum dynamics of simple and complex systems affected by repeated measurement. J. Tech. Phys. 38, 1997, psl. 223-226.
  • B. Kaulakys, V. Gontis. Quantum anti-Zeno effect. Phys. Rev. A 56, 1997, psl. 1138-1141. Parsisiųsti.
  • V. Gontis, K. Pyragas. Legal reform of research and higher education in Lithuania, Science in an Open Society: Strategies and Structures. Materials of the Intern. Conference held in Vilnius, April 28-29, 1994, Vilnius, OSF-Lithuania, 1995, psl. 152-156.
  • B. Kaulakys, V. Gontis, G. Vilutis. Ionisation of Rydberg atoms by subpicosecond electromagnetic pulses. Lithuanian J. Phys. 33, 1993, psl. 290-293. Parsisiųsti.
  • V. Gontis, B. Kaulakys. Quasi-classical transition amplitudes for one-dimensional atom in harmonic field. Lithuanian J. Phys. 31, 1991, psl. 75-78. Parsisiųsti.
  • B. Kaulakys, V. Gontis, G. Hermann, A. Scharmann. Scaling relations for the hydrogen atom in a harmonic field: Classical chaos and quantum suppression of diffusion. Phys. Lett. A 159, 1991, psl. 261-265.
  • V. Svedas, Z. Kuprionis, V. Gontis, B. Kaulakys. Kinetics of diffusive ionization of the potassium Rydberg atoms. Institute of Physics Conference Series 114, 1991, psl. 141-144.
  • V. Svedas, Z. Kuprionis, V. Gontis, B. Kaulakys. The investigation of kinetics of the collisional ionisation and redistribution of excitation over the atomic Rydberg levels. Deposed in Lit NIINTI, 1989, psl. 1-36.
  • V. Gontis, B. Kaulakys. The quasiclassical maps for the one-dimensional systems with periodic perturbation. An atom in microwave radiation. Lithuanian J. Phys. 28, 1988, psl. 672-678. Parsisiųsti.
  • V. Gontis, B. Kaulakys. Stochastic dynamics of hydrogenic atoms in the microwave field: Modelling by maps and quantum description. J. Phys B 20, 1987, psl. 5051 - 5064. Parsisiųsti.
  • V. Gontis, B. Kaulakys. The stochastic dynamics of a highly excited hydrogen-like atom in a low frequency field. Liet. Fiz. Rink. 27, 1987, psl. 368-370.
  • V. Gontis, B. Kaulakys. The stochastic dynamics of a highly excited hydrogen-like atom in a low frequency field. Deposited in VINITI 86, 1986, psl. 1-25.
  • V. G. Gontis. On the influence of non-Maxwell distribution of electrons to the X-radiation of impurities in the TOKAMAK. Liet. Fiz. Rink. vol. 25(2), 1985, psl. 106-107.
  • V. A. Abramov, V. Gontis, V. S. Lisica. The excitation of high charged ions by heavy particles and radiation loses in thermonuclear plasma. Institute of Physics of Latvia, Ryga, 1984, psl. .
  • V. G. Gontis, V. S. Lisitsa. Non-equilibrium effects and structure of X-ray spectral lines in the TOKAMAK plasma. Plasma Physics Reports 11(4), 1984, psl. .
  • V. G. Gontis, J. J. Grudzinskas, R. S. Kisielius, B. Kupliauskene Z., B. Rudzikas Z., V. I. Tutlis. Modelling processes of atoms in the plasma of TOKAMAK's. Liet. Fiz. Rink. 24(2), 1984, psl. 120-121.
  • V. G. Gontis, V. S. Lisitsa. The structure of X-ray spectral lines of heavy impurities in the high temperature low density plasma. Preprint IAE-3952/6, 1984, psl. 1-27.
  • V. A. Abramov, V. G. Gontis, V. S. Lisitsa. Excitation of impurities by heavy particles and radiative loses in the thermonuclear plasma. Plasma Physics Reports 10(2), 1984, psl. 400-406.
  • V. A. Abramov, V. G. Gontis, V. S. Lisitsa. Role of fast ions in the emission from hot plasma. JETP Letters 37(8), 1983, psl. 444-446.
  • V. Gontis, J. Šalkauskas. The influence of reabsorption in spectral analysis. Institute of Physics of Belarusia, Minsk, 1982, psl. 1-17.
  • B. Aleksa, V. Gontis, P. Serapinas, A. Urbas. Measurement of the time dependence of the electron density in the nanosecond electric discharges. Liet. Fiz. Rink. 22(4), 1982, psl. 66-71.
  • V. Gontis, E. Našlėnas. On the non-iterative method of calculation of electron and atom collision cross-sections. Preprint, VINITI 2240-82, 1982, psl. .
  • V. Gontis, V. S. Lisitsa, E. Našlėnas. Influence of approximation to the calculation of radiation loses in high temperature plasma. Preprint, IAE-3353/6, I.V. Kurchatov Institute of Atomic Energy, 1980, psl. .
  • V. Gontis, P. Mikulskis, J. Oberauskas, P. Serapinas, J. Šalkauskas, A. Urbas. Correlative study of spark discharge radiation. Proc. XXI Colloquim Spectroscopicum and 8 Int.Conf. Atomic Spectroscopy, 1979, psl. .
  • V. Gontis. Calculation of the spectral lines intensities and shapes, radiated by the quasi-equilibrium cylindrical plasma. Algorithms and programs 3, 1978, psl. 1-47.

Pranešimai mokslinėse konferencijose

  • A. Kononovicius, V. Gontis. Pikų statistika minučių, dienų ir mėnesių laiko skalėse. 41-oji Lietuvos nacionalinė fizikos konferencija: Programa ir pranešimų tezės, psl. 355. Vilnius, Lietuva, 2015. doi: 10.15388/proceedings/LNFK.410.
  • A. Kononovicius, V. Gontis, J. Ruseckas. Complexity and statistical physics of herding behavior. Naujametė fizikos konferencija, psl. 11. Vilnius, Lithuania, 2015. Parsisiųsti.
  • A. Kononovicius, V. Gontis. Controlling the Dynamics of Herding Dominant Financial Market. International Conference on Statistical Physics, psl. 80. Rhodes, Greece, 2014. Parsisiųsti.
  • V. Gontis, A. Kononovicius. Financial herding of three agent groups under the impact of exogenous noise. International Conference on Statistical Physics, psl. 54-55. Rhodes, Greece, 2014.
  • A. Kononovicius, V. Gontis. Leadership phenomenon in the agent-based herding model. Open Readings 2014, psl. 201. Vilnius, Lithuania, 2014. Parsisiųsti.
  • A. Kononovicius, V. Gontis. Controlling the collective behavior in the agent-based herding model. Verhandlungen DPG (VI) 49, psl. SOE 6.15. Dresden, Germany, 2014. Parsisiųsti.
  • A. Kononovicius, V. Gontis. Sudėtingų socialinių vyksmų aiškinimas siejant jų mikroskopinius ir makroskopinius aprašymus. Fizinių ir technologijos mokslų tarpdalykiniai tyrimai (4-oji jaunųjų mokslininkų konferencija): Fizinių mokslų sekcija, psl. 11-13. Lietuvos mokslų akademija, Vilnius, Lietuva, 2014. Pastaba: tėzės išleistos elektroniniu pavidalu (CD). Parsisiųsti.
  • A. Kononovicius, V. Gontis. Mikroskopinis ir makroskopinis sudėtingų sistemų modeliavimas. 40-oji Lietuvos nacionalinė fizikos konferencija: Programa ir pranešimų tezės, psl. 28. Vilnius, Lietuva, 2013. Parsisiųsti.
  • A. Kononovicius, V. Gontis. Generalizing binary choice agent-based herding model. WEHIA 2013: Conference Program, psl. 8. Reykjavik, Iceland, 2013. Parsisiųsti.
  • A. Kononovicius, V. Gontis. Bursting behavior of the non-linear stochastic models applicable to the financial markets. Open Readings 2013, psl. 57. Vilnius, Lithuania, 2013. Parsisiųsti.
  • A. Kononovicius, V. Gontis. Inter-burst times of the empirical high-frequency financial market data and non-linear stochastic models. Verhandlungen DPG (VI) 48. Regensburg, Germany, 2013.
  • V. Gontis, A. Kononovicius. The Class of Nonlinear Stochastic Equations as a Background Modeling Financial Systems. ETH Zurich Latsis Symposium 2012 Satellite Workshop, psl. 37. ETH Zurich, Zurich, Switzerland, 2012. http://web.sg.ethz.ch/Latsis_2012/.
  • V. Gontis, A. Kononovicius, B. Kaulakys. Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance. COST Action MP0801 Annual Meeting 2012, psl. 19. Galway, Ireland, 2012.
  • A. Kononovicius, V. Gontis, J. Ruseckas, B. Kaulakys. Bursting dynamics of the high-frequency empirical return and non-linear stochastic model. COST Action MP0801 Annual Meeting 2012, psl. 31. Galway, Ireland, 2012. Parsisiųsti.
  • A. Kononovicius, V. Gontis, B. Kaulakys. Herding behavior of agents as a background of financial fluctuations. 25th European Conference on Operational Research, psl. 75. Vilnius, Lithuania, 2012. Parsisiųsti.
  • V. Gontis, A. Kononovicius. Agent-based versus macroscopic modeling of competition and business processes in economics and finance. Meeting of Workgroup 3 of COST Action MP0801. Jerusalem, Izrael, 2012.
  • P. Purlys, A. Kononovicius, V. Gontis. Various ways of introducing herding behavior into the agent based models of complex systems. Open Readings 2012, psl. 150. Vilnius, Lithuania, 2012. Parsisiųsti.
  • A. Kononovicius, V. Gontis, J. Ruseckas, B. Kaulakys. Bursting behavior of non-linear stochastic model and empirical high-frequency return. Verhandlungen DPG (VI) 47, psl. 401. Berlin, Germany, 2012. Parsisiųsti.
  • B. Kaulakys, V. Gontis, A. Kononovicius, J. Ruseckas. Microscopic herding model leading to long-range processes and 1/f noise with application to absolute return in financial markets. Verhandlungen DPG (VI) 47, psl. 403. Berlin, Germany, 2012. Parsisiųsti.
  • B. Kaulakys, M. Alaburda, V. Gontis, A. Kononovicius, J. Ruseckas. Modeling by the nonlinear stochastic differential equation of the power-law distribution of extreme events in the financial systems. 6th International Conference on Unsolved Problems on Noise. Kolkata, India, 2012.
  • V. Gontis, A. Kononovicius, B. Kaulakys. Minimal agent based models as a microscopic reasoning of nonlinear stochastic models. 3rd Annual Meeting COST Action MP0801: Physics of Competition and Conflicts. Eindhoven, Holland, 2011.
  • A. Kononovicius, V. Gontis. Mikroskopinis stochastinių modelių aiškinimas. 39-oji Lietuvos nacionalinė fizikos konferencija: Programa ir pranešimų tezės, psl. 34. Vilnius, Lietuva, 2011. Parsisiųsti.
  • A. Kononovicius, V. Gontis, B. Kaulakys. Agent based reasoning of the nonlinear stochastic models. Verhandlungen DPG (VI) 46, psl. 502. Dresden, Germany, 2011. Parsisiųsti.
  • V. Gontis, A. Kononovicius. Double stochastic model of return in the financial markets. Siena, Italy, 2010. Pastaba: poster presentation at international school on "Multidisciplinary Approaches to Economic and Social Complex Systems", presenter A. Kononovicius. Parsisiųsti.
  • V. Gontis, B. Kaulakys, A. Kononovicius. Scaled nonlinear stochastic model of return versus empirical data. 2nd Annual Meeting COST Action MP0801: Physics of Competition and Conflicts. Sunny Beach, Bulgaria, 2010.
  • A. Kononovicius, V. Gontis. Empirical analysis of Vilnius stock exchange absolute return time series. 2nd Annual Meeting COST Action MP0801: Physics of Competition and Conflicts. Sunny Beach, Bulgaria, 2010. Parsisiųsti.
  • V. Gontis, J. Ruseckas, A. Kononovicius, M. Alaburda, B. Kaulakys. Nonextensive statistics with application to financial processes from nonlinear stochastic differential equations. Verhandlungen DPG Spring Meeting. Regensburg, Germany, 2010.
  • A. Kononovicius, V. Gontis. Stochastic model of return matching to the data of financial markets with differing liquidity. Open Readings 2010. Vilnius, Lithuania, 2010. Parsisiųsti.
  • V. Gontis, J. Ruseckas, A. Kononovicius. Long range memory stochastic model of return in financial markets. Applications of Physics in Financial Analysis 7. Tokyo, Japan, 2009.
  • A. Kononovicius, V. Gontis, J. Ruseckas. Grąžos statistinių savybių, stebimų finansų rinkoje, modeliavimas stochastiniu modeliu su ilga atmintimi. Laisvieji skaitymai 2009. Vilnius, Lietuva, 2009. Parsisiųsti.
  • V. Gontis, J. Ruseckas, A. Kononovicius. Stochastic modeling of trading activity and volatility in financial markets. 4th International Conference on News, Expectations and Trends in Statistical Physics. Crete, Greece, 2008.
  • V. Gontis, B. Kaulakys, J. Ruseckas, A. Kononovicius. Comparative statistics of trading activity and word occurrences. 4th Annual Meeting COST Action P10: Physics of Risk. Palermo, Italy, 2007.

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