523 citations
- Heriot-Watt UniversityGB6 papers
- Institute of Theoretical PhysicsCN6 papers
- Centre National de la Recherche ScientifiqueFR5 papers
- Leibniz University HannoverDE4 papers
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- Astronomical Observatory of CapodimonteIT2 papers
- Center for Physical Sciences and TechnologyLT2 papers
- École Normale Supérieure - PSLFR2 papers
- École Polytechnique Fédérale de LausanneCH2 papers
- Konkoly ObservatoryHU2 papers
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Showing physics.soc-phShow all
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physics.soc-ph2011★ 2 cited
Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics
V. Daniunas, V. Gontis, A. Kononovicius
Simulation serves as a third way of doing science, in contrast to both induction and deduction. The web based modeling may considerably facilitate the execution of simulations by o…
physics.soc-ph2006★ 27 cited
Modeling long-range memory trading activity by stochastic differential equations
V. Gontis, B. Kaulakys
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 m…
physics.soc-ph2006★ 19 cited
Long-range memory model of trading activity and volatility
V. Gontis, B. Kaulakys
Earlier we proposed the stochastic point process model, which reproduces a variety of self-affine time series exhibiting power spectral density S(f) scaling as power of the frequen…