27 citations · 59 across the 7 of their papers we have counts for
7 papers
Scaling of variability measures in hierarchical demographic data
Aleksejus Kononovicius, Justas Kvedaravicius
Demographic heterogeneity is often studied through the geographical lens. Therefore it is considered at a predetermined spatial resolution, which is a suitable choice to understand…
Immediate recapture in the trapping-detrapping process of a single charge carrier
Aleksejus Kononovicius, Bronislovas Kaulakys
Previously we have shown that pure 1/f noise arises from the trapping-detrapping process when traps are heterogeneous. Namely, the trapping-detrapping process relies on the assumpt…
Short research review: Applications of statistical physics investigating financial and other social systems
Vygintas Gontis, Aleksejus Kononovicius, Julius Ruseckas
Physics research complements traditional approaches, such as mathematical (stochastic) finance and econometrics in quantitative economics and finance. In the early years of this mi…
Anomalous diffusion and long-range memory in the scaled voter model
Rytis Kazakevičius, Aleksejus Kononovicius
We analyze the scaled voter model, which is a generalization of the noisy voter model with time-dependent herding behavior. We consider the case when the intensity of herding behav…
Nonlinear GARCH model and 1/f noise
Aleksejus Kononovicius, Julius Ruseckas
Auto-regressive conditionally heteroskedastic (ARCH) family models are still used, by practitioners in business and economic policy making, as a conditional volatility forecasting…
Continuous transition from the extensive to the non-extensive statistics in an agent-based herding model
Aleksejus Kononovicius, Julius Ruseckas
Systems with long-range interactions often exhibit power-law distributions and can by described by the non-extensive statistical mechanics framework proposed by Tsallis. In this co…