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Gontis's submissions

Gontis's pictureGontis's Profile | Submissions (8) | Comments (4) | Blogs (1)
Order flow in the financial markets from the perspective of the Fractional L\'{e}vy stable motion

Vygintas Gontis

posted by Gontis's pictureGontis, 06 May 2021

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Spurious memory in non-equilibrium stochastic models of imitative behavior

Vygintas Gontis, Aleksejus Kononovicius

posted by Gontis's pictureGontis, 04 June 2020

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The consentaneous model of the financial markets exhibiting spurious nature of long-range memory

Vygintas Gontis, Aleksejus Kononovicius

posted by Gontis's pictureGontis, 04 June 2020

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Bessel-like birth-death process

Vygintas Gontis, Aleksejus Kononovicius

posted by Gontis's pictureGontis, 04 June 2020

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Long-range memory test by the burst and inter-burst duration distribution

Vygintas Gontis

posted by Gontis's pictureGontis, 04 June 2020

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Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets

V. Gontis, A. Kononovicius

posted by Gontis's pictureGontis, 06 January 2017

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Stochastic model of financial markets reproducing scaling and memory in volatility return intervals

Vygintas Gontis, Shlomo Havlin, Aleksejus Kononovicius, Boris Podobnik and H. Eugene Stanley

posted by Gontis's pictureGontis, 24 July 2015

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Consentaneous Agent-Based and Stochastic Model of the Financial Markets

V. Gontis, A. Kononovicius

posted by Gontis's pictureGontis, 27 July 2014

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