Order flow in the financial markets from the perspective of the Fractional Lévy stable motion von Gontis, V.

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The consentaneous model of the financial markets exhibiting spurious nature of long-range memory von Gontis, V., Kononovicius, A.

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Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets von Gontis, V., Kononovicius, A.

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Agent based reasoning for the non-linear stochastic models of long-range memory von Kononovicius, A., Gontis, V.

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Stochastic model of financial markets reproducing scaling and memory in volatility return intervals von Gontis, V., Havlin, S., Kononovicius, A., Podobnik, B., Stanley, H.E.

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Control of the socio-economic systems using herding interactions von Kononovicius, A., Gontis, V.

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Point process model of 1/f noise vs a sum of Lorentzians von Kaulakys, B, Gontis, V, Alaburda, M

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A long-range memory stochastic model of the return in financial markets von Gontis, V., Ruseckas, J., Kononovičius, A.

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Bessel-like birth–death process von Gontis, V., Kononovicius, A.

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Three-state herding model of the financial markets von Kononovicius, A., Gontis, V.

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Interplay between Endogenous and Exogenous Fluctuations in Financial Markets von Gontis, V.

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Interplay between positive feedbacks in the generalized CEV process von Reimann, St, Gontis, V., Alaburda, M.

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Long-range memory model of trading activity and volatility von Gontis, V, Kaulakys, B

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Three-state herding model of the financial markets von Kononovicius, A, Gontis, V

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Herding model and 1/f noise von Ruseckas, J., Kaulakys, B., Gontis, V.

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Nonlinear stochastic differential equation as the background of financial fluctuations von Gontis, V, Kaulakys, B, Ruseckas, J

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Modeling scaled processes and clustering of events by the nonlinear stochastic differential equations von Kaulakys, B, Alaburda, M, Gontis, V

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Modeling long-range memory trading activity by stochastic differential equations von Gontis, V., Kaulakys, B.

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Multiplicative Stochastic Model of the Time Interval between Trades in Financial Markets von Gontis, V.

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Point Processes Modeling of Time Series Exhibiting Power-Law Statistics von Kaulakys, B, Alaburda, M, Gontis, V

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