5
H index
3
i10 index
95
Citations
Vygintas Gontis : Citation Profile
| RESEARCH PRODUCTION: 30 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
23 years (2002 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Vygintas Gontis. | Is cited by:
| Cites to:
|
Main data
Where Vygintas Gontis has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 30 |
Recent works citing Vygintas Gontis (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Analytic expression of the probability density function for the first-passage time in birth-death processes. (2024). Park, Seongjun ; Choi, M Y. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:186:y:2024:i:c:s0960077924008592. Full description at Econpapers || Download paper |
| 2025 | CIR bridge for modeling of fish migration on sub-hourly scale. (2025). Yoshioka, Hidekazu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:199:y:2025:i:p3:s0960077925008872. Full description at Econpapers || Download paper |
| 2024 | Delayed interactions in the noisy voter model through the periodic polling mechanism. (2024). Ivanauskas, Feliksas ; Kononovicius, Aleksejus ; Astrauskas, Rokas ; Radaviius, Marijus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:652:y:2024:i:c:s0378437124005715. Full description at Econpapers || Download paper |
Works by Vygintas Gontis:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Trading activity as driven Poisson process: comparison with empirical data In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | A long-range memory stochastic model of the return in financial markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Point Processes Modeling of Time Series Exhibiting Power-Law Statistics In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Agent based reasoning for the non-linear stochastic models of long-range memory In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | The class of nonlinear stochastic models as a background for the bursty behavior in financial markets In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2012 | Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Three-state herding model of the financial markets In: Papers. [Full Text][Citation analysis] | paper | 10 |
| 2013 | Fluctuation analysis of the three agent groups herding model In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Control of the socio-economic systems using herding interactions In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | Consentaneous agent-based and stochastic model of the financial markets In: Papers. [Full Text][Citation analysis] | paper | 21 |
| 2015 | Herding interactions as an opportunity to prevent extreme events in financial markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Stochastic model of financial markets reproducing scaling and memory in volatility return intervals In: Papers. [Full Text][Citation analysis] | paper | 19 |
| 2016 | Interplay between endogenous and exogenous fluctuations in financial markets In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Spurious memory in non-equilibrium stochastic models of imitative behavior In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2018 | The consentaneous model of the financial markets exhibiting spurious nature of long-range memory In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Approximation of the first passage time distribution for the birth-death processes In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Bessel-like birth-death process In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Long-range memory test by the burst and inter-burst duration distribution In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Order flow in the financial markets from the perspective of the Fractional L\evy stable motion In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Understanding the nature of the long-range memory phenomenon in socioeconomic systems In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2023 | Discrete $q$-exponential limit order cancellation time distribution In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Panel regression for the GDP of the Central and Eastern European countries using time-varying coefficients In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Modelling share volume traded in financial markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Multiplicative Stochastic Model of the Time Interval between Trades in Financial Markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Multiplicative point process as a model of trading activity In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2004 | Modelling financial markets by the multiplicative sequence of trades In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Long-range memory model of trading activity and volatility In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2006 | Modeling long-range memory trading activity by stochastic differential equations In: Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team